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Trade: EGLD/USDT/120/KCB/VWAP/6963

Strategy
EGLD/USDT/120/KCB/VWAP/6963
Pair
EGLD_USDT
Interval
2h
Score
300832
Daily Profit
0.296397
Profit Factor
1.292752
Profitability
33.034714
Streak
0.000000
Best Strategy
Training Data Length
1847.080000
Evaluation Time
2025-09-28 00:23
Expiration Time
2025-11-30 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547469.4362 434704.2826 112765.1536 1046526.59 830412.8034 216113.7866
Total P&L (%) 547.4694 434.7043 112.7652 1046.5266 830.4128 216.1138
Avg Daily Profit (%) 0.2964 0.2353 0.0611 0.1322 0.1208 0.0623
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116620 -145921 -84719 -3071236 -3134860 -1650372
Profit Factor 1.2928 1.4682 1.1198 1.0389 1.0612 1.0162
Total Trades 893 447 446 893 447 446
Winning Trades 295 137 158 295 137 158
Losing Trades 598 310 288 598 310 288
Profitability (%) 33.0347 30.6488 35.426 33.0347 30.6488 35.426
Ratio Avg Win / Avg Loss 2.6206 3.3223 2.0411 2.106 2.4012 1.8523
Largest Winning Trade 153973 153973 48353 972370 972370 618183
Largest Losing Trade -13192 -12913 -13192 -314295 -314295 -275157
Avg Bars in Trades 24 23 26 24 23 26
Avg Bars in Winners 48 47 50 48 47 50
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 22072 10431 11641 22072 10431 11641
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300832 168449 -202711 -194476 -188892 -314895
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599307200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759008218680,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            547469.4361902222,
            434704.2825584704,
            112765.1536317522,
            1046526.5900065466,
            830412.8033996088,
            216113.7866069355
        ],
        [
            547.469436,
            434.704283,
            112.765154,
            1046.52659,
            830.412803,
            216.113787
        ],
        [
            0.296397,
            0.235347,
            0.06105,
            0.132151,
            0.120829,
            0.06233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116620,
            -145921,
            -84719,
            -3071236,
            -3134860,
            -1650372
        ],
        [
            1.292752,
            1.468224,
            1.11975,
            1.038894,
            1.061159,
            1.016213
        ],
        [
            893,
            447,
            446,
            893,
            447,
            446
        ],
        [
            295,
            137,
            158,
            295,
            137,
            158
        ],
        [
            598,
            310,
            288,
            598,
            310,
            288
        ],
        [
            33.034714,
            30.64877,
            35.426009,
            33.034714,
            30.64877,
            35.426009
        ],
        [
            2.620562,
            3.32226,
            2.041064,
            2.105961,
            2.401162,
            1.852338
        ],
        [
            153973,
            153973,
            48353,
            972370,
            972370,
            618183
        ],
        [
            -13192,
            -12913,
            -13192,
            -314295,
            -314295,
            -275157
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            48,
            47,
            50,
            48,
            47,
            50
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            22072,
            10431,
            11641,
            22072,
            10431,
            11641
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300832,
            168449,
            -202711,
            -194476,
            -188892,
            -314895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599307200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759008218680,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)