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Trade: KSM/USDT/480/VWMA/PWMA/2930

Strategy
KSM/USDT/480/VWMA/PWMA/2930
Pair
KSM_USDT
Interval
8h
Score
496744
Daily Profit
0.175731
Profit Factor
2.500258
Profitability
54.761905
Streak
97.520570
Best Strategy
Training Data Length
1850.330000
Evaluation Time
2025-09-28 15:29
Expiration Time
2025-11-22 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431430.6175 325160.7696 106269.8479 -53054.45 1291474.5275 -1344528.9774
Total P&L (%) 431.4306 325.1608 106.2698 -53.0545 1291.4745 -1344.529
Avg Daily Profit (%) 0.2332 0.1757 0.0574 -0.0409 0.1424 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158183 -104191 -97763 -2509885 -127971 -2455902
Profit Factor 1.7095 2.5003 1.2715 0.9829 6.1773 0.5284
Total Trades 83 42 41 83 42 41
Winning Trades 50 23 27 50 23 27
Losing Trades 33 19 14 33 19 14
Profitability (%) 60.241 54.7619 65.8537 60.241 54.7619 65.8537
Ratio Avg Win / Avg Loss 1.1282 2.0654 0.6593 0.6487 5.103 0.274
Largest Winning Trade 135726 135726 61074 786223 472064 786223
Largest Losing Trade -93798 -59167 -93798 -2387747 -74147 -2387747
Avg Bars in Trades 62 43 81 62 43 81
Avg Bars in Winners 56 36 73 56 36 73
Avg Bars in Losers 71 51 97 71 51 97
Bars Traded 5179 1820 3358 5179 1820 3358
Profit Streak 52.1872 97.5206 52.1872 52.1872 97.5206 52.1872
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423770 496744 -115331 -579039 274339 -578123
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5551,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1605081600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759062577239,
    "expiration_time": 1763842464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "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": [
        [
            431430.6175090653,
            325160.769580615,
            106269.8479284504,
            -53054.4499847168,
            1291474.5274591544,
            -1344528.9774438702
        ],
        [
            431.430618,
            325.16077,
            106.269848,
            -53.05445,
            1291.474527,
            -1344.528977
        ],
        [
            0.233164,
            0.175731,
            0.057433,
            -0.040859,
            0.142397,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158183,
            -104191,
            -97763,
            -2509885,
            -127971,
            -2455902
        ],
        [
            1.709465,
            2.500258,
            1.271533,
            0.982888,
            6.177261,
            0.528397
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            60.240964,
            54.761905,
            65.853659,
            60.240964,
            54.761905,
            65.853659
        ],
        [
            1.128247,
            2.065431,
            0.659313,
            0.648706,
            5.102955,
            0.273984
        ],
        [
            135726,
            135726,
            61074,
            786223,
            472064,
            786223
        ],
        [
            -93798,
            -59167,
            -93798,
            -2387747,
            -74147,
            -2387747
        ],
        [
            62,
            43,
            81,
            62,
            43,
            81
        ],
        [
            56,
            36,
            73,
            56,
            36,
            73
        ],
        [
            71,
            51,
            97,
            71,
            51,
            97
        ],
        [
            5179,
            1820,
            3358,
            5179,
            1820,
            3358
        ],
        [
            52.187236,
            97.52057,
            52.187236,
            52.187237,
            97.52057,
            52.187237
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423770,
            496744,
            -115331,
            -579039,
            274339,
            -578123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5551,
    "evaluation_days": 1850.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1605081600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759062577239,
    "expiration_time": 1763842464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "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)