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Trade: KSM/USDT/480/VWMA/PSAR/7292

Strategy
KSM/USDT/480/VWMA/PSAR/7292
Pair
KSM_USDT
Interval
8h
Score
476259
Daily Profit
0.357576
Profit Factor
1.836049
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1850.000000
Evaluation Time
2025-09-28 07:53
Expiration Time
2025-11-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 661516.3281 533363.6135 128152.7145 674233.1448 -220998.9585 895232.1033
Total P&L (%) 661.5163 533.3636 128.1527 674.2331 -220.999 895.2321
Avg Daily Profit (%) 0.3576 0.2883 0.0693 0.1107 0 0.1243
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112766 -71254 -118199 -1166010 -1099853 -661317
Profit Factor 1.836 2.2197 1.3621 1.1187 0.936 1.4019
Total Trades 175 88 87 175 88 87
Winning Trades 85 42 43 85 42 43
Losing Trades 90 46 44 90 46 44
Profitability (%) 48.5714 47.7273 49.4253 48.5714 47.7273 49.4253
Ratio Avg Win / Avg Loss 1.9441 2.4311 1.3937 1.1845 1.0252 1.4345
Largest Winning Trade 403100 403100 52698 719307 719307 443857
Largest Losing Trade -43135 -43135 -28328 -332862 -332862 -276896
Avg Bars in Trades 30 24 36 30 24 36
Avg Bars in Winners 40 30 50 40 30 50
Avg Bars in Losers 21 19 23 21 19 23
Bars Traded 5376 2165 3211 5376 2165 3211
Profit Streak 0 0 14.8707 0 0 14.8707
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476259 435300 -99937 -134412 -580036 -25929
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5550,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759035226939,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "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": [
        [
            661516.3280596285,
            533363.6135386763,
            128152.7145209523,
            674233.1447768242,
            -220998.9585369705,
            895232.1033137944
        ],
        [
            661.516328,
            533.363614,
            128.152715,
            674.233145,
            -220.998959,
            895.232103
        ],
        [
            0.357576,
            0.288305,
            0.069272,
            0.110694,
            0,
            0.124283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112766,
            -71254,
            -118199,
            -1166010,
            -1099853,
            -661317
        ],
        [
            1.836049,
            2.219677,
            1.362073,
            1.118683,
            0.936009,
            1.401927
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            48.571429,
            47.727273,
            49.425287,
            48.571429,
            47.727273,
            49.425287
        ],
        [
            1.944052,
            2.431075,
            1.393749,
            1.184488,
            1.025153,
            1.43453
        ],
        [
            403100,
            403100,
            52698,
            719307,
            719307,
            443857
        ],
        [
            -43135,
            -43135,
            -28328,
            -332862,
            -332862,
            -276896
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            40,
            30,
            50,
            40,
            30,
            50
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            5376,
            2165,
            3211,
            5376,
            2165,
            3211
        ],
        [
            0,
            0,
            14.870682,
            0,
            0,
            14.870682
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476259,
            435300,
            -99937,
            -134412,
            -580036,
            -25929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5550,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759035226939,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "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)