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Trade: ALGO/USDT/60/VWAP/KCB/5946

Strategy
ALGO/USDT/60/VWAP/KCB/5946
Pair
ALGO_USDT
Interval
1h
Score
308952
Daily Profit
0.184071
Profit Factor
1.223162
Profitability
41.968912
Streak
17.511300
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 18:16
Expiration Time
2025-12-23 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 191741.2491 171596.9187 20144.3304 51360.8349 52941.8962 -1581.0613
Total P&L (%) 191.7412 171.5969 20.1443 51.3608 52.9419 -1.5811
Avg Daily Profit (%) 0.1841 0.1647 0.0193 0.0398 0.0408 -0.0015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132480 -98600 -63813 -132921 -114128 -94275
Profit Factor 1.2232 1.4141 1.0453 1.0598 1.1297 0.9965
Total Trades 386 193 193 386 193 193
Winning Trades 162 78 84 162 78 84
Losing Trades 224 115 109 224 115 109
Profitability (%) 41.9689 40.4145 43.5233 41.9689 40.4145 43.5233
Ratio Avg Win / Avg Loss 1.6913 2.085 1.3564 1.4654 1.6656 1.2931
Largest Winning Trade 140483 140483 24945 104343 104343 22979
Largest Losing Trade -25810 -18774 -25810 -46103 -29669 -46103
Avg Bars in Trades 64 62 65 64 62 65
Avg Bars in Winners 86 84 89 86 84 89
Avg Bars in Losers 47 47 47 47 47 47
Bars Traded 24771 12118 12654 24771 12118 12654
Profit Streak 17.5113 17.5113 19.4696 17.5113 17.5113 19.4696
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308952 234254 -345530 -295336 -219003 -580109
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670022000000,
    "first_datapoint_time": 1670511600000,
    "last_datapoint_time": 1760022000000,
    "evaluation_time": 1760022976325,
    "expiration_time": 1766502000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 117
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 137,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            191741.249083112,
            171596.9186949056,
            20144.3303882062,
            51360.8348688493,
            52941.8961618237,
            -1581.0612929743
        ],
        [
            191.741249,
            171.596919,
            20.14433,
            51.360835,
            52.941896,
            -1.581061
        ],
        [
            0.184071,
            0.164733,
            0.019338,
            0.039799,
            0.040797,
            -0.00153
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132480,
            -98600,
            -63813,
            -132921,
            -114128,
            -94275
        ],
        [
            1.223162,
            1.414146,
            1.045282,
            1.059821,
            1.129696,
            0.996489
        ],
        [
            386,
            193,
            193,
            386,
            193,
            193
        ],
        [
            162,
            78,
            84,
            162,
            78,
            84
        ],
        [
            224,
            115,
            109,
            224,
            115,
            109
        ],
        [
            41.968912,
            40.414508,
            43.523316,
            41.968912,
            40.414508,
            43.523316
        ],
        [
            1.691286,
            2.084959,
            1.356378,
            1.465432,
            1.665577,
            1.293064
        ],
        [
            140483,
            140483,
            24945,
            104343,
            104343,
            22979
        ],
        [
            -25810,
            -18774,
            -25810,
            -46103,
            -29669,
            -46103
        ],
        [
            64,
            62,
            65,
            64,
            62,
            65
        ],
        [
            86,
            84,
            89,
            86,
            84,
            89
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            24771,
            12118,
            12654,
            24771,
            12118,
            12654
        ],
        [
            17.5113,
            17.5113,
            19.469633,
            17.5113,
            17.5113,
            19.469633
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308952,
            234254,
            -345530,
            -295336,
            -219003,
            -580109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670022000000,
    "first_datapoint_time": 1670511600000,
    "last_datapoint_time": 1760022000000,
    "evaluation_time": 1760022976325,
    "expiration_time": 1766502000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 117
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 137,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)