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Trade: KSM/USDT/240/VWAP/VWMA/6009

Strategy
KSM/USDT/240/VWAP/VWMA/6009
Pair
KSM_USDT
Interval
4h
Score
618576
Daily Profit
0.568895
Profit Factor
2.645261
Profitability
50.955414
Streak
0.000000
Best Strategy
Training Data Length
1858.830000
Evaluation Time
2025-10-07 05:27
Expiration Time
2025-12-01 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1057478.8895 939545.7355 117933.154 626626.5651 411498.8959 215127.6692
Total P&L (%) 1057.4789 939.5457 117.9332 626.6266 411.4989 215.1277
Avg Daily Profit (%) 0.5689 0.5055 0.0634 0.1068 0.0878 0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115032 -83174 -102274 -553363 -443871 -554597
Profit Factor 2.6453 4.4293 1.3198 1.1817 1.287 1.1068
Total Trades 157 79 78 157 79 78
Winning Trades 80 42 38 80 42 38
Losing Trades 77 37 40 77 37 40
Profitability (%) 50.9554 53.1646 48.7179 50.9554 53.1646 48.7179
Ratio Avg Win / Avg Loss 2.5461 3.902 1.3893 1.1374 1.1338 1.165
Largest Winning Trade 895318 895318 62792 593678 593678 299329
Largest Losing Trade -49638 -49525 -49638 -412502 -260553 -412502
Avg Bars in Trades 69 61 77 69 61 77
Avg Bars in Winners 88 82 94 88 82 94
Avg Bars in Losers 50 38 61 50 38 61
Bars Traded 10898 4854 6044 10898 4854 6044
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 618576 -8523 -142964 -69751 -102223 -248473
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804078994,
    "expiration_time": 1764613296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1057478.8895225676,
            939545.7355112085,
            117933.1540113587,
            626626.5651345616,
            411498.8959110844,
            215127.6692234773
        ],
        [
            1057.47889,
            939.545736,
            117.933154,
            626.626565,
            411.498896,
            215.127669
        ],
        [
            0.568895,
            0.50545,
            0.063445,
            0.10675,
            0.087845,
            0.061768
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115032,
            -83174,
            -102274,
            -553363,
            -443871,
            -554597
        ],
        [
            2.645261,
            4.429315,
            1.319804,
            1.181714,
            1.287009,
            1.106781
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            50.955414,
            53.164557,
            48.717949,
            50.955414,
            53.164557,
            48.717949
        ],
        [
            2.546064,
            3.902016,
            1.389267,
            1.1374,
            1.133793,
            1.165032
        ],
        [
            895318,
            895318,
            62792,
            593678,
            593678,
            299329
        ],
        [
            -49638,
            -49525,
            -49638,
            -412502,
            -260553,
            -412502
        ],
        [
            69,
            61,
            77,
            69,
            61,
            77
        ],
        [
            88,
            82,
            94,
            88,
            82,
            94
        ],
        [
            50,
            38,
            61,
            50,
            38,
            61
        ],
        [
            10898,
            4854,
            6044,
            10898,
            4854,
            6044
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            618576,
            -8523,
            -142964,
            -69751,
            -102223,
            -248473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804078994,
    "expiration_time": 1764613296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)