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Trade: C98/USDT/360/VWAP/KCL/5236

Strategy
C98/USDT/360/VWAP/KCL/5236
Pair
C98_USDT
Interval
6h
Score
601813
Daily Profit
0.257740
Profit Factor
2.748333
Profitability
83.000000
Streak
182.331370
Best Strategy
Training Data Length
1541.500000
Evaluation Time
2025-10-11 22:57
Expiration Time
2025-11-27 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397305.7327 30277.0313 367028.7014 1464896.2969 -94944.5184 1559840.8153
Total P&L (%) 397.3057 30.277 367.0287 1464.8963 -94.9445 1559.8408
Avg Daily Profit (%) 0.2577 0.0196 0.2381 0.1786 -0.1934 0.1824
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84018 -44067 -75486 -1741501 -420947 -1523477
Profit Factor 2.7483 1.225 4.9595 1.519 0.9137 1.9056
Total Trades 100 50 50 100 50 50
Winning Trades 83 37 46 83 37 46
Losing Trades 17 13 4 17 13 4
Profitability (%) 83 74 92 83 74 92
Ratio Avg Win / Avg Loss 0.5629 0.4304 0.4313 0.3111 0.321 0.1657
Largest Winning Trade 26970 21603 26970 345699 184809 345699
Largest Losing Trade -75486 -37600 -75486 -1523477 -211206 -1523477
Avg Bars in Trades 56 16 96 56 16 96
Avg Bars in Winners 36 5 60 36 5 60
Avg Bars in Losers 154 46 505 154 46 505
Bars Traded 5628 802 4825 5628 802 4825
Profit Streak 182.3314 182.3314 257.5814 182.3314 182.3314 257.5814
Trades During Streak 5 2 13 5 2 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 601813 -347440 -160503 494863 -756473 -164709
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6166,
    "evaluation_days": 1541.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1630670400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760212630409,
    "expiration_time": 1764201168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            397305.7326923767,
            30277.0312952698,
            367028.7013971069,
            1464896.2969148813,
            -94944.5183615405,
            1559840.8152764216
        ],
        [
            397.305733,
            30.277031,
            367.028701,
            1464.896297,
            -94.944518,
            1559.840815
        ],
        [
            0.25774,
            0.019641,
            0.238098,
            0.178583,
            -0.193436,
            0.182411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84018,
            -44067,
            -75486,
            -1741501,
            -420947,
            -1523477
        ],
        [
            2.748333,
            1.225021,
            4.959463,
            1.519023,
            0.913691,
            1.905642
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            83,
            37,
            46,
            83,
            37,
            46
        ],
        [
            17,
            13,
            4,
            17,
            13,
            4
        ],
        [
            83,
            74,
            92,
            83,
            74,
            92
        ],
        [
            0.562911,
            0.430413,
            0.431258,
            0.311125,
            0.321027,
            0.165708
        ],
        [
            26970,
            21603,
            26970,
            345699,
            184809,
            345699
        ],
        [
            -75486,
            -37600,
            -75486,
            -1523477,
            -211206,
            -1523477
        ],
        [
            56,
            16,
            96,
            56,
            16,
            96
        ],
        [
            36,
            5,
            60,
            36,
            5,
            60
        ],
        [
            154,
            46,
            505,
            154,
            46,
            505
        ],
        [
            5628,
            802,
            4825,
            5628,
            802,
            4825
        ],
        [
            182.33137,
            182.33137,
            257.58137,
            182.33137,
            182.33137,
            257.58137
        ],
        [
            5,
            2,
            13,
            5,
            2,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            601813,
            -347440,
            -160503,
            494863,
            -756473,
            -164709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6166,
    "evaluation_days": 1541.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1630670400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760212630409,
    "expiration_time": 1764201168000,
    "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": 169,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)