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Trade: EGLD/USDT/720/KCB/VWAP/9406

Strategy
EGLD/USDT/720/KCB/VWAP/9406
Pair
EGLD_USDT
Interval
12h
Score
518572
Daily Profit
0.978167
Profit Factor
5.412008
Profitability
30.400000
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 05:20
Expiration Time
2025-11-19 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1807653.0592 1632253.0584 175400.0008 9219012.2365 -100387.899 9319400.1355
Total P&L (%) 1807.6531 1632.2531 175.4 9219.0122 -100.3879 9319.4001
Avg Daily Profit (%) 0.9782 0.8833 0.0949 0.2457 0 0.2463
Buy And Hold Return (%) 64.4005 64.4005 64.4005 64.4005 64.4005 64.4005
Max Trade Drawdown -90854 -102343 -37128 -8881009 -6898091 -3259361
Profit Factor 5.412 7.8138 2.0308 1.3072 0.9944 1.7642
Total Trades 125 63 62 125 63 62
Winning Trades 38 15 23 38 15 23
Losing Trades 87 48 39 87 48 39
Profitability (%) 30.4 23.8095 37.0968 30.4 23.8095 37.0968
Ratio Avg Win / Avg Loss 12.3906 25.0041 3.4435 2.9928 3.182 2.9914
Largest Winning Trade 1332468 1332468 63506 6040823 4788230 6040823
Largest Losing Trade -17958 -17958 -13412 -2205006 -2205006 -1397664
Avg Bars in Trades 28 22 33 28 22 33
Avg Bars in Winners 76 76 75 76 76 75
Avg Bars in Losers 7 5 8 7 5 8
Bars Traded 3514 1433 2081 3514 1433 2081
Profit Streak 0 0 34.5976 0 0 34.5976
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518572 -159975 -224236 95556 -759742 -146705

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853232869,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 1
        }
    },
    "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": [
        [
            1807653.0592385684,
            1632253.0584359218,
            175400.0008026462,
            9219012.236501697,
            -100387.8990256049,
            9319400.135527294
        ],
        [
            1807.653059,
            1632.253058,
            175.400001,
            9219.012237,
            -100.387899,
            9319.400136
        ],
        [
            0.978167,
            0.883254,
            0.094913,
            0.245682,
            0,
            0.246264
        ],
        [
            64.400494,
            64.400494,
            64.400494,
            64.400494,
            64.400494,
            64.400494
        ],
        [
            -90854,
            -102343,
            -37128,
            -8881009,
            -6898091,
            -3259361
        ],
        [
            5.412008,
            7.813775,
            2.030794,
            1.307217,
            0.994364,
            1.764162
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            30.4,
            23.809524,
            37.096774,
            30.4,
            23.809524,
            37.096774
        ],
        [
            12.390649,
            25.004079,
            3.443519,
            2.992838,
            3.181965,
            2.991405
        ],
        [
            1332468,
            1332468,
            63506,
            6040823,
            4788230,
            6040823
        ],
        [
            -17958,
            -17958,
            -13412,
            -2205006,
            -2205006,
            -1397664
        ],
        [
            28,
            22,
            33,
            28,
            22,
            33
        ],
        [
            76,
            76,
            75,
            76,
            76,
            75
        ],
        [
            7,
            5,
            8,
            7,
            5,
            8
        ],
        [
            3514,
            1433,
            2081,
            3514,
            1433,
            2081
        ],
        [
            0,
            0,
            34.597603,
            0,
            0,
            34.597603
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518572,
            -159975,
            -224236,
            95556,
            -759742,
            -146705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853232869,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 1
        }
    },
    "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)