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Trade: KSM/USDT/720/VWMA/ZLMA/4269

Strategy
KSM/USDT/720/VWMA/ZLMA/4269
Pair
KSM_USDT
Interval
12h
Score
361087
Daily Profit
0.484421
Profit Factor
2.357645
Profitability
35.772358
Streak
0.000000
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-09-26 13:22
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 894724.7559 745919.3553 148805.4006 988705.4091 -92713.947 1081419.356
Total P&L (%) 894.7248 745.9194 148.8054 988.7054 -92.7139 1081.4194
Avg Daily Profit (%) 0.4844 0.4039 0.0806 0.1294 -0.1417 0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108687 -118460 -52607 -2125223 -1900171 -582898
Profit Factor 2.3576 2.8927 1.5617 1.1731 0.9733 1.483
Total Trades 123 62 61 123 62 61
Winning Trades 44 16 28 44 16 28
Losing Trades 79 46 33 79 46 33
Profitability (%) 35.7724 25.8065 45.9016 35.7724 25.8065 45.9016
Ratio Avg Win / Avg Loss 4.233 8.3165 1.8406 2.1063 2.7982 1.7478
Largest Winning Trade 626192 626192 56873 1700143 1700143 684202
Largest Losing Trade -27661 -27661 -21009 -403030 -403030 -295801
Avg Bars in Trades 29 24 34 29 24 34
Avg Bars in Winners 56 56 55 56 56 55
Avg Bars in Losers 14 12 16 14 12 16
Bars Traded 3581 1488 2093 3581 1488 2093
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 361087 -165137 -245864 -53830 -758441 -174974

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882148677,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "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": [
        [
            894724.7559419387,
            745919.3553034317,
            148805.4006385065,
            988705.4090575341,
            -92713.9469800921,
            1081419.3560376258
        ],
        [
            894.724756,
            745.919355,
            148.805401,
            988.705409,
            -92.713947,
            1081.419356
        ],
        [
            0.484421,
            0.403855,
            0.080566,
            0.129351,
            -0.141708,
            0.133782
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108687,
            -118460,
            -52607,
            -2125223,
            -1900171,
            -582898
        ],
        [
            2.357645,
            2.8927,
            1.561692,
            1.173124,
            0.973297,
            1.483019
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            44,
            16,
            28,
            44,
            16,
            28
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            35.772358,
            25.806452,
            45.901639,
            35.772358,
            25.806452,
            45.901639
        ],
        [
            4.233045,
            8.316512,
            1.840565,
            2.10629,
            2.79823,
            1.747844
        ],
        [
            626192,
            626192,
            56873,
            1700143,
            1700143,
            684202
        ],
        [
            -27661,
            -27661,
            -21009,
            -403030,
            -403030,
            -295801
        ],
        [
            29,
            24,
            34,
            29,
            24,
            34
        ],
        [
            56,
            56,
            55,
            56,
            56,
            55
        ],
        [
            14,
            12,
            16,
            14,
            12,
            16
        ],
        [
            3581,
            1488,
            2093,
            3581,
            1488,
            2093
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361087,
            -165137,
            -245864,
            -53830,
            -758441,
            -174974
        ]
    ]
}
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": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882148677,
    "expiration_time": 1763502624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "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)