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Trade: KSM/USDT/360/HL2/VWAP/9849

Strategy
KSM/USDT/360/HL2/VWAP/9849
Pair
KSM_USDT
Interval
6h
Score
399279
Daily Profit
0.523402
Profit Factor
2.773317
Profitability
35.099338
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 17:16
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 966462.6673 832684.1377 133778.5297 843289.985 131713.9212 711576.0639
Total P&L (%) 966.4627 832.6841 133.7785 843.29 131.7139 711.5761
Avg Daily Profit (%) 0.5234 0.451 0.0725 0.1216 0.0455 0.1135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102901 -111773 -47701 -1849477 -1101983 -785270
Profit Factor 2.7733 3.8152 1.5368 1.1459 1.0412 1.2754
Total Trades 151 76 75 151 76 75
Winning Trades 53 27 26 53 27 26
Losing Trades 98 49 49 98 49 49
Profitability (%) 35.0993 35.5263 34.6667 35.0993 35.5263 34.6667
Ratio Avg Win / Avg Loss 5.128 6.9239 2.8963 2.1188 1.8896 2.4036
Largest Winning Trade 813560 813560 51628 950924 849063 950924
Largest Losing Trade -30835 -30835 -17060 -312537 -312537 -206733
Avg Bars in Trades 47 40 53 47 40 53
Avg Bars in Winners 101 78 126 101 78 126
Avg Bars in Losers 17 19 15 17 19 15
Bars Traded 7105 3072 4033 7105 3072 4033
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 399279 -37978 -156485 -94181 -361287 -102988

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896182428,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 165
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            966462.6673307673,
            832684.1376582052,
            133778.529672562,
            843289.9850461399,
            131713.9211625283,
            711576.0638836104
        ],
        [
            966.462667,
            832.684138,
            133.77853,
            843.289985,
            131.713921,
            711.576064
        ],
        [
            0.523402,
            0.450953,
            0.07245,
            0.121612,
            0.04552,
            0.113458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102901,
            -111773,
            -47701,
            -1849477,
            -1101983,
            -785270
        ],
        [
            2.773317,
            3.815204,
            1.536786,
            1.145889,
            1.041208,
            1.275376
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            35.099338,
            35.526316,
            34.666667,
            35.099338,
            35.526316,
            34.666667
        ],
        [
            5.128021,
            6.923889,
            2.89625,
            2.118814,
            1.889599,
            2.403594
        ],
        [
            813560,
            813560,
            51628,
            950924,
            849063,
            950924
        ],
        [
            -30835,
            -30835,
            -17060,
            -312537,
            -312537,
            -206733
        ],
        [
            47,
            40,
            53,
            47,
            40,
            53
        ],
        [
            101,
            78,
            126,
            101,
            78,
            126
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            7105,
            3072,
            4033,
            7105,
            3072,
            4033
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399279,
            -37978,
            -156485,
            -94181,
            -361287,
            -102988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896182428,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 165
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)