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Trade: KSM/USDT/240/VWMA/MIDPRICE/2935

Strategy
KSM/USDT/240/VWMA/MIDPRICE/2935
Pair
KSM_USDT
Interval
4h
Score
375483
Daily Profit
0.245001
Profit Factor
1.596023
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1846.330000
Evaluation Time
2025-09-26 22:18
Expiration Time
2025-11-18 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452352.3855 437144.6314 15207.7541 -18822.9115 251025.9735 -269848.885
Total P&L (%) 452.3524 437.1446 15.2078 -18.8229 251.026 -269.8489
Avg Daily Profit (%) 0.245 0.2368 0.0082 -0.0113 0.068 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153254 -148276 -109548 -748540 -454228 -454676
Profit Factor 1.596 2.1497 1.0402 0.9873 1.3671 0.6609
Total Trades 116 58 58 116 58 58
Winning Trades 60 30 30 60 30 30
Losing Trades 56 28 28 56 28 28
Profitability (%) 51.7241 51.7241 51.7241 51.7241 51.7241 51.7241
Ratio Avg Win / Avg Loss 1.4896 2.0064 0.9708 0.9215 1.276 0.6168
Largest Winning Trade 443238 443238 56394 564514 564514 110973
Largest Losing Trade -52109 -52109 -51300 -404704 -200200 -404704
Avg Bars in Trades 92 99 85 92 99 85
Avg Bars in Winners 121 136 105 121 136 105
Avg Bars in Losers 61 59 63 61 59 63
Bars Traded 10735 5777 4958 10735 5777 4958
Profit Streak 0 96.9712 0 0 96.9712 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375483 -166449 -549762 -580246 -280075 -760609
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914307535,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "offset": 163
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "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": [
        [
            452352.3854506561,
            437144.6313757468,
            15207.7540749087,
            -18822.9115144938,
            251025.9735166037,
            -269848.8850310977
        ],
        [
            452.352385,
            437.144631,
            15.207754,
            -18.822912,
            251.025974,
            -269.848885
        ],
        [
            0.245001,
            0.236764,
            0.008237,
            -0.011294,
            0.068033,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153254,
            -148276,
            -109548,
            -748540,
            -454228,
            -454676
        ],
        [
            1.596023,
            2.149689,
            1.040155,
            0.987278,
            1.367119,
            0.660883
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            51.724138,
            51.724138,
            51.724138,
            51.724138,
            51.724138,
            51.724138
        ],
        [
            1.489621,
            2.006376,
            0.970812,
            0.921459,
            1.275978,
            0.616824
        ],
        [
            443238,
            443238,
            56394,
            564514,
            564514,
            110973
        ],
        [
            -52109,
            -52109,
            -51300,
            -404704,
            -200200,
            -404704
        ],
        [
            92,
            99,
            85,
            92,
            99,
            85
        ],
        [
            121,
            136,
            105,
            121,
            136,
            105
        ],
        [
            61,
            59,
            63,
            61,
            59,
            63
        ],
        [
            10735,
            5777,
            4958,
            10735,
            5777,
            4958
        ],
        [
            0,
            96.971152,
            0,
            0,
            96.971152,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375483,
            -166449,
            -549762,
            -580246,
            -280075,
            -760609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11078,
    "evaluation_days": 1846.33,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914307535,
    "expiration_time": 1763500896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "offset": 163
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "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)