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Trade: KSM/USDT/360/VWMA/ALMA/7976

Strategy
KSM/USDT/360/VWMA/ALMA/7976
Pair
KSM_USDT
Interval
6h
Score
343834
Daily Profit
0.208810
Profit Factor
1.434071
Profitability
54.761905
Streak
0.000000
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-27 11:40
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385567.0311 342130.3587 43436.6724 -23192.9687 290545.1505 -313738.1192
Total P&L (%) 385.567 342.1304 43.4367 -23.193 290.5452 -313.7381
Avg Daily Profit (%) 0.2088 0.1853 0.0235 -0.0143 0.0738 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164592 -80150 -138064 -1851757 -1245070 -719968
Profit Factor 1.4341 1.8712 1.0877 0.995 1.1311 0.8695
Total Trades 126 63 63 126 63 63
Winning Trades 69 34 35 69 34 35
Losing Trades 57 29 28 57 29 28
Profitability (%) 54.7619 53.9683 55.5556 54.7619 53.9683 55.5556
Ratio Avg Win / Avg Loss 1.1847 1.596 0.8701 0.8219 0.9647 0.6956
Largest Winning Trade 104751 104751 62335 467452 467452 414097
Largest Losing Trade -82026 -54139 -82026 -673654 -649826 -673654
Avg Bars in Trades 56 42 70 56 42 70
Avg Bars in Winners 60 45 75 60 45 75
Avg Bars in Losers 51 39 64 51 39 64
Bars Traded 7113 2672 4441 7113 2672 4441
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343834 -135119 -435089 -579826 -318572 -726738
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602266400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758962457913,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "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": [
        [
            385567.0311027929,
            342130.3586541624,
            43436.6724486306,
            -23192.968699588,
            290545.1505170048,
            -313738.1192165933
        ],
        [
            385.567031,
            342.130359,
            43.436672,
            -23.192969,
            290.545151,
            -313.738119
        ],
        [
            0.20881,
            0.185286,
            0.023524,
            -0.014289,
            0.073809,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164592,
            -80150,
            -138064,
            -1851757,
            -1245070,
            -719968
        ],
        [
            1.434071,
            1.871167,
            1.087657,
            0.99498,
            1.131074,
            0.869479
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            54.761905,
            53.968254,
            55.555556,
            54.761905,
            53.968254,
            55.555556
        ],
        [
            1.184667,
            1.595995,
            0.870125,
            0.82194,
            0.964739,
            0.695584
        ],
        [
            104751,
            104751,
            62335,
            467452,
            467452,
            414097
        ],
        [
            -82026,
            -54139,
            -82026,
            -673654,
            -649826,
            -673654
        ],
        [
            56,
            42,
            70,
            56,
            42,
            70
        ],
        [
            60,
            45,
            75,
            60,
            45,
            75
        ],
        [
            51,
            39,
            64,
            51,
            39,
            64
        ],
        [
            7113,
            2672,
            4441,
            7113,
            2672,
            4441
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343834,
            -135119,
            -435089,
            -579826,
            -318572,
            -726738
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7386,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1602266400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758962457913,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "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)