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Trade: BNB/USDT/15/VWMA/KCU/8540

Strategy
BNB/USDT/15/VWMA/KCU/8540
Pair
BNB_USDT
Interval
15m
Score
321715
Daily Profit
0.354800
Profit Factor
3.933897
Profitability
64.444444
Streak
8.368181
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 01:50
Expiration Time
2025-12-22 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105080.7695 94564.6145 10516.155 166547.5355 151515.4057 15032.1298
Total P&L (%) 105.0808 94.5646 10.5162 166.5475 151.5154 15.0321
Avg Daily Profit (%) 0.4035 0.3631 0.0404 0.3772 0.3548 0.0538
Buy And Hold Return (%) 90.9664 90.9664 90.9664 90.9664 90.9664 90.9664
Max Trade Drawdown -13282 -14392 -5296 -14616 -15763 -12268
Profit Factor 2.9044 3.3895 1.674 3.121 3.9339 1.5592
Total Trades 91 45 46 91 45 46
Winning Trades 57 29 28 57 29 28
Losing Trades 34 16 18 34 16 18
Profitability (%) 62.6374 64.4444 60.8696 62.6374 64.4444 60.8696
Ratio Avg Win / Avg Loss 1.7325 1.87 1.0762 1.8617 2.1704 1.0024
Largest Winning Trade 16389 16389 2882 36483 36483 7467
Largest Losing Trade -8904 -8904 -5296 -12268 -10592 -12268
Avg Bars in Trades 254 490 23 254 490 23
Avg Bars in Winners 208 385 24 208 385 24
Avg Bars in Losers 331 680 21 331 680 21
Bars Traded 23137 22078 1059 23137 22078 1059
Profit Streak 4.1807 8.3682 4.1807 4.1807 8.3682 4.1807
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100954 -135877 -301628 314200 321715 -284420
Evaluation Data
{
    "trading_pair": "BNB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737378000000,
    "first_datapoint_time": 1737470700000,
    "last_datapoint_time": 1759877100000,
    "evaluation_time": 1759877410856,
    "expiration_time": 1766357100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 104,
            "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": [
        [
            105080.7694721665,
            94564.6145093815,
            10516.154962785,
            166547.5355157724,
            151515.4057401911,
            15032.1297755816
        ],
        [
            105.080769,
            94.564615,
            10.516155,
            166.547536,
            151.515406,
            15.03213
        ],
        [
            0.403505,
            0.363123,
            0.040382,
            0.377172,
            0.3548,
            0.05379
        ],
        [
            90.966405,
            90.966405,
            90.966405,
            90.966405,
            90.966405,
            90.966405
        ],
        [
            -13282,
            -14392,
            -5296,
            -14616,
            -15763,
            -12268
        ],
        [
            2.904419,
            3.389452,
            1.674048,
            3.121024,
            3.933897,
            1.559248
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            62.637363,
            64.444444,
            60.869565,
            62.637363,
            64.444444,
            60.869565
        ],
        [
            1.73246,
            1.870042,
            1.076174,
            1.861664,
            2.170426,
            1.002374
        ],
        [
            16389,
            16389,
            2882,
            36483,
            36483,
            7467
        ],
        [
            -8904,
            -8904,
            -5296,
            -12268,
            -10592,
            -12268
        ],
        [
            254,
            490,
            23,
            254,
            490,
            23
        ],
        [
            208,
            385,
            24,
            208,
            385,
            24
        ],
        [
            331,
            680,
            21,
            331,
            680,
            21
        ],
        [
            23137,
            22078,
            1059,
            23137,
            22078,
            1059
        ],
        [
            4.180681,
            8.368181,
            4.180681,
            4.180681,
            8.368181,
            4.180681
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100954,
            -135877,
            -301628,
            314200,
            321715,
            -284420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BNB_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737378000000,
    "first_datapoint_time": 1737470700000,
    "last_datapoint_time": 1759877100000,
    "evaluation_time": 1759877410856,
    "expiration_time": 1766357100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 104,
            "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)