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Trade: KSM/USDT/720/VWMA/PSAR/2517

Strategy
KSM/USDT/720/VWMA/PSAR/2517
Pair
KSM_USDT
Interval
12h
Score
496200
Daily Profit
0.352143
Profit Factor
1.857347
Profitability
52.419355
Streak
0.000000
Best Strategy
Training Data Length
1852.000000
Evaluation Time
2025-09-30 02:29
Expiration Time
2025-11-24 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 652168.3146 537884.843 114283.4716 480539.1419 272612.3187 207926.8232
Total P&L (%) 652.1683 537.8848 114.2835 480.5391 272.6123 207.9268
Avg Daily Profit (%) 0.3521 0.2904 0.0617 0.095 0.071 0.0607
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115727 -88923 -77857 -1908199 -1336323 -895802
Profit Factor 1.8573 2.2846 1.3342 1.0771 1.0774 1.0767
Total Trades 124 62 62 124 62 62
Winning Trades 65 33 32 65 33 32
Losing Trades 59 29 30 59 29 30
Profitability (%) 52.4194 53.2258 51.6129 52.4194 53.2258 51.6129
Ratio Avg Win / Avg Loss 1.6859 2.0077 1.2508 0.9777 0.9468 1.0094
Largest Winning Trade 425905 425905 58943 902960 902960 329890
Largest Losing Trade -42237 -42237 -35473 -488216 -483724 -488216
Avg Bars in Trades 28 21 35 28 21 35
Avg Bars in Winners 37 24 51 37 24 51
Avg Bars in Losers 18 18 19 18 18 19
Bars Traded 3571 1345 2226 3571 1345 2226
Profit Streak 0 0 49.979 0 0 49.979
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496200 -140324 -262790 -202610 -388665 -400496
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604275200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188587525,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            652168.3145576962,
            537884.8429544148,
            114283.4716032817,
            480539.141863084,
            272612.3187100918,
            207926.8231529918
        ],
        [
            652.168315,
            537.884843,
            114.283472,
            480.539142,
            272.612319,
            207.926823
        ],
        [
            0.352143,
            0.290435,
            0.061708,
            0.095012,
            0.071049,
            0.060747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115727,
            -88923,
            -77857,
            -1908199,
            -1336323,
            -895802
        ],
        [
            1.857347,
            2.284622,
            1.33419,
            1.077079,
            1.077352,
            1.076723
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            52.419355,
            53.225806,
            51.612903,
            52.419355,
            53.225806,
            51.612903
        ],
        [
            1.685899,
            2.007698,
            1.250803,
            0.977656,
            0.946764,
            1.009428
        ],
        [
            425905,
            425905,
            58943,
            902960,
            902960,
            329890
        ],
        [
            -42237,
            -42237,
            -35473,
            -488216,
            -483724,
            -488216
        ],
        [
            28,
            21,
            35,
            28,
            21,
            35
        ],
        [
            37,
            24,
            51,
            37,
            24,
            51
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            3571,
            1345,
            2226,
            3571,
            1345,
            2226
        ],
        [
            0,
            0,
            49.979022,
            0,
            0,
            49.979022
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496200,
            -140324,
            -262790,
            -202610,
            -388665,
            -400496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3704,
    "evaluation_days": 1852,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604275200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759188587525,
    "expiration_time": 1763947584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)