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Trade: KSM/USDT/240/VWMA/LINREG/8621

Strategy
KSM/USDT/240/VWMA/LINREG/8621
Pair
KSM_USDT
Interval
4h
Score
336334
Daily Profit
0.281916
Profit Factor
3.055638
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
1855.170000
Evaluation Time
2025-10-03 14:37
Expiration Time
2025-11-28 01:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 551661.0606 523001.4118 28659.6488 36752.9109 84562.6189 -47809.708
Total P&L (%) 551.6611 523.0014 28.6596 36.7529 84.5626 -47.8097
Avg Daily Profit (%) 0.2974 0.2819 0.0154 0.0169 0.033 -0.035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176085 -99310 -101608 -581881 -353110 -333356
Profit Factor 1.9712 3.0556 1.0914 1.0247 1.1303 0.943
Total Trades 59 30 29 59 30 29
Winning Trades 23 11 12 23 11 12
Losing Trades 36 19 17 36 19 17
Profitability (%) 38.9831 36.6667 41.3793 38.9831 36.6667 41.3793
Ratio Avg Win / Avg Loss 3.0853 5.2779 1.5461 1.6039 1.9523 1.3359
Largest Winning Trade 489390 489390 72901 365818 365818 270189
Largest Losing Trade -47674 -44424 -47674 -223735 -140386 -223735
Avg Bars in Trades 180 138 225 180 138 225
Avg Bars in Winners 302 206 390 302 206 390
Avg Bars in Losers 103 98 108 103 98 108
Bars Traded 10677 4144 6533 10677 4144 6533
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 -171447 336334 -297741 -549115 -230097 -582518
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11131,
    "evaluation_days": 1855.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601884800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759491425823,
    "expiration_time": 1764286992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 183,
            "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": [
        [
            551661.0605883034,
            523001.4118327739,
            28659.6487555294,
            36752.910898221,
            84562.6189384585,
            -47809.7080402375
        ],
        [
            551.661061,
            523.001412,
            28.659649,
            36.752911,
            84.562619,
            -47.809708
        ],
        [
            0.297364,
            0.281916,
            0.015449,
            0.016873,
            0.033038,
            -0.035046
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176085,
            -99310,
            -101608,
            -581881,
            -353110,
            -333356
        ],
        [
            1.971155,
            3.055638,
            1.091382,
            1.024711,
            1.130279,
            0.942964
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            38.983051,
            36.666667,
            41.37931,
            38.983051,
            36.666667,
            41.37931
        ],
        [
            3.085286,
            5.27792,
            1.546125,
            1.603895,
            1.9523,
            1.335866
        ],
        [
            489390,
            489390,
            72901,
            365818,
            365818,
            270189
        ],
        [
            -47674,
            -44424,
            -47674,
            -223735,
            -140386,
            -223735
        ],
        [
            180,
            138,
            225,
            180,
            138,
            225
        ],
        [
            302,
            206,
            390,
            302,
            206,
            390
        ],
        [
            103,
            98,
            108,
            103,
            98,
            108
        ],
        [
            10677,
            4144,
            6533,
            10677,
            4144,
            6533
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171447,
            336334,
            -297741,
            -549115,
            -230097,
            -582518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11131,
    "evaluation_days": 1855.17,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601884800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759491425823,
    "expiration_time": 1764286992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 183,
            "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)