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Trade: KSM/USDT/360/VWAP/SSF/1300

Strategy
KSM/USDT/360/VWAP/SSF/1300
Pair
KSM_USDT
Interval
6h
Score
366137
Daily Profit
0.218925
Profit Factor
2.351381
Profitability
40.909091
Streak
64.275631
Best Strategy
Training Data Length
1856.750000
Evaluation Time
2025-10-05 03:36
Expiration Time
2025-11-29 12:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316471.922 406489.0405 -90017.1184 -121351.8483 384510.5408 -505862.3891
Total P&L (%) 316.4719 406.489 -90.0171 -121.3518 384.5105 -505.8624
Avg Daily Profit (%) 0.1704 0.2189 -0.0485 0 0.085 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -262919 -136110 -169026 -604179 -111421 -523436
Profit Factor 1.4538 2.3514 0.773 0.8594 2.9655 0.2422
Total Trades 87 44 43 87 44 43
Winning Trades 40 18 22 39 18 21
Losing Trades 47 26 21 48 26 22
Profitability (%) 45.977 40.9091 51.1628 44.8276 40.9091 48.8372
Ratio Avg Win / Avg Loss 1.7082 3.3964 0.7379 1.0577 4.2836 0.2537
Largest Winning Trade 501230 501230 52739 457988 457988 34621
Largest Losing Trade -150663 -56229 -150663 -418493 -62051 -418493
Avg Bars in Trades 81 68 95 81 68 95
Avg Bars in Winners 128 107 146 130 117 141
Avg Bars in Losers 41 41 42 42 34 52
Bars Traded 7124 3005 4119 7124 3005 4119
Profit Streak 54.0256 64.2756 54.0256 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349338 366137 -579592 -580890 -77257 -581179
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603994400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759624614541,
    "expiration_time": 1764413496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 222
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 118,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            316471.9220420967,
            406489.0404860245,
            -90017.1184439277,
            -121351.8482869897,
            384510.5407822366,
            -505862.3890692262
        ],
        [
            316.471922,
            406.48904,
            -90.017118,
            -121.351848,
            384.510541,
            -505.862389
        ],
        [
            0.170444,
            0.218925,
            -0.048481,
            0,
            0.085022,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -262919,
            -136110,
            -169026,
            -604179,
            -111421,
            -523436
        ],
        [
            1.45379,
            2.351381,
            0.773029,
            0.859405,
            2.965537,
            0.242162
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            40,
            18,
            22,
            39,
            18,
            21
        ],
        [
            47,
            26,
            21,
            48,
            26,
            22
        ],
        [
            45.977011,
            40.909091,
            51.162791,
            44.827586,
            40.909091,
            48.837209
        ],
        [
            1.708203,
            3.396439,
            0.737892,
            1.05773,
            4.283554,
            0.253694
        ],
        [
            501230,
            501230,
            52739,
            457988,
            457988,
            34621
        ],
        [
            -150663,
            -56229,
            -150663,
            -418493,
            -62051,
            -418493
        ],
        [
            81,
            68,
            95,
            81,
            68,
            95
        ],
        [
            128,
            107,
            146,
            130,
            117,
            141
        ],
        [
            41,
            41,
            42,
            42,
            34,
            52
        ],
        [
            7124,
            3005,
            4119,
            7124,
            3005,
            4119
        ],
        [
            54.025631,
            64.275631,
            54.025631,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349338,
            366137,
            -579592,
            -580890,
            -77257,
            -581179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603994400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759624614541,
    "expiration_time": 1764413496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 222
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 118,
            "offset": 0,
            "poles": 2
        }
    }
}

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)