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Trade: KSM/USDT/240/VWMA/BBM/9897

Strategy
KSM/USDT/240/VWMA/BBM/9897
Pair
KSM_USDT
Interval
4h
Score
337614
Daily Profit
0.352575
Profit Factor
3.421075
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1850.170000
Evaluation Time
2025-09-28 13:12
Expiration Time
2025-11-22 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 749845.8734 652323.2646 97522.6088 493032.3055 235653.1094 257379.1961
Total P&L (%) 749.8459 652.3233 97.5226 493.0323 235.6531 257.3792
Avg Daily Profit (%) 0.4053 0.3526 0.0527 0.0963 0.0655 0.0689
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132551 -91823 -78999 -762950 -453239 -431075
Profit Factor 2.4046 3.4211 1.3688 1.1761 1.1616 1.1918
Total Trades 65 33 32 65 33 32
Winning Trades 22 11 11 22 11 11
Losing Trades 43 22 21 43 22 21
Profitability (%) 33.8462 33.3333 34.375 33.8462 33.3333 34.375
Ratio Avg Win / Avg Loss 4.6998 6.8422 2.6132 2.2987 2.3233 2.2752
Largest Winning Trade 487833 487833 63819 535200 535200 307082
Largest Losing Trade -40249 -39346 -40249 -276753 -185576 -276753
Avg Bars in Trades 164 125 205 164 125 205
Avg Bars in Winners 329 236 421 329 236 421
Avg Bars in Losers 80 69 92 80 69 92
Bars Traded 10719 4140 6579 10719 4140 6579
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 -128186 337614 -127019 -232747 -153627 -115572
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602432000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759054362040,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 44,
            "offset": 0,
            "std": 4.32589
        }
    }
}
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": [
        [
            749845.873384881,
            652323.2645865732,
            97522.6087983074,
            493032.3054908548,
            235653.1093912119,
            257379.1960996431
        ],
        [
            749.845873,
            652.323265,
            97.522609,
            493.032305,
            235.653109,
            257.379196
        ],
        [
            0.405285,
            0.352575,
            0.05271,
            0.096258,
            0.06547,
            0.068862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132551,
            -91823,
            -78999,
            -762950,
            -453239,
            -431075
        ],
        [
            2.404568,
            3.421075,
            1.368807,
            1.176082,
            1.161644,
            1.191766
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            33.846154,
            33.333333,
            34.375,
            33.846154,
            33.333333,
            34.375
        ],
        [
            4.699837,
            6.842151,
            2.613178,
            2.298706,
            2.323287,
            2.275189
        ],
        [
            487833,
            487833,
            63819,
            535200,
            535200,
            307082
        ],
        [
            -40249,
            -39346,
            -40249,
            -276753,
            -185576,
            -276753
        ],
        [
            164,
            125,
            205,
            164,
            125,
            205
        ],
        [
            329,
            236,
            421,
            329,
            236,
            421
        ],
        [
            80,
            69,
            92,
            80,
            69,
            92
        ],
        [
            10719,
            4140,
            6579,
            10719,
            4140,
            6579
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128186,
            337614,
            -127019,
            -232747,
            -153627,
            -115572
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11101,
    "evaluation_days": 1850.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602432000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759054362040,
    "expiration_time": 1763842032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 44,
            "offset": 0,
            "std": 4.32589
        }
    }
}

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)