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Trade: KSM/USDT/720/VWAP/SMA/7220

Strategy
KSM/USDT/720/VWAP/SMA/7220
Pair
KSM_USDT
Interval
12h
Score
330600
Daily Profit
0.204376
Profit Factor
1.486765
Profitability
49.166667
Streak
3.363570
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-06 11:43
Expiration Time
2025-11-30 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379832.4512 379252.0348 580.4164 -84806.3312 415650.1704 -500456.5015
Total P&L (%) 379.8325 379.252 0.5804 -84.8063 415.6502 -500.4565
Avg Daily Profit (%) 0.2044 0.2041 0.0003 -0.1013 0.0883 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172197 -99453 -152823 -720021 -359093 -625478
Profit Factor 1.4868 2.404 1.0011 0.9622 1.7116 0.6981
Total Trades 120 60 60 120 60 60
Winning Trades 59 30 29 59 30 29
Losing Trades 61 30 31 61 30 31
Profitability (%) 49.1667 50 48.3333 49.1667 50 48.3333
Ratio Avg Win / Avg Loss 1.5372 2.404 1.0702 0.9948 1.7116 0.7463
Largest Winning Trade 300701 300701 64104 406134 406134 197508
Largest Losing Trade -87291 -30934 -87291 -434921 -102652 -434921
Avg Bars in Trades 30 25 35 30 25 35
Avg Bars in Winners 41 29 53 41 29 53
Avg Bars in Losers 19 20 18 19 20 18
Bars Traded 3638 1518 2120 3638 1518 2120
Profit Streak 3.3636 0 4.3636 3.3636 0 4.3636
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330600 -156666 -747152 -581589 -240737 -750487
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740212430,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 67
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 42,
            "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": [
        [
            379832.4512463111,
            379252.0348301788,
            580.4164161324,
            -84806.3311794012,
            415650.1703664314,
            -500456.5015458324
        ],
        [
            379.832451,
            379.252035,
            0.580416,
            -84.806331,
            415.65017,
            -500.456502
        ],
        [
            0.204376,
            0.204064,
            0.000312,
            -0.101336,
            0.088296,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172197,
            -99453,
            -152823,
            -720021,
            -359093,
            -625478
        ],
        [
            1.486765,
            2.403955,
            1.001138,
            0.962172,
            1.711561,
            0.698107
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            49.166667,
            50,
            48.333333,
            49.166667,
            50,
            48.333333
        ],
        [
            1.537163,
            2.403955,
            1.070182,
            0.994788,
            1.711561,
            0.746252
        ],
        [
            300701,
            300701,
            64104,
            406134,
            406134,
            197508
        ],
        [
            -87291,
            -30934,
            -87291,
            -434921,
            -102652,
            -434921
        ],
        [
            30,
            25,
            35,
            30,
            25,
            35
        ],
        [
            41,
            29,
            53,
            41,
            29,
            53
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            3638,
            1518,
            2120,
            3638,
            1518,
            2120
        ],
        [
            3.36357,
            0,
            4.36357,
            3.36357,
            0,
            4.36357
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330600,
            -156666,
            -747152,
            -581589,
            -240737,
            -750487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759740212430,
    "expiration_time": 1764526032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 67
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 42,
            "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)