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Trade: KSM/USDT/480/ALMA/VWMA/1622

Strategy
KSM/USDT/480/ALMA/VWMA/1622
Pair
KSM_USDT
Interval
8h
Score
385264
Daily Profit
0.508846
Profit Factor
2.526342
Profitability
40.963855
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-25 12:54
Expiration Time
2025-11-19 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 939838.6134 853164.843 86673.7704 229218.9033 302240.3729 -73021.4697
Total P&L (%) 939.8386 853.1648 86.6738 229.2189 302.2404 -73.0215
Avg Daily Profit (%) 0.5088 0.4619 0.0469 0.0645 0.0754 -0.0709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174162 -126139 -73911 -1487368 -1152845 -667931
Profit Factor 2.5263 3.3665 1.3396 1.0682 1.1549 0.9482
Total Trades 83 41 42 83 41 42
Winning Trades 34 14 20 34 14 20
Losing Trades 49 27 22 49 27 22
Profitability (%) 40.9639 34.1463 47.619 40.9639 34.1463 47.619
Ratio Avg Win / Avg Loss 3.6409 6.4926 1.4735 1.5395 2.2272 1.043
Largest Winning Trade 835642 835642 57572 1378687 1378687 220585
Largest Losing Trade -58624 -58624 -45798 -604777 -419596 -604777
Avg Bars in Trades 64 61 68 64 61 68
Avg Bars in Winners 103 116 94 103 116 94
Avg Bars in Losers 37 33 43 37 33 43
Bars Traded 5380 2517 2864 5380 2517 2864
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 385264 381030 -130793 -255945 -147486 -579993

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5541,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601136000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758794047520,
    "expiration_time": 1763545824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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": [
        [
            939838.6134381638,
            853164.8430421505,
            86673.7703960125,
            229218.9032739814,
            302240.3729465514,
            -73021.4696725703
        ],
        [
            939.838613,
            853.164843,
            86.67377,
            229.218903,
            302.240373,
            -73.02147
        ],
        [
            0.508846,
            0.461919,
            0.046927,
            0.064534,
            0.075387,
            -0.070908
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174162,
            -126139,
            -73911,
            -1487368,
            -1152845,
            -667931
        ],
        [
            2.526342,
            3.366522,
            1.339589,
            1.068203,
            1.154863,
            0.948182
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            40.963855,
            34.146341,
            47.619048,
            40.963855,
            34.146341,
            47.619048
        ],
        [
            3.640904,
            6.492578,
            1.473548,
            1.539469,
            2.227236,
            1.043
        ],
        [
            835642,
            835642,
            57572,
            1378687,
            1378687,
            220585
        ],
        [
            -58624,
            -58624,
            -45798,
            -604777,
            -419596,
            -604777
        ],
        [
            64,
            61,
            68,
            64,
            61,
            68
        ],
        [
            103,
            116,
            94,
            103,
            116,
            94
        ],
        [
            37,
            33,
            43,
            37,
            33,
            43
        ],
        [
            5380,
            2517,
            2864,
            5380,
            2517,
            2864
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385264,
            381030,
            -130793,
            -255945,
            -147486,
            -579993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5541,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601136000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758794047520,
    "expiration_time": 1763545824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "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)