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Trade: KSM/USDT/360/VWMA/HILO/7546

Strategy
KSM/USDT/360/VWMA/HILO/7546
Pair
KSM_USDT
Interval
6h
Score
719820
Daily Profit
0.662680
Profit Factor
4.298860
Profitability
53.535354
Streak
0.000000
Best Strategy
Training Data Length
1853.250000
Evaluation Time
2025-10-01 11:31
Expiration Time
2025-11-25 22:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1228112.3152 918043.499 310068.8162 32247351.9843 8804848.068 23442503.9163
Total P&L (%) 1228.1123 918.0435 310.0688 32247.352 8804.8481 23442.5039
Avg Daily Profit (%) 0.6627 0.4954 0.1673 0.3123 0.2425 0.2951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66291 -67850 -38260 -10696027 -6523937 -5424540
Profit Factor 4.2989 5.0766 3.1081 2.0371 1.4432 3.0881
Total Trades 99 50 49 99 50 49
Winning Trades 53 22 31 53 22 31
Losing Trades 46 28 18 46 28 18
Profitability (%) 53.5354 44 63.2653 53.5354 44 63.2653
Ratio Avg Win / Avg Loss 3.7311 6.4611 1.8047 1.768 1.8368 1.7931
Largest Winning Trade 594119 594119 58459 9007556 8498617 9007556
Largest Losing Trade -36153 -36153 -20172 -3847356 -3847356 -3588444
Avg Bars in Trades 71 51 92 71 51 92
Avg Bars in Winners 96 69 115 96 69 115
Avg Bars in Losers 43 36 54 43 36 54
Bars Traded 7108 2560 4549 7108 2560 4549
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 719820 -163975 543462 489295 -171917 596404
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307462443,
    "expiration_time": 1764102024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1228112.3152464211,
            918043.4990484101,
            310068.8161980115,
            32247351.984318215,
            8804848.068046797,
            23442503.916271422
        ],
        [
            1228.112315,
            918.043499,
            310.068816,
            32247.351984,
            8804.848068,
            23442.503916
        ],
        [
            0.66268,
            0.495369,
            0.167311,
            0.312324,
            0.242527,
            0.295127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66291,
            -67850,
            -38260,
            -10696027,
            -6523937,
            -5424540
        ],
        [
            4.29886,
            5.07658,
            3.108102,
            2.037096,
            1.443181,
            3.088142
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            46,
            28,
            18,
            46,
            28,
            18
        ],
        [
            53.535354,
            44,
            63.265306,
            53.535354,
            44,
            63.265306
        ],
        [
            3.731086,
            6.461102,
            1.804704,
            1.768046,
            1.836776,
            1.793115
        ],
        [
            594119,
            594119,
            58459,
            9007556,
            8498617,
            9007556
        ],
        [
            -36153,
            -36153,
            -20172,
            -3847356,
            -3847356,
            -3588444
        ],
        [
            71,
            51,
            92,
            71,
            51,
            92
        ],
        [
            96,
            69,
            115,
            96,
            69,
            115
        ],
        [
            43,
            36,
            54,
            43,
            36,
            54
        ],
        [
            7108,
            2560,
            4549,
            7108,
            2560,
            4549
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            719820,
            -163975,
            543462,
            489295,
            -171917,
            596404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7413,
    "evaluation_days": 1853.25,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307462443,
    "expiration_time": 1764102024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)