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Trade: KSM/USDT/240/VWMA/EMA/1709

Strategy
KSM/USDT/240/VWMA/EMA/1709
Pair
KSM_USDT
Interval
4h
Score
607799
Daily Profit
0.366110
Profit Factor
4.250346
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1856.170000
Evaluation Time
2025-10-04 13:17
Expiration Time
2025-11-29 02:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 858889.2112 679562.7042 179326.507 2566477.3007 -712663.6215 3279140.9222
Total P&L (%) 858.8892 679.5627 179.3265 2566.4773 -712.6636 3279.1409
Avg Daily Profit (%) 0.4627 0.3661 0.0966 0.177 0 0.1898
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94420 -59053 -54973 -3351146 -2439601 -1450583
Profit Factor 2.8679 4.2503 1.7152 1.2395 0.8807 1.6918
Total Trades 73 37 36 73 37 36
Winning Trades 39 19 20 39 19 20
Losing Trades 34 18 16 34 18 16
Profitability (%) 53.4247 51.3514 55.5556 53.4247 51.3514 55.5556
Ratio Avg Win / Avg Loss 2.5002 4.0266 1.3721 1.0806 0.8344 1.3535
Largest Winning Trade 551888 551888 64209 1032241 748251 1032241
Largest Losing Trade -44564 -32497 -44564 -1545986 -1545986 -654714
Avg Bars in Trades 146 113 179 146 113 179
Avg Bars in Winners 180 123 234 180 123 234
Avg Bars in Losers 106 103 110 106 103 110
Bars Traded 10675 4215 6460 10675 4215 6460
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 -59797 607799 -61134 -68000 -580597 387478
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602532800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759573047821,
    "expiration_time": 1764375984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 188,
            "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": [
        [
            858889.2111670352,
            679562.7042098102,
            179326.506957225,
            2566477.300679383,
            -712663.6215396925,
            3279140.9222190734
        ],
        [
            858.889211,
            679.562704,
            179.326507,
            2566.477301,
            -712.663622,
            3279.140922
        ],
        [
            0.462721,
            0.36611,
            0.096611,
            0.177045,
            0,
            0.189829
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94420,
            -59053,
            -54973,
            -3351146,
            -2439601,
            -1450583
        ],
        [
            2.86787,
            4.250346,
            1.715164,
            1.239507,
            0.880744,
            1.691841
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            53.424658,
            51.351351,
            55.555556,
            53.424658,
            51.351351,
            55.555556
        ],
        [
            2.500194,
            4.026643,
            1.372131,
            1.080596,
            0.834389,
            1.353473
        ],
        [
            551888,
            551888,
            64209,
            1032241,
            748251,
            1032241
        ],
        [
            -44564,
            -32497,
            -44564,
            -1545986,
            -1545986,
            -654714
        ],
        [
            146,
            113,
            179,
            146,
            113,
            179
        ],
        [
            180,
            123,
            234,
            180,
            123,
            234
        ],
        [
            106,
            103,
            110,
            106,
            103,
            110
        ],
        [
            10675,
            4215,
            6460,
            10675,
            4215,
            6460
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -59797,
            607799,
            -61134,
            -68000,
            -580597,
            387478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602532800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759573047821,
    "expiration_time": 1764375984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 188,
            "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)