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Trade: KSM/USDT/240/VWAP/ALMA/5430

Strategy
KSM/USDT/240/VWAP/ALMA/5430
Pair
KSM_USDT
Interval
4h
Score
494915
Daily Profit
0.170404
Profit Factor
2.201351
Profitability
51.063830
Streak
63.341205
Best Strategy
Training Data Length
1861.670000
Evaluation Time
2025-10-10 03:11
Expiration Time
2025-12-04 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -907151.6482 -56392.8247 -850758.8235 32894.9653 2279938.4749 -2247043.5096
Total P&L (%) -907.1516 -56.3928 -850.7588 32.895 2279.9385 -2247.0435
Avg Daily Profit (%) -0.4873 -0.0303 -0.457 0.0153 0.1704 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1022854 -172607 -114248 -2948881 -787646 -1962554
Profit Factor 0.3757 0.8187 0.255 1.0056 2.2014 0.4366
Total Trades 94 47 47 94 47 47
Winning Trades 75 35 40 47 24 23
Losing Trades 19 12 7 47 23 24
Profitability (%) 79.7872 74.4681 85.1064 50 51.0638 48.9362
Ratio Avg Win / Avg Loss 0.0952 0.2807 0.0446 1.0056 2.1096 0.4556
Largest Winning Trade 30624 27825 30624 1060555 1060555 869535
Largest Losing Trade -932881 -49170 -932881 -1192457 -220492 -1192457
Avg Bars in Trades 115 135 94 115 135 94
Avg Bars in Winners 33 31 34 138 180 95
Avg Bars in Losers 438 440 435 91 89 93
Bars Traded 10819 6378 4440 10819 6378 4440
Profit Streak 38.0079 63.3412 38.0079 38.0079 63.3412 38.0079
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574657 -575970 -574744 -387689 494915 -579543
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11170,
    "evaluation_days": 1861.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760055080156,
    "expiration_time": 1764865440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 203,
            "offset": 135
        }
    }
}
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": [
        [
            -907151.6481607894,
            -56392.8246988551,
            -850758.8234619345,
            32894.9653449984,
            2279938.474908168,
            -2247043.5095631676
        ],
        [
            -907.151648,
            -56.392825,
            -850.758823,
            32.894965,
            2279.938475,
            -2247.04351
        ],
        [
            -0.487278,
            -0.030292,
            -0.456987,
            0.015277,
            0.170404,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1022854,
            -172607,
            -114248,
            -2948881,
            -787646,
            -1962554
        ],
        [
            0.375653,
            0.818652,
            0.255024,
            1.005589,
            2.201351,
            0.436572
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            75,
            35,
            40,
            47,
            24,
            23
        ],
        [
            19,
            12,
            7,
            47,
            23,
            24
        ],
        [
            79.787234,
            74.468085,
            85.106383,
            50,
            51.06383,
            48.93617
        ],
        [
            0.095165,
            0.280681,
            0.044629,
            1.005589,
            2.109628,
            0.455554
        ],
        [
            30624,
            27825,
            30624,
            1060555,
            1060555,
            869535
        ],
        [
            -932881,
            -49170,
            -932881,
            -1192457,
            -220492,
            -1192457
        ],
        [
            115,
            135,
            94,
            115,
            135,
            94
        ],
        [
            33,
            31,
            34,
            138,
            180,
            95
        ],
        [
            438,
            440,
            435,
            91,
            89,
            93
        ],
        [
            10819,
            6378,
            4440,
            10819,
            6378,
            4440
        ],
        [
            38.007872,
            63.341205,
            38.007872,
            38.007872,
            63.341205,
            38.007872
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574657,
            -575970,
            -574744,
            -387689,
            494915,
            -579543
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11170,
    "evaluation_days": 1861.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760055080156,
    "expiration_time": 1764865440000,
    "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": 203,
            "offset": 135
        }
    }
}

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)