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Trade: KSM/USDT/360/HL2/VWAP/8350

Strategy
KSM/USDT/360/HL2/VWAP/8350
Pair
KSM_USDT
Interval
6h
Score
362831
Daily Profit
0.533233
Profit Factor
2.693406
Profitability
32.515337
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-28 08:57
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 984614.5957 877244.9108 107369.6849 529115.0657 402809.8379 126305.2278
Total P&L (%) 984.6146 877.2449 107.3697 529.1151 402.8098 126.3052
Avg Daily Profit (%) 0.5332 0.4751 0.0581 0.0997 0.0875 0.0442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139346 -79219 -81231 -1119516 -558291 -567861
Profit Factor 2.6934 4.1746 1.3519 1.1235 1.202 1.0551
Total Trades 163 82 81 163 82 81
Winning Trades 53 25 28 53 25 28
Losing Trades 110 57 53 110 57 53
Profitability (%) 32.5153 30.4878 34.5679 32.5153 30.4878 34.5679
Ratio Avg Win / Avg Loss 5.5901 9.5182 2.559 2.3318 2.7406 1.9972
Largest Winning Trade 866273 866273 60702 866273 866273 601398
Largest Losing Trade -31816 -19829 -31816 -281071 -184103 -281071
Avg Bars in Trades 43 36 50 43 36 50
Avg Bars in Winners 103 83 121 103 83 121
Avg Bars in Losers 14 16 13 14 16 13
Bars Traded 7112 3024 4087 7112 3024 4087
Profit Streak 0 0 11.2482 0 0 11.2482
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362831 199165 -131086 -149032 -87585 -309902
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039044274,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 151
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            984614.5957031662,
            877244.9108386136,
            107369.6848645525,
            529115.0656742308,
            402809.8379130411,
            126305.2277611898
        ],
        [
            984.614596,
            877.244911,
            107.369685,
            529.115066,
            402.809838,
            126.305228
        ],
        [
            0.533233,
            0.475085,
            0.058148,
            0.099651,
            0.087503,
            0.04424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139346,
            -79219,
            -81231,
            -1119516,
            -558291,
            -567861
        ],
        [
            2.693406,
            4.174629,
            1.351904,
            1.123501,
            1.202036,
            1.055142
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            110,
            57,
            53,
            110,
            57,
            53
        ],
        [
            32.515337,
            30.487805,
            34.567901,
            32.515337,
            30.487805,
            34.567901
        ],
        [
            5.590088,
            9.518153,
            2.558962,
            2.331795,
            2.740643,
            1.997234
        ],
        [
            866273,
            866273,
            60702,
            866273,
            866273,
            601398
        ],
        [
            -31816,
            -19829,
            -31816,
            -281071,
            -184103,
            -281071
        ],
        [
            43,
            36,
            50,
            43,
            36,
            50
        ],
        [
            103,
            83,
            121,
            103,
            83,
            121
        ],
        [
            14,
            16,
            13,
            14,
            16,
            13
        ],
        [
            7112,
            3024,
            4087,
            7112,
            3024,
            4087
        ],
        [
            0,
            0,
            11.248197,
            0,
            0,
            11.248198
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362831,
            199165,
            -131086,
            -149032,
            -87585,
            -309902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039044274,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 151
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)