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Trade: KSM/USDT/360/VWMA/LINREG/3920

Strategy
KSM/USDT/360/VWMA/LINREG/3920
Pair
KSM_USDT
Interval
6h
Score
319075
Daily Profit
0.343113
Profit Factor
3.196147
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1861.750000
Evaluation Time
2025-10-10 02:12
Expiration Time
2025-12-04 16:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 765126.4044 638790.2313 126336.1731 740988.0958 338891.3136 402096.7822
Total P&L (%) 765.1264 638.7902 126.3362 740.9881 338.8913 402.0968
Avg Daily Profit (%) 0.411 0.3431 0.0679 0.1144 0.0795 0.0867
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124781 -109260 -66953 -815117 -678848 -418945
Profit Factor 2.4615 3.1961 1.543 1.2274 1.1833 1.2851
Total Trades 65 33 32 65 33 32
Winning Trades 27 11 16 27 11 16
Losing Trades 38 22 16 38 22 16
Profitability (%) 41.5385 33.3333 50 41.5385 33.3333 50
Ratio Avg Win / Avg Loss 3.4643 6.3923 1.543 1.7274 2.3667 1.2851
Largest Winning Trade 503751 503751 60120 808559 808559 337695
Largest Losing Trade -50538 -50538 -34337 -295657 -222434 -295657
Avg Bars in Trades 109 80 139 109 80 139
Avg Bars in Winners 177 135 206 177 135 206
Avg Bars in Losers 60 53 71 60 53 71
Bars Traded 7117 2658 4459 7117 2658 4459
Profit Streak 0 0 26.2172 0 0 26.2172
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125036 319075 -99138 -178617 -111078 -76690
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7447,
    "evaluation_days": 1861.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601877600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760051561793,
    "expiration_time": 1764858456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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": [
        [
            765126.4044068123,
            638790.231331343,
            126336.1730754695,
            740988.0958293047,
            338891.3136141599,
            402096.7822151452
        ],
        [
            765.126404,
            638.790231,
            126.336173,
            740.988096,
            338.891314,
            402.096782
        ],
        [
            0.410972,
            0.343113,
            0.067859,
            0.114442,
            0.079477,
            0.08671
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124781,
            -109260,
            -66953,
            -815117,
            -678848,
            -418945
        ],
        [
            2.461487,
            3.196147,
            1.543014,
            1.227394,
            1.183346,
            1.285126
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            41.538462,
            33.333333,
            50,
            41.538462,
            33.333333,
            50
        ],
        [
            3.464316,
            6.392294,
            1.543014,
            1.727443,
            2.366692,
            1.285126
        ],
        [
            503751,
            503751,
            60120,
            808559,
            808559,
            337695
        ],
        [
            -50538,
            -50538,
            -34337,
            -295657,
            -222434,
            -295657
        ],
        [
            109,
            80,
            139,
            109,
            80,
            139
        ],
        [
            177,
            135,
            206,
            177,
            135,
            206
        ],
        [
            60,
            53,
            71,
            60,
            53,
            71
        ],
        [
            7117,
            2658,
            4459,
            7117,
            2658,
            4459
        ],
        [
            0,
            0,
            26.21715,
            0,
            0,
            26.21715
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125036,
            319075,
            -99138,
            -178617,
            -111078,
            -76690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7447,
    "evaluation_days": 1861.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1601877600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760051561793,
    "expiration_time": 1764858456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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)