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Trade: ONE/USDT/120/KCU/VWMA/2201

Strategy
ONE/USDT/120/KCU/VWMA/2201
Pair
ONE_USDT
Interval
2h
Score
328416
Daily Profit
0.203811
Profit Factor
1.391304
Profitability
46.012270
Streak
21.071029
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 18:42
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3725089.0181 -141995.05 -3583093.9681 -94801.9815 6841029.046 -6935831.0275
Total P&L (%) -3725.089 -141.9951 -3583.094 -94.802 6841.029 -6935.831
Avg Daily Profit (%) -1.7888 -0.0682 -1.7206 -0.1419 0.2038 0
Buy And Hold Return (%) 86.5234 86.5234 86.5234 86.5234 86.5234 86.5234
Max Trade Drawdown -3831611 -230337 -3692248 -46542409 -11270365 -37847331
Profit Factor 0.2567 0.7847 0.1766 0.9984 1.3913 0.8315
Total Trades 326 163 163 326 163 163
Winning Trades 199 94 105 159 75 84
Losing Trades 127 69 58 167 88 79
Profitability (%) 61.0429 57.6687 64.4172 48.773 46.0123 51.5337
Ratio Avg Win / Avg Loss 0.1638 0.576 0.0976 1.0486 1.6325 0.782
Largest Winning Trade 41390 35729 41390 8855745 5569732 8855745
Largest Losing Trade -3144166 -41002 -3144166 -26455906 -9452577 -26455906
Avg Bars in Trades 75 36 114 75 36 114
Avg Bars in Winners 52 24 77 72 30 110
Avg Bars in Losers 110 51 181 77 41 117
Bars Traded 24485 5885 18600 24485 5885 18600
Profit Streak 20.7377 21.071 20.7377 20.7377 21.071 20.7377
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576584 -578933 -578057 -576826 328416 -579727

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901336877,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    }
}
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": [
        [
            -3725089.018065502,
            -141995.0499696782,
            -3583093.9680958227,
            -94801.9815377058,
            6841029.045968292,
            -6935831.027506015
        ],
        [
            -3725.089018,
            -141.99505,
            -3583.093968,
            -94.801982,
            6841.029046,
            -6935.831028
        ],
        [
            -1.788758,
            -0.068185,
            -1.720573,
            -0.141887,
            0.203811,
            0
        ],
        [
            86.523437,
            86.523437,
            86.523437,
            86.523437,
            86.523437,
            86.523437
        ],
        [
            -3831611,
            -230337,
            -3692248,
            -46542409,
            -11270365,
            -37847331
        ],
        [
            0.256663,
            0.784739,
            0.176615,
            0.998383,
            1.391304,
            0.831479
        ],
        [
            326,
            163,
            163,
            326,
            163,
            163
        ],
        [
            199,
            94,
            105,
            159,
            75,
            84
        ],
        [
            127,
            69,
            58,
            167,
            88,
            79
        ],
        [
            61.042945,
            57.668712,
            64.417178,
            48.773006,
            46.01227,
            51.533742
        ],
        [
            0.1638,
            0.576032,
            0.097559,
            1.048616,
            1.632463,
            0.781986
        ],
        [
            41390,
            35729,
            41390,
            8855745,
            5569732,
            8855745
        ],
        [
            -3144166,
            -41002,
            -3144166,
            -26455906,
            -9452577,
            -26455906
        ],
        [
            75,
            36,
            114,
            75,
            36,
            114
        ],
        [
            52,
            24,
            77,
            72,
            30,
            110
        ],
        [
            110,
            51,
            181,
            77,
            41,
            117
        ],
        [
            24485,
            5885,
            18600,
            24485,
            5885,
            18600
        ],
        [
            20.737695,
            21.071029,
            20.737695,
            20.737695,
            21.071029,
            20.737695
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576584,
            -578933,
            -578057,
            -576826,
            328416,
            -579727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901336877,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    }
}

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)