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Trade: KSM/USDT/240/VWMA/HMA/4766

Strategy
KSM/USDT/240/VWMA/HMA/4766
Pair
KSM_USDT
Interval
4h
Score
549980
Daily Profit
0.434419
Profit Factor
2.313994
Profitability
54.205607
Streak
0.000000
Best Strategy
Training Data Length
1850.830000
Evaluation Time
2025-09-29 06:55
Expiration Time
2025-11-23 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 804035.668 668016.2338 136019.4342 806918.9497 75013.6144 731905.3353
Total P&L (%) 804.0357 668.0162 136.0194 806.919 75.0136 731.9053
Avg Daily Profit (%) 0.4344 0.3609 0.0735 0.1192 0.0302 0.1145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121740 -72858 -84713 -1469495 -817307 -1061260
Profit Factor 2.314 3.1317 1.4556 1.1588 1.0294 1.2897
Total Trades 107 54 53 107 54 53
Winning Trades 58 27 31 58 27 31
Losing Trades 49 27 22 49 27 22
Profitability (%) 54.2056 50 58.4906 54.2056 50 58.4906
Ratio Avg Win / Avg Loss 1.9549 3.1317 1.033 0.979 1.0294 0.9153
Largest Winning Trade 576290 576290 54067 447126 447126 432856
Largest Losing Trade -42049 -42049 -35560 -578768 -319437 -578768
Avg Bars in Trades 99 70 129 99 70 129
Avg Bars in Winners 123 78 162 123 78 162
Avg Bars in Losers 71 62 83 71 62 83
Bars Traded 10672 3812 6860 10672 3812 6860
Profit Streak 0 0 31.8299 0 0 31.8299
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549980 -164657 -272197 -80158 -520772 -219742
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11105,
    "evaluation_days": 1850.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602475200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118105785,
    "expiration_time": 1763901360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 215,
            "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": [
        [
            804035.6680027288,
            668016.2338133866,
            136019.434189342,
            806918.9496516583,
            75013.6143937377,
            731905.3352579206
        ],
        [
            804.035668,
            668.016234,
            136.019434,
            806.91895,
            75.013614,
            731.905335
        ],
        [
            0.434419,
            0.360928,
            0.073491,
            0.1192,
            0.030245,
            0.11453
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121740,
            -72858,
            -84713,
            -1469495,
            -817307,
            -1061260
        ],
        [
            2.313994,
            3.131685,
            1.455634,
            1.158784,
            1.029354,
            1.289709
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            54.205607,
            50,
            58.490566,
            54.205607,
            50,
            58.490566
        ],
        [
            1.954926,
            3.131685,
            1.033031,
            0.978973,
            1.029354,
            0.915277
        ],
        [
            576290,
            576290,
            54067,
            447126,
            447126,
            432856
        ],
        [
            -42049,
            -42049,
            -35560,
            -578768,
            -319437,
            -578768
        ],
        [
            99,
            70,
            129,
            99,
            70,
            129
        ],
        [
            123,
            78,
            162,
            123,
            78,
            162
        ],
        [
            71,
            62,
            83,
            71,
            62,
            83
        ],
        [
            10672,
            3812,
            6860,
            10672,
            3812,
            6860
        ],
        [
            0,
            0,
            31.829928,
            0,
            0,
            31.829928
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549980,
            -164657,
            -272197,
            -80158,
            -520772,
            -219742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11105,
    "evaluation_days": 1850.83,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602475200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118105785,
    "expiration_time": 1763901360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 215,
            "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)