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Trade: KSM/USDT/480/VWAP/DCM/6280

Strategy
KSM/USDT/480/VWAP/DCM/6280
Pair
KSM_USDT
Interval
8h
Score
677146
Daily Profit
0.514786
Profit Factor
5.894216
Profitability
46.666667
Streak
62.311050
Best Strategy
Training Data Length
1854.000000
Evaluation Time
2025-10-02 10:27
Expiration Time
2025-11-26 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1104666.8319 954413.9575 150252.8744 884194.5915 323049.4068 561145.1846
Total P&L (%) 1104.6668 954.414 150.2529 884.1946 323.0494 561.1452
Avg Daily Profit (%) 0.5958 0.5148 0.081 0.1234 0.0778 0.1019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121446 -82702 -79569 -1621028 -875821 -1172896
Profit Factor 4.1304 5.8942 1.9517 1.2117 1.1499 1.2776
Total Trades 60 30 30 60 30 30
Winning Trades 30 14 16 30 14 16
Losing Trades 30 16 14 30 16 14
Profitability (%) 50 46.6667 53.3333 50 46.6667 53.3333
Ratio Avg Win / Avg Loss 4.1304 6.7362 1.7077 1.2117 1.3142 1.1179
Largest Winning Trade 960057 960057 67203 1157559 1157559 742104
Largest Losing Trade -58418 -42203 -58418 -984115 -616091 -984115
Avg Bars in Trades 87 83 91 87 83 91
Avg Bars in Winners 118 98 136 118 98 136
Avg Bars in Losers 56 70 40 56 70 40
Bars Traded 5237 2496 2741 5237 2496 2741
Profit Streak 0 62.3111 0 0 62.3111 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154921 677146 -80657 -201795 -145007 -56152
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1606377600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390074719,
    "expiration_time": 1764168768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 249
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "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": [
        [
            1104666.8319056663,
            954413.9575469904,
            150252.8743586765,
            884194.5914624078,
            323049.4068481448,
            561145.1846142627
        ],
        [
            1104.666832,
            954.413958,
            150.252874,
            884.194591,
            323.049407,
            561.145185
        ],
        [
            0.595829,
            0.514786,
            0.081043,
            0.123412,
            0.077825,
            0.101929
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121446,
            -82702,
            -79569,
            -1621028,
            -875821,
            -1172896
        ],
        [
            4.130372,
            5.894216,
            1.951701,
            1.211728,
            1.149935,
            1.27759
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            50,
            46.666667,
            53.333333,
            50,
            46.666667,
            53.333333
        ],
        [
            4.130372,
            6.736246,
            1.707738,
            1.211728,
            1.314212,
            1.117891
        ],
        [
            960057,
            960057,
            67203,
            1157559,
            1157559,
            742104
        ],
        [
            -58418,
            -42203,
            -58418,
            -984115,
            -616091,
            -984115
        ],
        [
            87,
            83,
            91,
            87,
            83,
            91
        ],
        [
            118,
            98,
            136,
            118,
            98,
            136
        ],
        [
            56,
            70,
            40,
            56,
            70,
            40
        ],
        [
            5237,
            2496,
            2741,
            5237,
            2496,
            2741
        ],
        [
            0,
            62.31105,
            0,
            0,
            62.31105,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154921,
            677146,
            -80657,
            -201795,
            -145007,
            -56152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1606377600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390074719,
    "expiration_time": 1764168768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 249
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "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)