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Trade: OP/USDT/15/VWAP/KCL/8497

Strategy
OP/USDT/15/VWAP/KCL/8497
Pair
OP_USDT
Interval
15m
Score
413305
Daily Profit
0.353724
Profit Factor
1.427579
Profitability
72.727273
Streak
4.507169
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 04:25
Expiration Time
2025-12-14 03:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92116.6849 10257.6855 81858.9994 93797.9188 7017.197 86780.7218
Total P&L (%) 92.1167 10.2577 81.859 93.7979 7.0172 86.7807
Avg Daily Profit (%) 0.3537 0.0394 0.3143 0.2544 0.026 0.2402
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36352 -16712 -41207 -111261 -41244 -106623
Profit Factor 1.4276 1.1277 1.6059 1.1874 1.0414 1.2621
Total Trades 121 61 60 121 61 60
Winning Trades 88 44 44 88 44 44
Losing Trades 33 17 16 33 17 16
Profitability (%) 72.7273 72.1311 73.3333 72.7273 72.1311 73.3333
Ratio Avg Win / Avg Loss 0.5353 0.4357 0.584 0.4453 0.4024 0.459
Largest Winning Trade 13773 9994 13773 25142 14887 25142
Largest Losing Trade -28773 -12554 -28773 -73473 -28309 -73473
Avg Bars in Trades 197 43 354 197 43 354
Avg Bars in Winners 117 22 213 117 22 213
Avg Bars in Losers 411 99 743 411 99 743
Bars Traded 23938 2676 21262 23938 2676 21262
Profit Streak 4.5072 4.5072 8.0593 4.5072 4.5072 8.0593
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413305 -539287 -157087 -4572 -659963 -159797
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736695800000,
    "first_datapoint_time": 1736866800000,
    "last_datapoint_time": 1759194900000,
    "evaluation_time": 1759195519385,
    "expiration_time": 1765674900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 191,
            "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": [
        [
            92116.6848824214,
            10257.6854503963,
            81858.9994320252,
            93797.9188028106,
            7017.1970312462,
            86780.7217715644
        ],
        [
            92.116685,
            10.257685,
            81.858999,
            93.797919,
            7.017197,
            86.780722
        ],
        [
            0.353724,
            0.039389,
            0.314335,
            0.254392,
            0.026046,
            0.240195
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36352,
            -16712,
            -41207,
            -111261,
            -41244,
            -106623
        ],
        [
            1.427579,
            1.127676,
            1.605933,
            1.187442,
            1.041432,
            1.262142
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            72.727273,
            72.131148,
            73.333333,
            72.727273,
            72.131148,
            73.333333
        ],
        [
            0.535342,
            0.435693,
            0.583976,
            0.445291,
            0.402372,
            0.458961
        ],
        [
            13773,
            9994,
            13773,
            25142,
            14887,
            25142
        ],
        [
            -28773,
            -12554,
            -28773,
            -73473,
            -28309,
            -73473
        ],
        [
            197,
            43,
            354,
            197,
            43,
            354
        ],
        [
            117,
            22,
            213,
            117,
            22,
            213
        ],
        [
            411,
            99,
            743,
            411,
            99,
            743
        ],
        [
            23938,
            2676,
            21262,
            23938,
            2676,
            21262
        ],
        [
            4.507169,
            4.507169,
            8.059252,
            4.507169,
            4.507169,
            8.059252
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413305,
            -539287,
            -157087,
            -4572,
            -659963,
            -159797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736695800000,
    "first_datapoint_time": 1736866800000,
    "last_datapoint_time": 1759194900000,
    "evaluation_time": 1759195519385,
    "expiration_time": 1765674900000,
    "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": 191,
            "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)