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Trade: KSM/USDT/720/T3/VWAP/7149

Strategy
KSM/USDT/720/T3/VWAP/7149
Pair
KSM_USDT
Interval
12h
Score
616305
Daily Profit
0.441126
Profit Factor
5.527716
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1854.000000
Evaluation Time
2025-10-01 23:26
Expiration Time
2025-11-26 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 950988.5072 817846.7711 133141.7361 1251167.3187 161038.5712 1090128.7474
Total P&L (%) 950.9885 817.8468 133.1417 1251.1673 161.0386 1090.1287
Avg Daily Profit (%) 0.5129 0.4411 0.0718 0.1405 0.0518 0.1337
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72786 -70955 -33233 -957883 -796966 -312255
Profit Factor 4.0152 5.5277 1.9879 1.37 1.0768 1.8493
Total Trades 67 34 33 67 34 33
Winning Trades 33 16 17 33 16 17
Losing Trades 34 18 16 34 18 16
Profitability (%) 49.2537 47.0588 51.5152 49.2537 47.0588 51.5152
Ratio Avg Win / Avg Loss 4.1369 6.2187 1.871 1.4115 1.2114 1.7406
Largest Winning Trade 812577 812577 79855 701101 701101 587761
Largest Losing Trade -27897 -27897 -20042 -544845 -544845 -222459
Avg Bars in Trades 53 40 67 53 40 67
Avg Bars in Winners 90 65 113 90 65 113
Avg Bars in Losers 17 17 18 17 17 18
Bars Traded 3582 1360 2222 3582 1360 2222
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 -103504 616305 -93107 -125797 -261039 -10477
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603454400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759350400125,
    "expiration_time": 1764125568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 100,
            "offset": 0,
            "a": 0.18244
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 5
        }
    }
}
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": [
        [
            950988.5071935097,
            817846.7711015323,
            133141.736091977,
            1251167.318659102,
            161038.5712162914,
            1090128.7474428108
        ],
        [
            950.988507,
            817.846771,
            133.141736,
            1251.167319,
            161.038571,
            1090.128747
        ],
        [
            0.512939,
            0.441126,
            0.071813,
            0.140528,
            0.051766,
            0.133673
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72786,
            -70955,
            -33233,
            -957883,
            -796966,
            -312255
        ],
        [
            4.015186,
            5.527716,
            1.98793,
            1.370003,
            1.076758,
            1.84934
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            49.253731,
            47.058824,
            51.515152,
            49.253731,
            47.058824,
            51.515152
        ],
        [
            4.136859,
            6.218681,
            1.870993,
            1.411519,
            1.211353,
            1.740555
        ],
        [
            812577,
            812577,
            79855,
            701101,
            701101,
            587761
        ],
        [
            -27897,
            -27897,
            -20042,
            -544845,
            -544845,
            -222459
        ],
        [
            53,
            40,
            67,
            53,
            40,
            67
        ],
        [
            90,
            65,
            113,
            90,
            65,
            113
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            3582,
            1360,
            2222,
            3582,
            1360,
            2222
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -103504,
            616305,
            -93107,
            -125797,
            -261039,
            -10477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603454400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759350400125,
    "expiration_time": 1764125568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 100,
            "offset": 0,
            "a": 0.18244
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 5
        }
    }
}

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)