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Trade: VET/USDT/15/VWAP/KCB/4164

Strategy
VET/USDT/15/VWAP/KCB/4164
Pair
VET_USDT
Interval
15m
Score
394031
Daily Profit
0.305911
Profit Factor
1.334892
Profitability
69.312169
Streak
10.724883
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 20:23
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 79665.4236 19466.5618 60198.8618 82338.195 18621.2275 63716.9674
Total P&L (%) 79.6654 19.4666 60.1989 82.3382 18.6212 63.717
Avg Daily Profit (%) 0.3059 0.0748 0.2312 0.2309 0.0656 0.1895
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36447 -24063 -36647 -70500 -36852 -73748
Profit Factor 1.3349 1.1428 1.5928 1.1932 1.0783 1.3385
Total Trades 189 94 95 189 94 95
Winning Trades 131 61 70 131 61 70
Losing Trades 58 33 25 58 33 25
Profitability (%) 69.3122 64.8936 73.6842 69.3122 64.8936 73.6842
Ratio Avg Win / Avg Loss 0.591 0.6182 0.5688 0.5283 0.5833 0.478
Largest Winning Trade 9546 8441 9546 16825 16825 11233
Largest Losing Trade -23835 -11659 -23835 -46164 -24663 -46164
Avg Bars in Trades 127 129 125 127 129 125
Avg Bars in Winners 84 72 95 84 72 95
Avg Bars in Losers 223 234 209 223 234 209
Bars Traded 24096 12158 11938 24096 12158 11938
Profit Streak 10.7249 10.7249 13.2457 10.7249 10.7249 13.2457
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394031 -163463 383681 73349 -247191 323356
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736398800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758993829872,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "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": [
        [
            79665.42355418,
            19466.5617687317,
            60198.8617854482,
            82338.194975098,
            18621.2275497208,
            63716.9674253772
        ],
        [
            79.665424,
            19.466562,
            60.198862,
            82.338195,
            18.621228,
            63.716967
        ],
        [
            0.305911,
            0.074751,
            0.231161,
            0.230929,
            0.065595,
            0.189477
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36447,
            -24063,
            -36647,
            -70500,
            -36852,
            -73748
        ],
        [
            1.334892,
            1.142793,
            1.592762,
            1.193234,
            1.078287,
            1.338476
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            131,
            61,
            70,
            131,
            61,
            70
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            69.312169,
            64.893617,
            73.684211,
            69.312169,
            64.893617,
            73.684211
        ],
        [
            0.591021,
            0.618232,
            0.568844,
            0.528302,
            0.583335,
            0.478027
        ],
        [
            9546,
            8441,
            9546,
            16825,
            16825,
            11233
        ],
        [
            -23835,
            -11659,
            -23835,
            -46164,
            -24663,
            -46164
        ],
        [
            127,
            129,
            125,
            127,
            129,
            125
        ],
        [
            84,
            72,
            95,
            84,
            72,
            95
        ],
        [
            223,
            234,
            209,
            223,
            234,
            209
        ],
        [
            24096,
            12158,
            11938,
            24096,
            12158,
            11938
        ],
        [
            10.724883,
            10.724883,
            13.245716,
            10.724883,
            10.724883,
            13.245716
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394031,
            -163463,
            383681,
            73349,
            -247191,
            323356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736398800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758993829872,
    "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": "kcb",
        "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)