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Trade: KSM/USDT/480/KCB/VWMA/7789

Strategy
KSM/USDT/480/KCB/VWMA/7789
Pair
KSM_USDT
Interval
8h
Score
476745
Daily Profit
0.499906
Profit Factor
4.448459
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-10-01 07:29
Expiration Time
2025-11-25 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1031563.466 926326.5577 105236.9083 297314.3393 401432.1881 -104117.8488
Total P&L (%) 1031.5635 926.3266 105.2369 297.3143 401.4322 -104.1178
Avg Daily Profit (%) 0.5567 0.4999 0.0568 0.0745 0.087 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166656 -112705 -57264 -936268 -576117 -275561
Profit Factor 3.1552 4.4485 1.5011 1.1333 1.3489 0.9037
Total Trades 57 29 28 57 29 28
Winning Trades 25 11 14 25 11 14
Losing Trades 32 18 14 32 18 14
Profitability (%) 43.8596 37.931 50 43.8596 37.931 50
Ratio Avg Win / Avg Loss 4.0387 7.2793 1.5011 1.4506 2.2074 0.9037
Largest Winning Trade 956337 956337 51936 956337 956337 190389
Largest Losing Trade -55060 -55060 -46639 -275001 -221105 -275001
Avg Bars in Trades 94 81 107 94 81 107
Avg Bars in Winners 158 153 162 158 153 162
Avg Bars in Losers 44 37 52 44 37 52
Bars Traded 5385 2367 3018 5385 2367 3018
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 -164771 476745 -135713 -349337 -79996 -601833
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5559,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292977393,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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": [
        [
            1031563.4659767984,
            926326.5577083967,
            105236.9082684017,
            297314.3392795217,
            401432.1880875493,
            -104117.8488080273
        ],
        [
            1031.563466,
            926.326558,
            105.236908,
            297.314339,
            401.432188,
            -104.117849
        ],
        [
            0.556699,
            0.499906,
            0.056793,
            0.074478,
            0.087048,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166656,
            -112705,
            -57264,
            -936268,
            -576117,
            -275561
        ],
        [
            3.155245,
            4.448459,
            1.501107,
            1.133254,
            1.348941,
            0.903661
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            43.859649,
            37.931034,
            50,
            43.859649,
            37.931034,
            50
        ],
        [
            4.038713,
            7.279296,
            1.501107,
            1.450566,
            2.207358,
            0.903661
        ],
        [
            956337,
            956337,
            51936,
            956337,
            956337,
            190389
        ],
        [
            -55060,
            -55060,
            -46639,
            -275001,
            -221105,
            -275001
        ],
        [
            94,
            81,
            107,
            94,
            81,
            107
        ],
        [
            158,
            153,
            162,
            158,
            153,
            162
        ],
        [
            44,
            37,
            52,
            44,
            37,
            52
        ],
        [
            5385,
            2367,
            3018,
            5385,
            2367,
            3018
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164771,
            476745,
            -135713,
            -349337,
            -79996,
            -601833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5559,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292977393,
    "expiration_time": 1764079776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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)