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Trade: KSM/USDT/360/VWMA/HILO/9316

Strategy
KSM/USDT/360/VWMA/HILO/9316
Pair
KSM_USDT
Interval
6h
Score
644157
Daily Profit
0.544023
Profit Factor
5.178014
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1852.500000
Evaluation Time
2025-09-30 17:59
Expiration Time
2025-11-25 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1197571.6894 1007802.2702 189769.4192 2941572.9038 702735.7789 2238837.1248
Total P&L (%) 1197.5717 1007.8023 189.7694 2941.5729 702.7358 2238.8371
Avg Daily Profit (%) 0.6465 0.544 0.1024 0.1845 0.1125 0.1703
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90188 -54892 -46529 -4242458 -2531358 -2276526
Profit Factor 3.746 5.178 1.9737 1.3086 1.1337 1.5236
Total Trades 75 38 37 75 38 37
Winning Trades 36 18 18 36 18 18
Losing Trades 39 20 19 39 20 19
Profitability (%) 48 47.3684 48.6486 48 47.3684 48.6486
Ratio Avg Win / Avg Loss 4.0582 5.7533 2.0833 1.4177 1.2597 1.6082
Largest Winning Trade 883100 883100 56837 2463811 2463811 2305810
Largest Losing Trade -35588 -35588 -28290 -1513934 -636826 -1513934
Avg Bars in Trades 94 65 124 94 65 124
Avg Bars in Winners 138 91 185 138 91 185
Avg Bars in Losers 54 43 66 54 43 66
Bars Traded 7110 2498 4612 7110 2498 4612
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 -43326 644157 -52990 -54013 -116828 353704
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7410,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603605600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244357092,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1197571.6893809047,
            1007802.2701650392,
            189769.4192158651,
            2941572.903778103,
            702735.778937011,
            2238837.1248410936
        ],
        [
            1197.571689,
            1007.80227,
            189.769419,
            2941.572904,
            702.735779,
            2238.837125
        ],
        [
            0.646462,
            0.544023,
            0.10244,
            0.184513,
            0.112498,
            0.170306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90188,
            -54892,
            -46529,
            -4242458,
            -2531358,
            -2276526
        ],
        [
            3.746018,
            5.178014,
            1.973694,
            1.308633,
            1.133729,
            1.523574
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            48,
            47.368421,
            48.648649,
            48,
            47.368421,
            48.648649
        ],
        [
            4.058186,
            5.753348,
            2.083343,
            1.417685,
            1.259699,
            1.608217
        ],
        [
            883100,
            883100,
            56837,
            2463811,
            2463811,
            2305810
        ],
        [
            -35588,
            -35588,
            -28290,
            -1513934,
            -636826,
            -1513934
        ],
        [
            94,
            65,
            124,
            94,
            65,
            124
        ],
        [
            138,
            91,
            185,
            138,
            91,
            185
        ],
        [
            54,
            43,
            66,
            54,
            43,
            66
        ],
        [
            7110,
            2498,
            4612,
            7110,
            2498,
            4612
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43326,
            644157,
            -52990,
            -54013,
            -116828,
            353704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7410,
    "evaluation_days": 1852.5,
    "actual_first_datapoint_time": 1599199200000,
    "first_datapoint_time": 1603605600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759244357092,
    "expiration_time": 1764035280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)