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Trade: ETH/USDT/360/VWMA/KCU/1930

Strategy
ETH/USDT/360/VWMA/KCU/1930
Pair
ETH_USDT
Interval
6h
Score
472491
Daily Profit
0.181695
Profit Factor
3.471414
Profitability
58.064516
Streak
110.029542
Best Strategy
Training Data Length
2505.750000
Evaluation Time
2025-10-04 09:42
Expiration Time
2025-12-18 06:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 733069.1231 678954.3558 54114.7673 11663084.7585 9350777.5278 2312307.2307
Total P&L (%) 733.0691 678.9544 54.1148 11663.0848 9350.7775 2312.3072
Avg Daily Profit (%) 0.2926 0.271 0.0216 0.1904 0.1817 0.1271
Buy And Hold Return (%) 2954.0034 2954.0034 2954.0034 2954.0034 2954.0034 2954.0034
Max Trade Drawdown -61731 -65479 -34691 -1916251 -1902978 -411336
Profit Factor 3.7173 5.6363 1.4387 3.2839 3.4714 2.7476
Total Trades 62 31 31 62 31 31
Winning Trades 33 18 15 33 18 15
Losing Trades 29 13 16 29 13 16
Profitability (%) 53.2258 58.0645 48.3871 53.2258 58.0645 48.3871
Ratio Avg Win / Avg Loss 3.2667 4.0707 1.5347 2.8858 2.5071 2.9308
Largest Winning Trade 191443 191443 36807 4634585 4634585 980163
Largest Losing Trade -30470 -30470 -21820 -1902978 -1902978 -411336
Avg Bars in Trades 155 266 45 155 266 45
Avg Bars in Winners 176 285 45 176 285 45
Avg Bars in Losers 132 239 45 132 239 45
Bars Traded 9666 8253 1413 9666 8253 1413
Profit Streak 87.7795 110.0295 0 87.7795 110.0295 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -307617 -147304 -328413 -145557 472491 -184105
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10023,
    "evaluation_days": 2505.75,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546603200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560152445,
    "expiration_time": 1766030904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 166,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            733069.123110882,
            678954.3558030798,
            54114.7673078022,
            11663084.758541025,
            9350777.527837504,
            2312307.2307035187
        ],
        [
            733.069123,
            678.954356,
            54.114767,
            11663.084759,
            9350.777528,
            2312.307231
        ],
        [
            0.292555,
            0.270959,
            0.021596,
            0.190446,
            0.181695,
            0.127115
        ],
        [
            2954.003396,
            2954.003396,
            2954.003396,
            2954.003396,
            2954.003396,
            2954.003396
        ],
        [
            -61731,
            -65479,
            -34691,
            -1916251,
            -1902978,
            -411336
        ],
        [
            3.717252,
            5.636314,
            1.438742,
            3.28387,
            3.471414,
            2.747581
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            53.225806,
            58.064516,
            48.387097,
            53.225806,
            58.064516,
            48.387097
        ],
        [
            3.266676,
            4.070672,
            1.534659,
            2.885825,
            2.507133,
            2.930753
        ],
        [
            191443,
            191443,
            36807,
            4634585,
            4634585,
            980163
        ],
        [
            -30470,
            -30470,
            -21820,
            -1902978,
            -1902978,
            -411336
        ],
        [
            155,
            266,
            45,
            155,
            266,
            45
        ],
        [
            176,
            285,
            45,
            176,
            285,
            45
        ],
        [
            132,
            239,
            45,
            132,
            239,
            45
        ],
        [
            9666,
            8253,
            1413,
            9666,
            8253,
            1413
        ],
        [
            87.779542,
            110.029542,
            0,
            87.779542,
            110.029542,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -307617,
            -147304,
            -328413,
            -145557,
            472491,
            -184105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10023,
    "evaluation_days": 2505.75,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546603200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560152445,
    "expiration_time": 1766030904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 166,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)