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Trade: KSM/USDT/360/VWMA/ALMA/4636

Strategy
KSM/USDT/360/VWMA/ALMA/4636
Pair
KSM_USDT
Interval
6h
Score
530017
Daily Profit
0.316129
Profit Factor
2.070112
Profitability
58.823529
Streak
43.572270
Best Strategy
Training Data Length
1862.250000
Evaluation Time
2025-10-10 10:44
Expiration Time
2025-12-05 04:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 588711.6764 422479.6607 166232.0157 -38031.6782 258791.7664 -296823.4446
Total P&L (%) 588.7117 422.4797 166.232 -38.0317 258.7918 -296.8234
Avg Daily Profit (%) 0.3161 0.2269 0.0893 -0.0257 0.0686 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143873 -105629 -109209 -3270820 -1910436 -1422914
Profit Factor 2.0701 2.8712 1.5125 0.9949 1.0789 0.9299
Total Trades 85 43 42 85 43 42
Winning Trades 50 22 28 50 22 28
Losing Trades 35 21 14 35 21 14
Profitability (%) 58.8235 51.1628 66.6667 58.8235 51.1628 66.6667
Ratio Avg Win / Avg Loss 1.4491 2.7406 0.7563 0.6965 1.0298 0.4649
Largest Winning Trade 105723 105723 66615 815204 815204 718400
Largest Losing Trade -98625 -40215 -98625 -1365918 -1322273 -1365918
Avg Bars in Trades 83 61 106 83 61 106
Avg Bars in Winners 84 68 97 84 68 97
Avg Bars in Losers 82 53 125 82 53 125
Bars Traded 7113 2638 4476 7113 2638 4476
Profit Streak 43.5723 43.5723 75.8223 43.5723 43.5723 75.8223
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530017 522756 -70496 -577910 -233876 -577202
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7449,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760082244119,
    "expiration_time": 1764902952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "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": [
        [
            588711.6763571865,
            422479.66065675,
            166232.0157004368,
            -38031.6782246944,
            258791.7663537366,
            -296823.4445784313
        ],
        [
            588.711676,
            422.479661,
            166.232016,
            -38.031678,
            258.791766,
            -296.823445
        ],
        [
            0.316129,
            0.226865,
            0.089264,
            -0.025694,
            0.068627,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143873,
            -105629,
            -109209,
            -3270820,
            -1910436,
            -1422914
        ],
        [
            2.070112,
            2.871153,
            1.512501,
            0.994938,
            1.078878,
            0.92987
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            58.823529,
            51.162791,
            66.666667,
            58.823529,
            51.162791,
            66.666667
        ],
        [
            1.449078,
            2.740646,
            0.75625,
            0.696457,
            1.029838,
            0.464935
        ],
        [
            105723,
            105723,
            66615,
            815204,
            815204,
            718400
        ],
        [
            -98625,
            -40215,
            -98625,
            -1365918,
            -1322273,
            -1365918
        ],
        [
            83,
            61,
            106,
            83,
            61,
            106
        ],
        [
            84,
            68,
            97,
            84,
            68,
            97
        ],
        [
            82,
            53,
            125,
            82,
            53,
            125
        ],
        [
            7113,
            2638,
            4476,
            7113,
            2638,
            4476
        ],
        [
            43.57227,
            43.57227,
            75.82227,
            43.57227,
            43.57227,
            75.82227
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530017,
            522756,
            -70496,
            -577910,
            -233876,
            -577202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7449,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760082244119,
    "expiration_time": 1764902952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "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)