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Trade: KSM/USDT/360/VWMA/TEMA/5682

Strategy
KSM/USDT/360/VWMA/TEMA/5682
Pair
KSM_USDT
Interval
6h
Score
376370
Daily Profit
0.189664
Profit Factor
1.313292
Profitability
53.053435
Streak
5.206937
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 13:57
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 350215.1153 287314.6638 62900.4515 39709.5123 332260.8176 -292551.3053
Total P&L (%) 350.2151 287.3147 62.9005 39.7095 332.2608 -292.5513
Avg Daily Profit (%) 0.1897 0.1556 0.0341 0.0181 0.0793 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143603 -127312 -120415 -589735 -537008 -538745
Profit Factor 1.3133 1.5267 1.1099 1.0155 1.2575 0.7698
Total Trades 262 131 131 262 131 131
Winning Trades 139 72 67 139 72 67
Losing Trades 123 59 64 123 59 64
Profitability (%) 53.0534 54.9618 51.145 53.0534 54.9618 51.145
Ratio Avg Win / Avg Loss 1.1621 1.251 1.0602 0.8986 1.0305 0.7353
Largest Winning Trade 93771 93771 55113 207054 207054 144193
Largest Losing Trade -59220 -52092 -59220 -233292 -233292 -142469
Avg Bars in Trades 27 25 30 27 25 30
Avg Bars in Winners 29 25 34 29 25 34
Avg Bars in Losers 25 24 26 25 24 26
Bars Traded 7293 3290 4003 7293 3290 4003
Profit Streak 5.2069 0 15.4569 5.2069 0 15.4569
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376370 339298 -246480 -373287 -86522 -579765

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": 1600581600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884279375,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 65,
            "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": [
        [
            350215.1153166954,
            287314.663768443,
            62900.4515482521,
            39709.5123244605,
            332260.8176399755,
            -292551.3053155144
        ],
        [
            350.215115,
            287.314664,
            62.900452,
            39.709512,
            332.260818,
            -292.551305
        ],
        [
            0.189664,
            0.1556,
            0.034065,
            0.018111,
            0.079309,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143603,
            -127312,
            -120415,
            -589735,
            -537008,
            -538745
        ],
        [
            1.313292,
            1.526674,
            1.109903,
            1.015505,
            1.257547,
            0.769815
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            139,
            72,
            67,
            139,
            72,
            67
        ],
        [
            123,
            59,
            64,
            123,
            59,
            64
        ],
        [
            53.053435,
            54.961832,
            51.145038,
            53.053435,
            54.961832,
            51.145038
        ],
        [
            1.162122,
            1.251024,
            1.060206,
            0.898613,
            1.030489,
            0.735345
        ],
        [
            93771,
            93771,
            55113,
            207054,
            207054,
            144193
        ],
        [
            -59220,
            -52092,
            -59220,
            -233292,
            -233292,
            -142469
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            25,
            24,
            26,
            25,
            24,
            26
        ],
        [
            7293,
            3290,
            4003,
            7293,
            3290,
            4003
        ],
        [
            5.206937,
            0,
            15.456937,
            5.206937,
            0,
            15.456937
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376370,
            339298,
            -246480,
            -373287,
            -86522,
            -579765
        ]
    ]
}
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": 1600581600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884279375,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 65,
            "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)