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Trade: KSM/USDT/360/PWMA/VWAP/5988

Strategy
KSM/USDT/360/PWMA/VWAP/5988
Pair
KSM_USDT
Interval
6h
Score
329872
Daily Profit
0.489964
Profit Factor
2.322752
Profitability
33.112583
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-10-03 16:44
Expiration Time
2025-11-28 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 909128.8705 775151.8381 133977.0324 733443.4165 -731234.1555 1464677.5721
Total P&L (%) 909.1289 775.1518 133.977 733.4434 -731.2342 1464.6776
Avg Daily Profit (%) 0.49 0.4178 0.0722 0.1143 0 0.1483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95895 -81270 -49470 -2121905 -1634835 -950014
Profit Factor 2.3228 3.0153 1.4427 1.0808 0.8574 1.3703
Total Trades 151 76 75 151 76 75
Winning Trades 50 19 31 50 19 31
Losing Trades 101 57 44 101 57 44
Profitability (%) 33.1126 25 41.3333 33.1126 25 41.3333
Ratio Avg Win / Avg Loss 4.692 9.0459 2.0476 2.1831 2.5722 1.9449
Largest Winning Trade 734688 734688 49118 1042674 1042674 657853
Largest Losing Trade -26156 -26156 -21588 -449723 -356207 -449723
Avg Bars in Trades 47 40 54 47 40 54
Avg Bars in Winners 104 112 98 104 112 98
Avg Bars in Losers 19 16 22 19 16 22
Bars Traded 7166 3090 4076 7166 3090 4076
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 329872 -63614 -154794 -176299 -657273 -53317
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7422,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602482400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499084549,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 153,
            "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": [
        [
            909128.8705091926,
            775151.8381201129,
            133977.0323890798,
            733443.4165286554,
            -731234.1555452703,
            1464677.5720739267
        ],
        [
            909.128871,
            775.151838,
            133.977032,
            733.443417,
            -731.234156,
            1464.677572
        ],
        [
            0.489964,
            0.417759,
            0.072205,
            0.114342,
            0,
            0.148332
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95895,
            -81270,
            -49470,
            -2121905,
            -1634835,
            -950014
        ],
        [
            2.322752,
            3.015299,
            1.442654,
            1.080751,
            0.857388,
            1.370305
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            50,
            19,
            31,
            50,
            19,
            31
        ],
        [
            101,
            57,
            44,
            101,
            57,
            44
        ],
        [
            33.112583,
            25,
            41.333333,
            33.112583,
            25,
            41.333333
        ],
        [
            4.691958,
            9.045897,
            2.047638,
            2.183117,
            2.572165,
            1.944949
        ],
        [
            734688,
            734688,
            49118,
            1042674,
            1042674,
            657853
        ],
        [
            -26156,
            -26156,
            -21588,
            -449723,
            -356207,
            -449723
        ],
        [
            47,
            40,
            54,
            47,
            40,
            54
        ],
        [
            104,
            112,
            98,
            104,
            112,
            98
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            7166,
            3090,
            4076,
            7166,
            3090,
            4076
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329872,
            -63614,
            -154794,
            -176299,
            -657273,
            -53317
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7422,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602482400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499084549,
    "expiration_time": 1764302256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 153,
            "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)