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Trade: C98/USDT/360/VWAP/BBL/1653

Strategy
C98/USDT/360/VWAP/BBL/1653
Pair
C98_USDT
Interval
6h
Score
519080
Daily Profit
0.153448
Profit Factor
2.181729
Profitability
84.210526
Streak
256.013625
Best Strategy
Training Data Length
1524.250000
Evaluation Time
2025-09-26 09:19
Expiration Time
2025-11-09 07:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163989.6369 -69903.3778 233893.0147 -521805.5262 -211048.5178 -310757.0084
Total P&L (%) 163.9896 -69.9034 233.893 -521.8055 -211.0485 -310.757
Avg Daily Profit (%) 0.1076 -0.0459 0.1534 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192730 -89499 -143239 -815369 -218743 -687045
Profit Factor 1.4526 0.5747 2.1817 0.5636 0.4586 0.6143
Total Trades 77 39 38 77 39 38
Winning Trades 53 21 32 30 16 14
Losing Trades 24 18 6 47 23 24
Profitability (%) 68.8312 53.8462 84.2105 38.961 41.0256 36.8421
Ratio Avg Win / Avg Loss 0.6578 0.4926 0.4091 0.8829 0.6593 1.0531
Largest Winning Trade 36977 12651 36977 66673 24698 66673
Largest Losing Trade -139466 -36748 -139466 -344776 -102983 -344776
Avg Bars in Trades 68 8 130 68 8 130
Avg Bars in Winners 53 4 85 60 8 119
Avg Bars in Losers 101 12 369 73 8 136
Bars Traded 5263 323 4940 5263 323 4940
Profit Streak 170.0136 170.0136 256.0136 0 0 0
Trades During Streak 2 1 10 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92597 -579399 519080 -631348 -583969 -584215

Evaluation Data

{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629352800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867577199,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 108,
            "offset": 0,
            "std": 2.0871
        }
    }
}
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": [
        [
            163989.6368514577,
            -69903.3778017816,
            233893.0146532393,
            -521805.5261722379,
            -211048.5177501038,
            -310757.008422134
        ],
        [
            163.989637,
            -69.903378,
            233.893015,
            -521.805526,
            -211.048518,
            -310.757008
        ],
        [
            0.107587,
            -0.045861,
            0.153448,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192730,
            -89499,
            -143239,
            -815369,
            -218743,
            -687045
        ],
        [
            1.452648,
            0.574706,
            2.181729,
            0.563554,
            0.458642,
            0.614316
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            53,
            21,
            32,
            30,
            16,
            14
        ],
        [
            24,
            18,
            6,
            47,
            23,
            24
        ],
        [
            68.831169,
            53.846154,
            84.210526,
            38.961039,
            41.025641,
            36.842105
        ],
        [
            0.657803,
            0.492605,
            0.409074,
            0.882902,
            0.659298,
            1.053113
        ],
        [
            36977,
            12651,
            36977,
            66673,
            24698,
            66673
        ],
        [
            -139466,
            -36748,
            -139466,
            -344776,
            -102983,
            -344776
        ],
        [
            68,
            8,
            130,
            68,
            8,
            130
        ],
        [
            53,
            4,
            85,
            60,
            8,
            119
        ],
        [
            101,
            12,
            369,
            73,
            8,
            136
        ],
        [
            5263,
            323,
            4940,
            5263,
            323,
            4940
        ],
        [
            170.013625,
            170.013625,
            256.013625,
            0,
            0,
            0
        ],
        [
            2,
            1,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92597,
            -579399,
            519080,
            -631348,
            -583969,
            -584215
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6097,
    "evaluation_days": 1524.25,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629352800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758867577199,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 108,
            "offset": 0,
            "std": 2.0871
        }
    }
}

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)