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Trade: KSM/USDT/120/VWMA/DCU/5464

Strategy
KSM/USDT/120/VWMA/DCU/5464
Pair
KSM_USDT
Interval
2h
Score
439706
Daily Profit
0.651805
Profit Factor
2.379868
Profitability
38.333333
Streak
0.000000
Best Strategy
Training Data Length
1856.080000
Evaluation Time
2025-10-05 03:13
Expiration Time
2025-12-10 19:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1209802.6848 1245769.8918 -35967.207 -76964.3093 372427.1826 -449391.4919
Total P&L (%) 1209.8027 1245.7699 -35.9672 -76.9643 372.4272 -449.3915
Avg Daily Profit (%) 0.6518 0.6712 -0.0194 -0.0791 0.0837 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275557 -236642 -95249 -2757958 -1911269 -1080875
Profit Factor 2.3799 3.215 0.8856 0.9804 1.1524 0.6983
Total Trades 120 60 60 120 60 60
Winning Trades 46 21 25 46 21 25
Losing Trades 74 39 35 74 39 35
Profitability (%) 38.3333 35 41.6667 38.3333 35 41.6667
Ratio Avg Win / Avg Loss 3.8285 5.9708 1.2398 1.5772 2.1402 0.9776
Largest Winning Trade 1388435 1388435 38517 1631649 1631649 379780
Largest Losing Trade -51796 -51796 -36682 -728273 -728273 -533408
Avg Bars in Trades 182 245 118 182 245 118
Avg Bars in Winners 240 354 144 240 354 144
Avg Bars in Losers 146 186 100 146 186 100
Bars Traded 21859 14726 7133 21859 14726 7133
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 439706 -157081 -751810 -582218 -308239 -753476
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22273,
    "evaluation_days": 1856.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1601366400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759623200916,
    "expiration_time": 1765388361600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 225
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 117,
            "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": [
        [
            1209802.68476024,
            1245769.8918067927,
            -35967.2070465529,
            -76964.309276646,
            372427.1826224602,
            -449391.4918991069
        ],
        [
            1209.802685,
            1245.769892,
            -35.967207,
            -76.964309,
            372.427183,
            -449.391492
        ],
        [
            0.651805,
            0.671183,
            -0.019378,
            -0.079067,
            0.083691,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275557,
            -236642,
            -95249,
            -2757958,
            -1911269,
            -1080875
        ],
        [
            2.379868,
            3.215038,
            0.885578,
            0.980429,
            1.152442,
            0.6983
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            38.333333,
            35,
            41.666667,
            38.333333,
            35,
            41.666667
        ],
        [
            3.828483,
            5.970785,
            1.239809,
            1.577212,
            2.140249,
            0.97762
        ],
        [
            1388435,
            1388435,
            38517,
            1631649,
            1631649,
            379780
        ],
        [
            -51796,
            -51796,
            -36682,
            -728273,
            -728273,
            -533408
        ],
        [
            182,
            245,
            118,
            182,
            245,
            118
        ],
        [
            240,
            354,
            144,
            240,
            354,
            144
        ],
        [
            146,
            186,
            100,
            146,
            186,
            100
        ],
        [
            21859,
            14726,
            7133,
            21859,
            14726,
            7133
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439706,
            -157081,
            -751810,
            -582218,
            -308239,
            -753476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22273,
    "evaluation_days": 1856.08,
    "actual_first_datapoint_time": 1599213600000,
    "first_datapoint_time": 1601366400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759623200916,
    "expiration_time": 1765388361600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 225
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 117,
            "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)