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Trade: KSM/USDT/480/VWMA/BBU/8051

Strategy
KSM/USDT/480/VWMA/BBU/8051
Pair
KSM_USDT
Interval
8h
Score
449763
Daily Profit
0.393401
Profit Factor
2.884450
Profitability
40.540541
Streak
173.506498
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-25 23:09
Expiration Time
2025-11-20 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 752094.1399 726874.9073 25219.2326 -17486.3402 336977.6136 -354463.9537
Total P&L (%) 752.0941 726.8749 25.2192 -17.4863 336.9776 -354.464
Avg Daily Profit (%) 0.4071 0.3934 0.0136 -0.0104 0.0798 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171750 -155577 -90849 -748958 -371423 -435350
Profit Factor 2.1506 2.8845 1.0941 0.9851 1.5725 0.3958
Total Trades 75 37 38 75 37 38
Winning Trades 32 15 17 32 15 17
Losing Trades 43 22 21 43 22 21
Profitability (%) 42.6667 40.5405 44.7368 42.6667 40.5405 44.7368
Ratio Avg Win / Avg Loss 2.8899 4.2305 1.3516 1.3238 2.3063 0.4889
Largest Winning Trade 768498 768498 40405 695574 695574 32856
Largest Losing Trade -58388 -58388 -44607 -350655 -254239 -350655
Avg Bars in Trades 68 83 53 68 83 53
Avg Bars in Winners 101 133 72 101 133 72
Avg Bars in Losers 43 49 38 43 49 38
Bars Traded 5130 3092 2037 5130 3092 2037
Profit Streak 155.1732 173.5065 155.1732 155.1732 173.5065 155.1732
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49267 449763 -296584 -642276 -86187 -582235

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830961414,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 27,
            "offset": 0,
            "std": 2.55344
        }
    }
}
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": [
        [
            752094.1398670572,
            726874.9072946734,
            25219.2325723844,
            -17486.3401729555,
            336977.6135537926,
            -354463.9537267482
        ],
        [
            752.09414,
            726.874907,
            25.219233,
            -17.48634,
            336.977614,
            -354.463954
        ],
        [
            0.40705,
            0.393401,
            0.013649,
            -0.010402,
            0.079847,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171750,
            -155577,
            -90849,
            -748958,
            -371423,
            -435350
        ],
        [
            2.150627,
            2.88445,
            1.094131,
            0.985121,
            1.572505,
            0.395794
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            42.666667,
            40.540541,
            44.736842,
            42.666667,
            40.540541,
            44.736842
        ],
        [
            2.889905,
            4.230526,
            1.351574,
            1.323757,
            2.306341,
            0.488922
        ],
        [
            768498,
            768498,
            40405,
            695574,
            695574,
            32856
        ],
        [
            -58388,
            -58388,
            -44607,
            -350655,
            -254239,
            -350655
        ],
        [
            68,
            83,
            53,
            68,
            83,
            53
        ],
        [
            101,
            133,
            72,
            101,
            133,
            72
        ],
        [
            43,
            49,
            38,
            43,
            49,
            38
        ],
        [
            5130,
            3092,
            2037,
            5130,
            3092,
            2037
        ],
        [
            155.173164,
            173.506498,
            155.173164,
            155.173164,
            173.506498,
            155.173164
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49267,
            449763,
            -296584,
            -642276,
            -86187,
            -582235
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830961414,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 27,
            "offset": 0,
            "std": 2.55344
        }
    }
}

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)