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Trade: KSM/USDT/360/PWMA/VWAP/5527

Strategy
KSM/USDT/360/PWMA/VWAP/5527
Pair
KSM_USDT
Interval
6h
Score
304821
Daily Profit
0.517214
Profit Factor
2.499569
Profitability
30.935252
Streak
0.000000
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-10-05 20:02
Expiration Time
2025-11-30 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 960725.2242 799636.7649 161088.4592 1311937.4184 -1183526.2362 2495463.6546
Total P&L (%) 960.7252 799.6368 161.0885 1311.9374 -1183.5262 2495.4637
Avg Daily Profit (%) 0.5172 0.4305 0.0867 0.1426 0 0.1755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90095 -76445 -48821 -3364657 -2067103 -1465335
Profit Factor 2.4996 3.1539 1.5979 1.1037 0.837 1.463
Total Trades 139 70 69 139 70 69
Winning Trades 43 16 27 43 16 27
Losing Trades 96 54 42 96 54 42
Profitability (%) 30.9353 22.8571 39.1304 30.9353 22.8571 39.1304
Ratio Avg Win / Avg Loss 5.5804 10.6445 2.4856 2.4641 2.8247 2.2758
Largest Winning Trade 734688 734688 47336 1482329 1482329 1059541
Largest Losing Trade -21826 -20105 -21826 -678269 -502788 -678269
Avg Bars in Trades 51 44 58 51 44 58
Avg Bars in Winners 119 131 112 119 131 112
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 7166 3120 4046 7166 3120 4046
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 304821 -117682 -180345 -114582 -711717 -96166
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7430,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602396000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759683734888,
    "expiration_time": 1764480240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "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": [
        [
            960725.2241659928,
            799636.7649317022,
            161088.4592342897,
            1311937.418397812,
            -1183526.236165059,
            2495463.654562871
        ],
        [
            960.725224,
            799.636765,
            161.088459,
            1311.937418,
            -1183.526236,
            2495.463655
        ],
        [
            0.517214,
            0.430491,
            0.086723,
            0.142634,
            0,
            0.175462
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90095,
            -76445,
            -48821,
            -3364657,
            -2067103,
            -1465335
        ],
        [
            2.499569,
            3.153928,
            1.597904,
            1.103719,
            0.83696,
            1.462998
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            43,
            16,
            27,
            43,
            16,
            27
        ],
        [
            96,
            54,
            42,
            96,
            54,
            42
        ],
        [
            30.935252,
            22.857143,
            39.130435,
            30.935252,
            22.857143,
            39.130435
        ],
        [
            5.580433,
            10.644508,
            2.485629,
            2.464117,
            2.824741,
            2.275774
        ],
        [
            734688,
            734688,
            47336,
            1482329,
            1482329,
            1059541
        ],
        [
            -21826,
            -20105,
            -21826,
            -678269,
            -502788,
            -678269
        ],
        [
            51,
            44,
            58,
            51,
            44,
            58
        ],
        [
            119,
            131,
            112,
            119,
            131,
            112
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            7166,
            3120,
            4046,
            7166,
            3120,
            4046
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304821,
            -117682,
            -180345,
            -114582,
            -711717,
            -96166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7430,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602396000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759683734888,
    "expiration_time": 1764480240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "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)