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Trade: LPT/USDT/60/VWAP/KCU/7966

Strategy
LPT/USDT/60/VWAP/KCU/7966
Pair
LPT_USDT
Interval
1h
Score
372429
Daily Profit
0.171739
Profit Factor
1.342248
Profitability
72.340426
Streak
52.113059
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 05:42
Expiration Time
2025-12-14 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 122646.017 178895.5622 -56249.5453 -110788.1418 78321.8485 -189109.9903
Total P&L (%) 122.646 178.8956 -56.2495 -110.7881 78.3218 -189.11
Avg Daily Profit (%) 0.1177 0.1717 -0.054 0 0.0555 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119580 -123307 -137610 -227123 -69044 -232799
Profit Factor 1.1393 1.3422 0.8427 0.8354 1.2481 0.471
Total Trades 283 141 142 283 141 142
Winning Trades 201 102 99 131 69 62
Losing Trades 82 39 43 152 72 80
Profitability (%) 71.0247 72.3404 69.7183 46.2898 48.9362 43.662
Ratio Avg Win / Avg Loss 0.4648 0.5132 0.366 0.9694 1.3024 0.6078
Largest Winning Trade 29375 29375 14200 26919 26919 17666
Largest Losing Trade -105329 -48539 -105329 -180821 -69044 -180821
Avg Bars in Trades 81 146 17 81 146 17
Avg Bars in Winners 38 65 11 102 177 18
Avg Bars in Losers 187 357 32 64 115 17
Bars Traded 23111 20596 2515 23111 20596 2515
Profit Streak 0 52.1131 0 33.8631 0 33.9881
Trades During Streak 0 6 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100536 372429 -578122 -580199 -119575 -582601
Evaluation Data
{
    "trading_pair": "LPT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669197600000,
    "first_datapoint_time": 1669543200000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759200168310,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            122646.0169824566,
            178895.5622458118,
            -56249.5452633552,
            -110788.141767999,
            78321.8484933176,
            -189109.9902613167
        ],
        [
            122.646017,
            178.895562,
            -56.249545,
            -110.788142,
            78.321848,
            -189.10999
        ],
        [
            0.11774,
            0.171739,
            -0.053999,
            0,
            0.055544,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119580,
            -123307,
            -137610,
            -227123,
            -69044,
            -232799
        ],
        [
            1.139338,
            1.342248,
            0.842657,
            0.835428,
            1.248102,
            0.471032
        ],
        [
            283,
            141,
            142,
            283,
            141,
            142
        ],
        [
            201,
            102,
            99,
            131,
            69,
            62
        ],
        [
            82,
            39,
            43,
            152,
            72,
            80
        ],
        [
            71.024735,
            72.340426,
            69.71831,
            46.289753,
            48.93617,
            43.661972
        ],
        [
            0.464805,
            0.513212,
            0.366003,
            0.969352,
            1.302368,
            0.607784
        ],
        [
            29375,
            29375,
            14200,
            26919,
            26919,
            17666
        ],
        [
            -105329,
            -48539,
            -105329,
            -180821,
            -69044,
            -180821
        ],
        [
            81,
            146,
            17,
            81,
            146,
            17
        ],
        [
            38,
            65,
            11,
            102,
            177,
            18
        ],
        [
            187,
            357,
            32,
            64,
            115,
            17
        ],
        [
            23111,
            20596,
            2515,
            23111,
            20596,
            2515
        ],
        [
            0,
            52.113059,
            0,
            33.863059,
            0,
            33.988059
        ],
        [
            0,
            6,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100536,
            372429,
            -578122,
            -580199,
            -119575,
            -582601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LPT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669197600000,
    "first_datapoint_time": 1669543200000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759200168310,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)