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Trade: NEAR/USDT/360/VWAP/KCL/6642

Strategy
NEAR/USDT/360/VWAP/KCL/6642
Pair
NEAR_USDT
Interval
6h
Score
503736
Daily Profit
0.229037
Profit Factor
2.341585
Profitability
48.800000
Streak
164.300755
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-09-30 22:13
Expiration Time
2025-11-24 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -471926.9162 22211.0169 -494137.9331 6228724.6491 1077644.2194 5151080.4296
Total P&L (%) -471.9269 22.211 -494.1379 6228.7246 1077.6442 5151.0804
Avg Daily Profit (%) -0.2603 0.0123 -0.2726 0.229 0.1361 0.2187
Buy And Hold Return (%) 115.7763 115.7763 115.7763 115.7763 115.7763 115.7763
Max Trade Drawdown -732862 -108087 -688928 -1242914 -786620 -1240183
Profit Factor 0.5581 1.1206 0.4409 2.3416 1.4378 3.3612
Total Trades 125 63 62 125 63 62
Winning Trades 95 42 53 61 30 31
Losing Trades 30 21 9 64 33 31
Profitability (%) 76 66.6667 85.4839 48.8 47.619 50
Ratio Avg Win / Avg Loss 0.1762 0.5603 0.0749 2.4567 1.5816 3.3612
Largest Winning Trade 30669 17421 30669 2245802 498037 2245802
Largest Losing Trade -496492 -53580 -496492 -848881 -634797 -848881
Avg Bars in Trades 47 20 75 47 20 75
Avg Bars in Winners 23 6 36 56 25 86
Avg Bars in Losers 124 46 306 39 14 65
Bars Traded 5976 1266 4710 5976 1266 4710
Profit Streak 164.3008 164.3008 284.5508 164.3008 164.3008 284.5508
Trades During Streak 4 2 11 4 2 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575415 -575040 -729019 503736 -155226 -138038
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606219200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759259585278,
    "expiration_time": 1763954496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 167,
            "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": [
        [
            -471926.9162044745,
            22211.016938813,
            -494137.9331432874,
            6228724.6490616845,
            1077644.2194413843,
            5151080.4296202995
        ],
        [
            -471.926916,
            22.211017,
            -494.137933,
            6228.724649,
            1077.644219,
            5151.08043
        ],
        [
            -0.260302,
            0.012251,
            -0.272553,
            0.229037,
            0.136116,
            0.218718
        ],
        [
            115.776294,
            115.776294,
            115.776294,
            115.776294,
            115.776294,
            115.776294
        ],
        [
            -732862,
            -108087,
            -688928,
            -1242914,
            -786620,
            -1240183
        ],
        [
            0.558088,
            1.120617,
            0.440878,
            2.341585,
            1.437839,
            3.361222
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            95,
            42,
            53,
            61,
            30,
            31
        ],
        [
            30,
            21,
            9,
            64,
            33,
            31
        ],
        [
            76,
            66.666667,
            85.483871,
            48.8,
            47.619048,
            50
        ],
        [
            0.176238,
            0.560308,
            0.074866,
            2.456745,
            1.581623,
            3.361222
        ],
        [
            30669,
            17421,
            30669,
            2245802,
            498037,
            2245802
        ],
        [
            -496492,
            -53580,
            -496492,
            -848881,
            -634797,
            -848881
        ],
        [
            47,
            20,
            75,
            47,
            20,
            75
        ],
        [
            23,
            6,
            36,
            56,
            25,
            86
        ],
        [
            124,
            46,
            306,
            39,
            14,
            65
        ],
        [
            5976,
            1266,
            4710,
            5976,
            1266,
            4710
        ],
        [
            164.300755,
            164.300755,
            284.550755,
            164.300755,
            164.300756,
            284.550755
        ],
        [
            4,
            2,
            11,
            4,
            2,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575415,
            -575040,
            -729019,
            503736,
            -155226,
            -138038
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606219200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759259585278,
    "expiration_time": 1763954496000,
    "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": 167,
            "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)