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Trade: KSM/USDT/720/VWAP/ALMA/2239

Strategy
KSM/USDT/720/VWAP/ALMA/2239
Pair
KSM_USDT
Interval
12h
Score
475329
Daily Profit
0.176365
Profit Factor
2.222932
Profitability
51.428571
Streak
144.856872
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-09-30 23:33
Expiration Time
2025-11-25 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -871914.7358 -109770.5575 -762144.1783 -53182.0749 2518432.6385 -2571614.7134
Total P&L (%) -871.9147 -109.7706 -762.1442 -53.1821 2518.4326 -2571.6147
Avg Daily Profit (%) -0.4705 -0.0592 -0.4113 -0.0409 0.1764 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -930586 -201766 -799209 -3276413 -829489 -3583945
Profit Factor 0.3299 0.6329 0.2394 0.9915 2.2229 0.3844
Total Trades 70 35 35 70 35 35
Winning Trades 52 24 28 32 18 14
Losing Trades 18 11 7 38 17 21
Profitability (%) 74.2857 68.5714 80 45.7143 51.4286 40
Ratio Avg Win / Avg Loss 0.1142 0.2901 0.0599 1.1774 2.0994 0.5766
Largest Winning Trade 35538 35538 20865 1597039 1597039 1036351
Largest Losing Trade -799209 -50723 -799209 -945355 -303483 -945355
Avg Bars in Trades 50 59 42 50 59 42
Avg Bars in Winners 13 13 13 68 77 57
Avg Bars in Losers 158 159 155 35 40 32
Bars Traded 3552 2070 1482 3552 2070 1482
Profit Streak 144.8569 144.8569 255.3569 144.8569 144.8569 255.3569
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -674716 -577418 -575546 -678141 475329 -583324
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759264433749,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "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": [
        [
            -871914.7358046169,
            -109770.5575204432,
            -762144.1782841741,
            -53182.0748641452,
            2518432.6385079953,
            -2571614.71337214
        ],
        [
            -871.914736,
            -109.770558,
            -762.144178,
            -53.182075,
            2518.432639,
            -2571.614713
        ],
        [
            -0.470542,
            -0.059239,
            -0.411303,
            -0.040947,
            0.176365,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -930586,
            -201766,
            -799209,
            -3276413,
            -829489,
            -3583945
        ],
        [
            0.329859,
            0.632872,
            0.239449,
            0.991473,
            2.222932,
            0.384377
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            52,
            24,
            28,
            32,
            18,
            14
        ],
        [
            18,
            11,
            7,
            38,
            17,
            21
        ],
        [
            74.285714,
            68.571429,
            80,
            45.714286,
            51.428571,
            40
        ],
        [
            0.114182,
            0.290066,
            0.059862,
            1.177374,
            2.099436,
            0.576566
        ],
        [
            35538,
            35538,
            20865,
            1597039,
            1597039,
            1036351
        ],
        [
            -799209,
            -50723,
            -799209,
            -945355,
            -303483,
            -945355
        ],
        [
            50,
            59,
            42,
            50,
            59,
            42
        ],
        [
            13,
            13,
            13,
            68,
            77,
            57
        ],
        [
            158,
            159,
            155,
            35,
            40,
            32
        ],
        [
            3552,
            2070,
            1482,
            3552,
            2070,
            1482
        ],
        [
            144.856872,
            144.856872,
            255.356872,
            144.856872,
            144.856872,
            255.356872
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -674716,
            -577418,
            -575546,
            -678141,
            475329,
            -583324
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759264433749,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "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)