← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: OCEAN/USDT/120/VWAP/KCU/4199

Strategy
OCEAN/USDT/120/VWAP/KCU/4199
Pair
OCEAN_USDT
Interval
2h
Score
430563
Daily Profit
0.233590
Profit Factor
1.609889
Profitability
72.670807
Streak
0.000000
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-10-08 22:16
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329672.591 295863.9891 33808.6019 311527.1847 283542.0948 27985.09
Total P&L (%) 329.6726 295.864 33.8086 311.5272 283.5421 27.9851
Avg Daily Profit (%) 0.2336 0.2096 0.024 0.1003 0.0953 0.0175
Buy And Hold Return (%) 27.8555 27.8555 27.8555 27.8555 27.8555 27.8555
Max Trade Drawdown -100930 -126091 -90377 -658835 -809385 -480766
Profit Factor 1.6099 1.8749 1.167 1.1103 1.1486 1.0305
Total Trades 161 80 81 161 80 81
Winning Trades 117 64 53 117 64 53
Losing Trades 44 16 28 44 16 28
Profitability (%) 72.6708 80 65.4321 72.6708 80 65.4321
Ratio Avg Win / Avg Loss 0.6054 0.4687 0.6166 0.4175 0.2871 0.5444
Largest Winning Trade 27894 27894 15714 135514 135514 98857
Largest Losing Trade -71815 -71815 -52490 -492050 -492050 -318422
Avg Bars in Trades 97 175 20 97 175 20
Avg Bars in Winners 30 48 9 30 48 9
Avg Bars in Losers 273 682 40 273 682 40
Bars Traded 15661 14015 1646 15661 14015 1646
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430563 -6806 -308003 -156213 -139779 -531857
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599163200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759950985999,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            329672.5910494471,
            295863.9891232661,
            33808.601926181,
            311527.1847499815,
            283542.0947909887,
            27985.0899589929
        ],
        [
            329.672591,
            295.863989,
            33.808602,
            311.527185,
            283.542095,
            27.98509
        ],
        [
            0.23359,
            0.209635,
            0.023955,
            0.100289,
            0.095294,
            0.017485
        ],
        [
            27.855502,
            27.855502,
            27.855502,
            27.855502,
            27.855502,
            27.855502
        ],
        [
            -100930,
            -126091,
            -90377,
            -658835,
            -809385,
            -480766
        ],
        [
            1.609889,
            1.874945,
            1.167044,
            1.11026,
            1.148594,
            1.030511
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            117,
            64,
            53,
            117,
            64,
            53
        ],
        [
            44,
            16,
            28,
            44,
            16,
            28
        ],
        [
            72.670807,
            80,
            65.432099,
            72.670807,
            80,
            65.432099
        ],
        [
            0.605428,
            0.468736,
            0.616552,
            0.417534,
            0.287148,
            0.544421
        ],
        [
            27894,
            27894,
            15714,
            135514,
            135514,
            98857
        ],
        [
            -71815,
            -71815,
            -52490,
            -492050,
            -492050,
            -318422
        ],
        [
            97,
            175,
            20,
            97,
            175,
            20
        ],
        [
            30,
            48,
            9,
            30,
            48,
            9
        ],
        [
            273,
            682,
            40,
            273,
            682,
            40
        ],
        [
            15661,
            14015,
            1646,
            15661,
            14015,
            1646
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430563,
            -6806,
            -308003,
            -156213,
            -139779,
            -531857
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599163200000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759950985999,
    "expiration_time": 1724189011200,
    "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": 187,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)