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Trade: KSM/USDT/360/VWAP/RMA/2477

Strategy
KSM/USDT/360/VWAP/RMA/2477
Pair
KSM_USDT
Interval
6h
Score
469899
Daily Profit
0.159741
Profit Factor
2.625266
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
1863.750000
Evaluation Time
2025-10-12 01:20
Expiration Time
2025-12-06 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1068462.1745 -150692.2625 -917769.912 -30346.7247 1858552.7931 -1888899.5178
Total P&L (%) -1068.4622 -150.6923 -917.7699 -30.3467 1858.5528 -1888.8995
Avg Daily Profit (%) -0.5733 -0.0809 -0.4924 -0.0194 0.1597 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1103143 -219686 -935510 -2070222 -439562 -2659042
Profit Factor 0.2711 0.5059 0.2094 0.9924 2.6253 0.3422
Total Trades 81 40 41 81 40 41
Winning Trades 51 23 28 37 21 16
Losing Trades 30 17 13 44 19 25
Profitability (%) 62.963 57.5 68.2927 45.679 52.5 39.0244
Ratio Avg Win / Avg Loss 0.1595 0.3739 0.0972 1.1802 2.3752 0.5347
Largest Winning Trade 27490 27490 22997 822805 822805 479748
Largest Losing Trade -918769 -48767 -918769 -754871 -261728 -754871
Avg Bars in Trades 88 104 72 88 104 72
Avg Bars in Winners 24 24 23 113 132 87
Avg Bars in Losers 198 213 178 67 74 63
Bars Traded 7171 4190 2981 7171 4190 2981
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 -595097 -579777 -578370 -597069 469899 -585010
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7455,
    "evaluation_days": 1863.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604469600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760221258016,
    "expiration_time": 1765036440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 4,
            "offset": 241
        }
    }
}
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": [
        [
            -1068462.1745211699,
            -150692.2625178948,
            -917769.9120032755,
            -30346.7246669333,
            1858552.793142466,
            -1888899.5178093987
        ],
        [
            -1068.462175,
            -150.692263,
            -917.769912,
            -30.346725,
            1858.552793,
            -1888.899518
        ],
        [
            -0.573286,
            -0.080854,
            -0.492432,
            -0.019402,
            0.159741,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1103143,
            -219686,
            -935510,
            -2070222,
            -439562,
            -2659042
        ],
        [
            0.271124,
            0.505915,
            0.20944,
            0.992442,
            2.625266,
            0.342199
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            51,
            23,
            28,
            37,
            21,
            16
        ],
        [
            30,
            17,
            13,
            44,
            19,
            25
        ],
        [
            62.962963,
            57.5,
            68.292683,
            45.679012,
            52.5,
            39.02439
        ],
        [
            0.159485,
            0.373937,
            0.09724,
            1.180201,
            2.375241,
            0.534687
        ],
        [
            27490,
            27490,
            22997,
            822805,
            822805,
            479748
        ],
        [
            -918769,
            -48767,
            -918769,
            -754871,
            -261728,
            -754871
        ],
        [
            88,
            104,
            72,
            88,
            104,
            72
        ],
        [
            24,
            24,
            23,
            113,
            132,
            87
        ],
        [
            198,
            213,
            178,
            67,
            74,
            63
        ],
        [
            7171,
            4190,
            2981,
            7171,
            4190,
            2981
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -595097,
            -579777,
            -578370,
            -597069,
            469899,
            -585010
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7455,
    "evaluation_days": 1863.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1604469600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760221258016,
    "expiration_time": 1765036440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 4,
            "offset": 241
        }
    }
}

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)