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Trade: INJ/USDT/360/VWAP/KCL/5541

Strategy
INJ/USDT/360/VWAP/KCL/5541
Pair
INJ_USDT
Interval
6h
Score
523516
Daily Profit
0.230994
Profit Factor
2.126276
Profitability
78.021978
Streak
10.287689
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-10-05 21:54
Expiration Time
2025-11-29 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -403092.0063 48354.3261 -451446.3324 6426609.0715 1959049.9122 4467559.1593
Total P&L (%) -403.092 48.3543 -451.4463 6426.6091 1959.0499 4467.5592
Avg Daily Profit (%) -0.2226 0.0267 -0.2493 0.231 0.1672 0.2112
Buy And Hold Return (%) 1085.0196 1085.0196 1085.0196 1085.0196 1085.0196 1085.0196
Max Trade Drawdown -746814 -84828 -718546 -2715296 -1966975 -2483896
Profit Factor 0.576 1.3443 0.4429 2.1263 1.7336 2.4717
Total Trades 91 46 45 91 46 45
Winning Trades 71 33 38 71 32 39
Losing Trades 20 13 7 20 14 6
Profitability (%) 78.022 71.7391 84.4444 78.022 69.5652 86.6667
Ratio Avg Win / Avg Loss 0.1623 0.5296 0.0816 0.599 0.7584 0.3803
Largest Winning Trade 35499 23241 35499 973416 855835 973416
Largest Losing Trade -411586 -36869 -411586 -1498881 -1325768 -1498881
Avg Bars in Trades 69 15 125 69 15 125
Avg Bars in Winners 27 6 45 40 6 67
Avg Bars in Losers 221 40 556 175 37 498
Bars Traded 6358 726 5632 6358 726 5632
Profit Streak 10.2877 177.5377 10.2877 10.2877 177.5377 10.2877
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575086 -319743 -575734 523516 156646 475508
Evaluation Data
{
    "trading_pair": "INJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7244,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1603238400000,
    "first_datapoint_time": 1606478400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759690456344,
    "expiration_time": 1764381312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 151,
            "offset": 0,
            "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": [
        [
            -403092.0062983998,
            48354.3260540722,
            -451446.3323524721,
            6426609.071450109,
            1959049.912164992,
            4467559.159285114
        ],
        [
            -403.092006,
            48.354326,
            -451.446332,
            6426.609071,
            1959.049912,
            4467.559159
        ],
        [
            -0.22258,
            0.0267,
            -0.24928,
            0.230994,
            0.167165,
            0.211242
        ],
        [
            1085.019564,
            1085.019564,
            1085.019564,
            1085.019564,
            1085.019564,
            1085.019564
        ],
        [
            -746814,
            -84828,
            -718546,
            -2715296,
            -1966975,
            -2483896
        ],
        [
            0.576049,
            1.344267,
            0.442895,
            2.126276,
            1.733594,
            2.471729
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            71,
            33,
            38,
            71,
            32,
            39
        ],
        [
            20,
            13,
            7,
            20,
            14,
            6
        ],
        [
            78.021978,
            71.73913,
            84.444444,
            78.021978,
            69.565217,
            86.666667
        ],
        [
            0.162267,
            0.52956,
            0.081586,
            0.598951,
            0.758447,
            0.380266
        ],
        [
            35499,
            23241,
            35499,
            973416,
            855835,
            973416
        ],
        [
            -411586,
            -36869,
            -411586,
            -1498881,
            -1325768,
            -1498881
        ],
        [
            69,
            15,
            125,
            69,
            15,
            125
        ],
        [
            27,
            6,
            45,
            40,
            6,
            67
        ],
        [
            221,
            40,
            556,
            175,
            37,
            498
        ],
        [
            6358,
            726,
            5632,
            6358,
            726,
            5632
        ],
        [
            10.287689,
            177.537689,
            10.287689,
            10.287689,
            177.537689,
            10.287689
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575086,
            -319743,
            -575734,
            523516,
            156646,
            475508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "INJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7244,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1603238400000,
    "first_datapoint_time": 1606478400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759690456344,
    "expiration_time": 1764381312000,
    "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": 151,
            "offset": 0,
            "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)