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Trade: OP/USDT/30/VWAP/KCL/2145

Strategy
OP/USDT/30/VWAP/KCL/2145
Pair
OP_USDT
Interval
30m
Score
306057
Daily Profit
0.171813
Profit Factor
1.353120
Profitability
72.357724
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-07 20:03
Expiration Time
2025-12-21 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88022.1911 -1463.2496 89485.4407 31947.0973 -16596.719 48543.8163
Total P&L (%) 88.0222 -1.4633 89.4854 31.9471 -16.5967 48.5438
Avg Daily Profit (%) 0.169 -0.0028 0.1718 0.0532 -0.0348 0.076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82130 -34582 -69508 -146403 -62458 -137605
Profit Factor 1.208 0.9914 1.3531 1.0434 0.939 1.1046
Total Trades 246 123 123 246 123 123
Winning Trades 169 80 89 169 80 89
Losing Trades 77 43 34 77 43 34
Profitability (%) 68.6992 65.0407 72.3577 68.6992 65.0407 72.3577
Ratio Avg Win / Avg Loss 0.5504 0.5329 0.5169 0.4754 0.5047 0.422
Largest Winning Trade 11424 8095 11424 19767 16380 19767
Largest Losing Trade -49123 -18672 -49123 -88993 -26408 -88993
Avg Bars in Trades 98 42 154 98 42 154
Avg Bars in Winners 56 24 84 56 24 84
Avg Bars in Losers 191 75 338 191 75 338
Bars Traded 24240 5197 19043 24240 5197 19043
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 300719 -579624 306057 -296066 -579624 -197652
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714856400000,
    "first_datapoint_time": 1715162400000,
    "last_datapoint_time": 1759854600000,
    "evaluation_time": 1759856599631,
    "expiration_time": 1766334600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            88022.1910609824,
            -1463.2496224724,
            89485.4406834547,
            31947.097304717,
            -16596.7189549148,
            48543.8162596319
        ],
        [
            88.022191,
            -1.46325,
            89.485441,
            31.947097,
            -16.596719,
            48.543816
        ],
        [
            0.169004,
            -0.002809,
            0.171813,
            0.053243,
            -0.034839,
            0.076006
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82130,
            -34582,
            -69508,
            -146403,
            -62458,
            -137605
        ],
        [
            1.20798,
            0.991383,
            1.35312,
            1.043399,
            0.939016,
            1.104627
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            169,
            80,
            89,
            169,
            80,
            89
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            68.699187,
            65.04065,
            72.357724,
            68.699187,
            65.04065,
            72.357724
        ],
        [
            0.550382,
            0.532868,
            0.516922,
            0.475395,
            0.504721,
            0.421992
        ],
        [
            11424,
            8095,
            11424,
            19767,
            16380,
            19767
        ],
        [
            -49123,
            -18672,
            -49123,
            -88993,
            -26408,
            -88993
        ],
        [
            98,
            42,
            154,
            98,
            42,
            154
        ],
        [
            56,
            24,
            84,
            56,
            24,
            84
        ],
        [
            191,
            75,
            338,
            191,
            75,
            338
        ],
        [
            24240,
            5197,
            19043,
            24240,
            5197,
            19043
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300719,
            -579624,
            306057,
            -296066,
            -579624,
            -197652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714856400000,
    "first_datapoint_time": 1715162400000,
    "last_datapoint_time": 1759854600000,
    "evaluation_time": 1759856599631,
    "expiration_time": 1766334600000,
    "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": 171,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)