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Trade: KSM/USDT/720/VWAP/BBM/3105

Strategy
KSM/USDT/720/VWAP/BBM/3105
Pair
KSM_USDT
Interval
12h
Score
305664
Daily Profit
0.229955
Profit Factor
2.809371
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-10-04 01:41
Expiration Time
2025-11-28 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463230.172 426797.1097 36433.0623 -139705.0123 200351.3234 -340056.3356
Total P&L (%) 463.2302 426.7971 36.4331 -139.705 200.3513 -340.0563
Avg Daily Profit (%) 0.2496 0.23 0.0196 0 0.0593 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165384 -124523 -120562 -570765 -244058 -546448
Profit Factor 1.8943 2.8094 1.1292 0.9018 1.4433 0.6499
Total Trades 58 29 29 58 29 29
Winning Trades 31 11 20 31 14 17
Losing Trades 27 18 9 27 15 12
Profitability (%) 53.4483 37.931 68.9655 53.4483 48.2759 58.6207
Ratio Avg Win / Avg Loss 1.6499 4.5972 0.5081 0.7855 1.5464 0.4587
Largest Winning Trade 537161 537161 45891 378995 378995 85044
Largest Losing Trade -115409 -49974 -115409 -426657 -138070 -426657
Avg Bars in Trades 60 47 72 60 47 72
Avg Bars in Winners 78 68 83 77 63 88
Avg Bars in Losers 39 34 47 40 31 50
Bars Traded 3480 1370 2110 3480 1370 2110
Profit Streak 0 0 0 64.9454 77.9454 64.9454
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167411 305664 -246883 -758858 -111872 -579156
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3712,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759531285146,
    "expiration_time": 1764303552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 172
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 61,
            "std": 1.82696
        }
    }
}
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": [
        [
            463230.1720059621,
            426797.1096973692,
            36433.0623085931,
            -139705.0122668743,
            200351.323365296,
            -340056.3356321703
        ],
        [
            463.230172,
            426.79711,
            36.433062,
            -139.705012,
            200.351323,
            -340.056336
        ],
        [
            0.249585,
            0.229955,
            0.01963,
            0,
            0.059273,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165384,
            -124523,
            -120562,
            -570765,
            -244058,
            -546448
        ],
        [
            1.894348,
            2.809371,
            1.129163,
            0.90184,
            1.443267,
            0.649879
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            31,
            11,
            20,
            31,
            14,
            17
        ],
        [
            27,
            18,
            9,
            27,
            15,
            12
        ],
        [
            53.448276,
            37.931034,
            68.965517,
            53.448276,
            48.275862,
            58.62069
        ],
        [
            1.649916,
            4.597153,
            0.508123,
            0.785474,
            1.546358,
            0.458738
        ],
        [
            537161,
            537161,
            45891,
            378995,
            378995,
            85044
        ],
        [
            -115409,
            -49974,
            -115409,
            -426657,
            -138070,
            -426657
        ],
        [
            60,
            47,
            72,
            60,
            47,
            72
        ],
        [
            78,
            68,
            83,
            77,
            63,
            88
        ],
        [
            39,
            34,
            47,
            40,
            31,
            50
        ],
        [
            3480,
            1370,
            2110,
            3480,
            1370,
            2110
        ],
        [
            0,
            0,
            0,
            64.94543,
            77.94543,
            64.94543
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167411,
            305664,
            -246883,
            -758858,
            -111872,
            -579156
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3712,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759531285146,
    "expiration_time": 1764303552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 172
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 61,
            "std": 1.82696
        }
    }
}

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)