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Trade: C98/USDT/120/VWAP/KCL/5261

Strategy
C98/USDT/120/VWAP/KCL/5261
Pair
C98_USDT
Interval
2h
Score
480219
Daily Profit
0.164059
Profit Factor
1.872860
Profitability
88.073394
Streak
57.775871
Best Strategy
Training Data Length
1524.000000
Evaluation Time
2025-09-27 21:37
Expiration Time
2025-11-18 12:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 200091.6323 -49934.582 250026.2143 69162.2992 -168585.4267 237747.7259
Total P&L (%) 200.0916 -49.9346 250.0262 69.1623 -168.5854 237.7477
Avg Daily Profit (%) 0.1313 -0.0328 0.1641 0.0345 0 0.0799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120933 -87554 -106100 -394451 -209257 -300044
Profit Factor 1.3568 0.818 1.8729 1.0628 0.6649 1.3971
Total Trades 219 110 109 219 110 109
Winning Trades 171 75 96 171 75 96
Losing Trades 48 35 13 48 35 13
Profitability (%) 78.0822 68.1818 88.0734 78.0822 68.1818 88.0734
Ratio Avg Win / Avg Loss 0.3809 0.3817 0.2536 0.2983 0.3103 0.1892
Largest Winning Trade 25362 9416 25362 90768 15281 90768
Largest Losing Trade -57463 -45669 -57463 -174407 -98727 -174407
Avg Bars in Trades 78 36 120 78 36 120
Avg Bars in Winners 47 15 73 47 15 73
Avg Bars in Losers 187 81 474 187 81 474
Bars Traded 17158 3974 13183 17158 3974 13183
Profit Streak 0 0 57.7759 0 0 57.7759
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14196 -578682 480219 -295221 -578682 -82019
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18288,
    "evaluation_days": 1524,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628553600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758998235310,
    "expiration_time": 1763462649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 211,
            "offset": 2,
            "scalar": 4
        }
    }
}
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": [
        [
            200091.6322656058,
            -49934.5820183586,
            250026.2142839644,
            69162.2991850525,
            -168585.4267376453,
            237747.7259226976
        ],
        [
            200.091632,
            -49.934582,
            250.026214,
            69.162299,
            -168.585427,
            237.747726
        ],
        [
            0.131294,
            -0.032765,
            0.164059,
            0.0345,
            0,
            0.079896
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120933,
            -87554,
            -106100,
            -394451,
            -209257,
            -300044
        ],
        [
            1.35679,
            0.818,
            1.87286,
            1.062771,
            0.664902,
            1.39709
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            171,
            75,
            96,
            171,
            75,
            96
        ],
        [
            48,
            35,
            13,
            48,
            35,
            13
        ],
        [
            78.082192,
            68.181818,
            88.073394,
            78.082192,
            68.181818,
            88.073394
        ],
        [
            0.380853,
            0.381733,
            0.253616,
            0.298322,
            0.310288,
            0.189189
        ],
        [
            25362,
            9416,
            25362,
            90768,
            15281,
            90768
        ],
        [
            -57463,
            -45669,
            -57463,
            -174407,
            -98727,
            -174407
        ],
        [
            78,
            36,
            120,
            78,
            36,
            120
        ],
        [
            47,
            15,
            73,
            47,
            15,
            73
        ],
        [
            187,
            81,
            474,
            187,
            81,
            474
        ],
        [
            17158,
            3974,
            13183,
            17158,
            3974,
            13183
        ],
        [
            0,
            0,
            57.775871,
            0,
            0,
            57.775872
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14196,
            -578682,
            480219,
            -295221,
            -578682,
            -82019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18288,
    "evaluation_days": 1524,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628553600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758998235310,
    "expiration_time": 1763462649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 211,
            "offset": 2,
            "scalar": 4
        }
    }
}

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)