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Trade: EOS/USDT/360/VWAP/KCB/2428

Strategy
EOS/USDT/360/VWAP/KCB/2428
Pair
EOS_USDT
Interval
6h
Score
338708
Daily Profit
0.164206
Profit Factor
1.212065
Profitability
45.227606
Streak
129.867457
Best Strategy
Training Data Length
2378.250000
Evaluation Time
2025-09-28 23:49
Expiration Time
2025-08-05 11:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390523.2578 319762.4657 70760.7921 105267.3324 -116731.2185 221998.5509
Total P&L (%) 390.5233 319.7625 70.7608 105.2673 -116.7312 221.9986
Avg Daily Profit (%) 0.1642 0.1345 0.0298 0.0302 0 0.0492
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122976 -80868 -116576 -593047 -505240 -364712
Profit Factor 1.2121 1.359 1.0744 1.0221 0.9541 1.1004
Total Trades 681 340 341 681 340 341
Winning Trades 308 165 143 308 165 143
Losing Trades 373 175 198 373 175 198
Profitability (%) 45.2276 48.5294 41.9355 45.2276 48.5294 41.9355
Ratio Avg Win / Avg Loss 1.4679 1.4414 1.4877 1.2378 1.012 1.5236
Largest Winning Trade 133488 133488 40105 145095 140805 145095
Largest Losing Trade -36744 -28312 -36744 -199109 -199109 -96784
Avg Bars in Trades 13 15 12 13 15 12
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 11 13 9 11 13 9
Bars Traded 9441 5207 4234 9441 5207 4234
Profit Streak 129.8675 0 142.6175 129.8675 0 142.6175
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338708 -12163 -292081 -346116 -578183 -236491
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9513,
    "evaluation_days": 2378.25,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544032800000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759092548298,
    "expiration_time": 1754382024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 24
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 4,
            "scalar": 4
        }
    }
}
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": [
        [
            390523.2577899489,
            319762.4656719408,
            70760.7921180085,
            105267.3323980194,
            -116731.2184677202,
            221998.5508657393
        ],
        [
            390.523258,
            319.762466,
            70.760792,
            105.267332,
            -116.731218,
            221.998551
        ],
        [
            0.164206,
            0.134453,
            0.029753,
            0.030243,
            0,
            0.049182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122976,
            -80868,
            -116576,
            -593047,
            -505240,
            -364712
        ],
        [
            1.212065,
            1.359007,
            1.074419,
            1.022133,
            0.954133,
            1.100395
        ],
        [
            681,
            340,
            341,
            681,
            340,
            341
        ],
        [
            308,
            165,
            143,
            308,
            165,
            143
        ],
        [
            373,
            175,
            198,
            373,
            175,
            198
        ],
        [
            45.227606,
            48.529412,
            41.935484,
            45.227606,
            48.529412,
            41.935484
        ],
        [
            1.467857,
            1.441371,
            1.487657,
            1.237842,
            1.011959,
            1.523623
        ],
        [
            133488,
            133488,
            40105,
            145095,
            140805,
            145095
        ],
        [
            -36744,
            -28312,
            -36744,
            -199109,
            -199109,
            -96784
        ],
        [
            13,
            15,
            12,
            13,
            15,
            12
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            11,
            13,
            9,
            11,
            13,
            9
        ],
        [
            9441,
            5207,
            4234,
            9441,
            5207,
            4234
        ],
        [
            129.867457,
            0,
            142.617457,
            129.867457,
            0,
            142.617457
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338708,
            -12163,
            -292081,
            -346116,
            -578183,
            -236491
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9513,
    "evaluation_days": 2378.25,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544032800000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759092548298,
    "expiration_time": 1754382024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 24
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 4,
            "scalar": 4
        }
    }
}

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)