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Trade: KSM/USDT/480/MIDPOINT/VWMA/5927

Strategy
KSM/USDT/480/MIDPOINT/VWMA/5927
Pair
KSM_USDT
Interval
8h
Score
308269
Daily Profit
0.429900
Profit Factor
2.056735
Profitability
35.338346
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 09:56
Expiration Time
2025-11-20 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 794455.3131 713443.7137 81011.5993 298481.14 -252872.1198 551353.2598
Total P&L (%) 794.4553 713.4437 81.0116 298.4811 -252.8721 551.3533
Avg Daily Profit (%) 0.4299 0.3861 0.0438 0.0748 0 0.1015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126266 -98383 -100347 -1355512 -1120145 -494230
Profit Factor 2.0567 2.7589 1.234 1.0581 0.9163 1.2612
Total Trades 133 67 66 133 67 66
Winning Trades 47 19 28 47 19 28
Losing Trades 86 48 38 86 48 38
Profitability (%) 35.3383 28.3582 42.4242 35.3383 28.3582 42.4242
Ratio Avg Win / Avg Loss 3.7634 6.9699 1.6747 1.9362 2.315 1.7116
Largest Winning Trade 664184 664184 67724 906449 906449 413866
Largest Losing Trade -26041 -26041 -25819 -270495 -270495 -182342
Avg Bars in Trades 40 33 47 40 33 47
Avg Bars in Winners 85 81 87 85 81 87
Avg Bars in Losers 16 14 18 16 14 18
Bars Traded 5411 2258 3153 5411 2258 3153
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 308269 -117079 -260969 -253833 -709972 -183566

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5544,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601222400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869785539,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "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": [
        [
            794455.3130580281,
            713443.7137256912,
            81011.5993323364,
            298481.1399718488,
            -252872.1198058959,
            551353.259777745
        ],
        [
            794.455313,
            713.443714,
            81.011599,
            298.48114,
            -252.87212,
            551.35326
        ],
        [
            0.4299,
            0.386063,
            0.043837,
            0.074838,
            0,
            0.101452
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126266,
            -98383,
            -100347,
            -1355512,
            -1120145,
            -494230
        ],
        [
            2.056735,
            2.758902,
            1.234014,
            1.05814,
            0.916345,
            1.261182
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            86,
            48,
            38,
            86,
            48,
            38
        ],
        [
            35.338346,
            28.358209,
            42.424242,
            35.338346,
            28.358209,
            42.424242
        ],
        [
            3.763387,
            6.969859,
            1.674733,
            1.936172,
            2.314977,
            1.711604
        ],
        [
            664184,
            664184,
            67724,
            906449,
            906449,
            413866
        ],
        [
            -26041,
            -26041,
            -25819,
            -270495,
            -270495,
            -182342
        ],
        [
            40,
            33,
            47,
            40,
            33,
            47
        ],
        [
            85,
            81,
            87,
            85,
            81,
            87
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            5411,
            2258,
            3153,
            5411,
            2258,
            3153
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308269,
            -117079,
            -260969,
            -253833,
            -709972,
            -183566
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5544,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1601222400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869785539,
    "expiration_time": 1763634816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 7,
            "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)