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Trade: OP/USDT/15/VWAP/KCL/1173

Strategy
OP/USDT/15/VWAP/KCL/1173
Pair
OP_USDT
Interval
15m
Score
326976
Daily Profit
0.234402
Profit Factor
1.491899
Profitability
71.428571
Streak
6.080078
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 04:55
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 51320.3489 -9722.6342 61042.9831 31801.2729 -27810.3105 59611.5833
Total P&L (%) 51.3203 -9.7226 61.043 31.8013 -27.8103 59.6116
Avg Daily Profit (%) 0.1971 -0.0373 0.2344 0.1061 -0.1251 0.1797
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48815 -24829 -39835 -118069 -51331 -101201
Profit Factor 1.2567 0.8718 1.4919 1.0839 0.7936 1.244
Total Trades 98 49 49 98 49 49
Winning Trades 68 33 35 68 33 35
Losing Trades 30 16 14 30 16 14
Profitability (%) 69.3878 67.3469 71.4286 69.3878 67.3469 71.4286
Ratio Avg Win / Avg Loss 0.5544 0.4227 0.5968 0.4782 0.3848 0.4976
Largest Winning Trade 10933 9994 10933 20121 14760 20121
Largest Losing Trade -28773 -12554 -28773 -56559 -27441 -56559
Avg Bars in Trades 252 46 458 252 46 458
Avg Bars in Winners 154 23 277 154 23 277
Avg Bars in Losers 474 93 909 474 93 909
Bars Traded 24724 2274 22450 24724 2274 22450
Profit Streak 4.1634 4.1634 6.0801 4.1634 4.1634 6.0801
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 235933 -579896 326976 -182168 -579896 252167
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736432100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759024518762,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 228,
            "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": [
        [
            51320.3488509785,
            -9722.6342297415,
            61042.9830807199,
            31801.2728874022,
            -27810.3104544176,
            59611.5833418198
        ],
        [
            51.320349,
            -9.722634,
            61.042983,
            31.801273,
            -27.81031,
            59.611583
        ],
        [
            0.197068,
            -0.037334,
            0.234402,
            0.106087,
            -0.125055,
            0.179707
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48815,
            -24829,
            -39835,
            -118069,
            -51331,
            -101201
        ],
        [
            1.256654,
            0.87184,
            1.491899,
            1.083893,
            0.793581,
            1.243967
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            69.387755,
            67.346939,
            71.428571,
            69.387755,
            67.346939,
            71.428571
        ],
        [
            0.554406,
            0.42271,
            0.59676,
            0.478188,
            0.384766,
            0.497587
        ],
        [
            10933,
            9994,
            10933,
            20121,
            14760,
            20121
        ],
        [
            -28773,
            -12554,
            -28773,
            -56559,
            -27441,
            -56559
        ],
        [
            252,
            46,
            458,
            252,
            46,
            458
        ],
        [
            154,
            23,
            277,
            154,
            23,
            277
        ],
        [
            474,
            93,
            909,
            474,
            93,
            909
        ],
        [
            24724,
            2274,
            22450,
            24724,
            2274,
            22450
        ],
        [
            4.163411,
            4.163412,
            6.080078,
            4.163412,
            4.163412,
            6.080078
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            235933,
            -579896,
            326976,
            -182168,
            -579896,
            252167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736432100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759024518762,
    "expiration_time": 1765206900000,
    "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": 228,
            "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)