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Trade: KSM/USDT/720/BBU/VWAP/8110

Strategy
KSM/USDT/720/BBU/VWAP/8110
Pair
KSM_USDT
Interval
12h
Score
328211
Daily Profit
0.149835
Profit Factor
3.745717
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-10-07 00:36
Expiration Time
2025-12-01 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386540.3279 278542.6815 107997.6465 732471.1658 400612.9685 331858.1973
Total P&L (%) 386.5403 278.5427 107.9976 732.4712 400.613 331.8582
Avg Daily Profit (%) 0.2079 0.1498 0.0581 0.1141 0.0867 0.0787
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92881 -39116 -87570 -468513 -154410 -420687
Profit Factor 2.0652 3.7457 1.4131 1.5909 1.9737 1.4007
Total Trades 69 35 34 69 35 34
Winning Trades 21 13 8 21 13 8
Losing Trades 48 22 26 48 22 26
Profitability (%) 30.4348 37.1429 23.5294 30.4348 37.1429 23.5294
Ratio Avg Win / Avg Loss 4.7204 6.3389 4.5925 3.6364 3.3402 4.5524
Largest Winning Trade 107808 107808 62968 310165 224094 310165
Largest Losing Trade -25812 -11185 -25812 -103416 -65862 -103416
Avg Bars in Trades 50 16 86 50 16 86
Avg Bars in Winners 135 32 302 135 32 302
Avg Bars in Losers 13 6 20 13 6 20
Bars Traded 3518 574 2944 3518 574 2944
Profit Streak 0 0 137.9002 0 0 137.9002
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102271 328211 -149205 -151219 -78216 -121772
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786575439,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 1.38849
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            386540.3279407907,
            278542.6814898235,
            107997.6464509673,
            732471.1657677452,
            400612.9685028555,
            331858.1972648898
        ],
        [
            386.540328,
            278.542681,
            107.997646,
            732.471166,
            400.612969,
            331.858197
        ],
        [
            0.207929,
            0.149835,
            0.058094,
            0.114063,
            0.086679,
            0.078725
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92881,
            -39116,
            -87570,
            -468513,
            -154410,
            -420687
        ],
        [
            2.065165,
            3.745717,
            1.413078,
            1.590925,
            1.973747,
            1.400737
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            21,
            13,
            8,
            21,
            13,
            8
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            30.434783,
            37.142857,
            23.529412,
            30.434783,
            37.142857,
            23.529412
        ],
        [
            4.720378,
            6.338905,
            4.592504,
            3.6364,
            3.340187,
            4.552396
        ],
        [
            107808,
            107808,
            62968,
            310165,
            224094,
            310165
        ],
        [
            -25812,
            -11185,
            -25812,
            -103416,
            -65862,
            -103416
        ],
        [
            50,
            16,
            86,
            50,
            16,
            86
        ],
        [
            135,
            32,
            302,
            135,
            32,
            302
        ],
        [
            13,
            6,
            20,
            13,
            6,
            20
        ],
        [
            3518,
            574,
            2944,
            3518,
            574,
            2944
        ],
        [
            0,
            0,
            137.900179,
            0,
            0,
            137.900179
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102271,
            328211,
            -149205,
            -151219,
            -78216,
            -121772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759786575439,
    "expiration_time": 1764570528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 1.38849
        }
    },
    "second_band": {
        "type": "vwap",
        "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)