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Trade: C98/USDT/360/VWAP/KCL/5630

Strategy
C98/USDT/360/VWAP/KCL/5630
Pair
C98_USDT
Interval
6h
Score
534646
Daily Profit
0.168282
Profit Factor
2.389743
Profitability
89.130435
Streak
56.602105
Best Strategy
Training Data Length
1524.250000
Evaluation Time
2025-09-27 11:27
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 199824.0395 -56680.127 256504.1665 94872.5374 -207345.6901 302218.2274
Total P&L (%) 199.824 -56.6801 256.5042 94.8725 -207.3457 302.2182
Avg Daily Profit (%) 0.1311 -0.0372 0.1683 0.0438 0 0.0914
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120114 -99464 -93854 -1165119 -400978 -1027368
Profit Factor 1.4154 0.8088 2.3897 1.0347 0.8358 1.2055
Total Trades 185 93 92 185 93 92
Winning Trades 146 64 82 146 64 82
Losing Trades 39 29 10 39 29 10
Profitability (%) 78.9189 68.8172 89.1304 78.9189 68.8172 89.1304
Ratio Avg Win / Avg Loss 0.3781 0.3665 0.2914 0.2764 0.3787 0.147
Largest Winning Trade 26252 13394 26252 103577 77362 103577
Largest Losing Trade -57106 -49937 -57106 -763135 -204111 -763135
Avg Bars in Trades 30 28 32 30 28 32
Avg Bars in Winners 13 8 17 13 8 17
Avg Bars in Losers 93 70 159 93 70 159
Bars Traded 5626 2604 3022 5626 2604 3022
Profit Streak 56.6021 86.3521 56.6021 56.6021 86.3521 56.6021
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12648 -576681 534646 -312201 -576681 -67434
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": 1630368000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961621881,
    "expiration_time": 1762666056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            199824.0395389796,
            -56680.1269962997,
            256504.1665352791,
            94872.5373619176,
            -207345.6900710392,
            302218.227432957
        ],
        [
            199.82404,
            -56.680127,
            256.504167,
            94.872537,
            -207.34569,
            302.218227
        ],
        [
            0.131097,
            -0.037186,
            0.168282,
            0.04378,
            0,
            0.091354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120114,
            -99464,
            -93854,
            -1165119,
            -400978,
            -1027368
        ],
        [
            1.41536,
            0.808847,
            2.389743,
            1.034714,
            0.835758,
            1.205517
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            146,
            64,
            82,
            146,
            64,
            82
        ],
        [
            39,
            29,
            10,
            39,
            29,
            10
        ],
        [
            78.918919,
            68.817204,
            89.130435,
            78.918919,
            68.817204,
            89.130435
        ],
        [
            0.378076,
            0.366509,
            0.291432,
            0.276396,
            0.378703,
            0.147014
        ],
        [
            26252,
            13394,
            26252,
            103577,
            77362,
            103577
        ],
        [
            -57106,
            -49937,
            -57106,
            -763135,
            -204111,
            -763135
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            13,
            8,
            17,
            13,
            8,
            17
        ],
        [
            93,
            70,
            159,
            93,
            70,
            159
        ],
        [
            5626,
            2604,
            3022,
            5626,
            2604,
            3022
        ],
        [
            56.602105,
            86.352105,
            56.602105,
            56.602105,
            86.352105,
            56.602105
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12648,
            -576681,
            534646,
            -312201,
            -576681,
            -67434
        ]
    ]
}
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": 1630368000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961621881,
    "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": "kcl",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)