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Trade: KSM/USDT/480/VWMA/BBM/1359

Strategy
KSM/USDT/480/VWMA/BBM/1359
Pair
KSM_USDT
Interval
8h
Score
479967
Daily Profit
0.563172
Profit Factor
5.661686
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
1857.670000
Evaluation Time
2025-10-05 22:54
Expiration Time
2025-11-30 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1216737.2653 1046188.3116 170548.9537 1875932.6303 594036.768 1281895.8623
Total P&L (%) 1216.7373 1046.1883 170.549 1875.9326 594.0368 1281.8959
Avg Daily Profit (%) 0.655 0.5632 0.0918 0.1607 0.1043 0.1415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84658 -53330 -49548 -2041921 -1768502 -1582755
Profit Factor 3.6946 5.6617 1.7509 1.2126 1.1246 1.3159
Total Trades 57 29 28 57 29 28
Winning Trades 23 10 13 23 10 13
Losing Trades 34 19 15 34 19 15
Profitability (%) 40.3509 34.4828 46.4286 40.3509 34.4828 46.4286
Ratio Avg Win / Avg Loss 5.4616 10.7572 2.0203 1.7925 2.1368 1.5183
Largest Winning Trade 946385 946385 61908 1485586 1485586 969880
Largest Losing Trade -29114 -29114 -28551 -889305 -771374 -889305
Avg Bars in Trades 93 68 119 93 68 119
Avg Bars in Winners 155 110 190 155 110 190
Avg Bars in Losers 51 46 58 51 46 58
Bars Traded 5337 1992 3344 5337 1992 3344
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 -164488 479967 -89520 -174889 -141691 -24925
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5573,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759694046964,
    "expiration_time": 1764495072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 1.36025
        }
    }
}
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": [
        [
            1216737.2653419182,
            1046188.3116468184,
            170548.9536950992,
            1875932.6302936259,
            594036.7679650662,
            1281895.8623285599
        ],
        [
            1216.737265,
            1046.188312,
            170.548954,
            1875.93263,
            594.036768,
            1281.895862
        ],
        [
            0.65498,
            0.563172,
            0.091808,
            0.16074,
            0.104344,
            0.141462
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84658,
            -53330,
            -49548,
            -2041921,
            -1768502,
            -1582755
        ],
        [
            3.694644,
            5.661686,
            1.750932,
            1.212567,
            1.124617,
            1.315873
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            40.350877,
            34.482759,
            46.428571,
            40.350877,
            34.482759,
            46.428571
        ],
        [
            5.461647,
            10.757204,
            2.020306,
            1.79249,
            2.136773,
            1.518315
        ],
        [
            946385,
            946385,
            61908,
            1485586,
            1485586,
            969880
        ],
        [
            -29114,
            -29114,
            -28551,
            -889305,
            -771374,
            -889305
        ],
        [
            93,
            68,
            119,
            93,
            68,
            119
        ],
        [
            155,
            110,
            190,
            155,
            110,
            190
        ],
        [
            51,
            46,
            58,
            51,
            46,
            58
        ],
        [
            5337,
            1992,
            3344,
            5337,
            1992,
            3344
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164488,
            479967,
            -89520,
            -174889,
            -141691,
            -24925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5573,
    "evaluation_days": 1857.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759694046964,
    "expiration_time": 1764495072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 1.36025
        }
    }
}

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)