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Trade: KSM/USDT/720/VWMA/HWMA/1020

Strategy
KSM/USDT/720/VWMA/HWMA/1020
Pair
KSM_USDT
Interval
12h
Score
471500
Daily Profit
0.640281
Profit Factor
6.590547
Profitability
31.428571
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-27 03:49
Expiration Time
2025-11-18 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1381308.3296 1182599.583 198708.7466 3525830.3772 831156.1108 2694674.2664
Total P&L (%) 1381.3083 1182.5996 198.7087 3525.8304 831.1561 2694.6743
Avg Daily Profit (%) 0.7479 0.6403 0.1076 0.1946 0.1209 0.1805
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86339 -63372 -37680 -3387192 -2558870 -1531288
Profit Factor 4.2671 6.5905 1.9406 1.3844 1.1776 1.5997
Total Trades 69 35 34 69 35 34
Winning Trades 27 11 16 27 11 16
Losing Trades 42 24 18 42 24 18
Profitability (%) 39.1304 31.4286 47.0588 39.1304 31.4286 47.0588
Ratio Avg Win / Avg Loss 6.6378 14.3794 2.1832 2.1535 2.5694 1.7997
Largest Winning Trade 1080561 1080561 60536 2650943 2650943 2343078
Largest Losing Trade -37680 -23601 -37680 -1467085 -924946 -1467085
Avg Bars in Trades 51 39 64 51 39 64
Avg Bars in Winners 95 79 107 95 79 107
Avg Bars in Losers 23 20 26 23 20 26
Bars Traded 3558 1377 2181 3558 1377 2181
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 -90526 471500 -46835 -100802 -62481 350506
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934144763,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1381308.329584795,
            1182599.5829757217,
            198708.7466090732,
            3525830.3772346023,
            831156.1108443793,
            2694674.2663902235
        ],
        [
            1381.30833,
            1182.599583,
            198.708747,
            3525.830377,
            831.156111,
            2694.674266
        ],
        [
            0.747866,
            0.640281,
            0.107585,
            0.194595,
            0.120877,
            0.180471
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86339,
            -63372,
            -37680,
            -3387192,
            -2558870,
            -1531288
        ],
        [
            4.267137,
            6.590547,
            1.94062,
            1.384385,
            1.177624,
            1.599702
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            39.130435,
            31.428571,
            47.058824,
            39.130435,
            31.428571,
            47.058824
        ],
        [
            6.637769,
            14.379375,
            2.183197,
            2.153488,
            2.569362,
            1.799664
        ],
        [
            1080561,
            1080561,
            60536,
            2650943,
            2650943,
            2343078
        ],
        [
            -37680,
            -23601,
            -37680,
            -1467085,
            -924946,
            -1467085
        ],
        [
            51,
            39,
            64,
            51,
            39,
            64
        ],
        [
            95,
            79,
            107,
            95,
            79,
            107
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            3558,
            1377,
            2181,
            3558,
            1377,
            2181
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90526,
            471500,
            -46835,
            -100802,
            -62481,
            350506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934144763,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)