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Trade: KSM/USDT/240/VWMA/PSAR/2251

Strategy
KSM/USDT/240/VWMA/PSAR/2251
Pair
KSM_USDT
Interval
4h
Score
488261
Daily Profit
0.349061
Profit Factor
1.603928
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 18:37
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644481.0579 539685.6151 104795.4428 377428.0489 96488.4596 280939.5893
Total P&L (%) 644.4811 539.6856 104.7954 377.428 96.4885 280.9396
Avg Daily Profit (%) 0.3491 0.2923 0.0568 0.0847 0.0366 0.0725
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121165 -101671 -104229 -1900351 -1079015 -1476407
Profit Factor 1.6039 2.0457 1.1902 1.0378 1.0188 1.0578
Total Trades 315 158 157 315 158 157
Winning Trades 154 77 77 154 77 77
Losing Trades 161 81 80 161 81 80
Profitability (%) 48.8889 48.7342 49.0446 48.8889 48.7342 49.0446
Ratio Avg Win / Avg Loss 1.6768 2.152 1.2365 1.085 1.0717 1.099
Largest Winning Trade 445930 445930 54433 599902 599902 531382
Largest Losing Trade -42604 -22247 -42604 -671657 -272460 -671657
Avg Bars in Trades 34 27 40 34 27 40
Avg Bars in Winners 46 35 58 46 35 58
Avg Bars in Losers 21 19 24 21 19 24
Bars Traded 10737 4323 6414 10737 4323 6414
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 488261 459825 -128573 -257620 -343785 -253275

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901032156,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 28,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            644481.0578756288,
            539685.6151160807,
            104795.4427595481,
            377428.0489389081,
            96488.4596469187,
            280939.5892919897
        ],
        [
            644.481058,
            539.685615,
            104.795443,
            377.428049,
            96.48846,
            280.939589
        ],
        [
            0.349061,
            0.292302,
            0.056759,
            0.084703,
            0.036589,
            0.072466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121165,
            -101671,
            -104229,
            -1900351,
            -1079015,
            -1476407
        ],
        [
            1.603928,
            2.045732,
            1.190169,
            1.037782,
            1.018823,
            1.057765
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            48.888889,
            48.734177,
            49.044586,
            48.888889,
            48.734177,
            49.044586
        ],
        [
            1.676834,
            2.152004,
            1.23654,
            1.084954,
            1.071749,
            1.098976
        ],
        [
            445930,
            445930,
            54433,
            599902,
            599902,
            531382
        ],
        [
            -42604,
            -22247,
            -42604,
            -671657,
            -272460,
            -671657
        ],
        [
            34,
            27,
            40,
            34,
            27,
            40
        ],
        [
            46,
            35,
            58,
            46,
            35,
            58
        ],
        [
            21,
            19,
            24,
            21,
            19,
            24
        ],
        [
            10737,
            4323,
            6414,
            10737,
            4323,
            6414
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488261,
            459825,
            -128573,
            -257620,
            -343785,
            -253275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901032156,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 28,
            "af": 0,
            "af0": 0,
            "max_af": 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)