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Trade: VET/USDT/15/VWAP/KCB/7053

Strategy
VET/USDT/15/VWAP/KCB/7053
Pair
VET_USDT
Interval
15m
Score
461095
Daily Profit
0.287154
Profit Factor
1.885775
Profitability
77.173913
Streak
15.401501
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 00:08
Expiration Time
2025-12-13 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82257.8505 7477.1999 74780.6506 89839.7732 5262.4082 84577.365
Total P&L (%) 82.2579 7.4772 74.7807 89.8398 5.2624 84.5774
Avg Daily Profit (%) 0.3159 0.0287 0.2872 0.2464 0.0197 0.2356
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31638 -25499 -30703 -66730 -34377 -64307
Profit Factor 1.3566 1.0511 1.8858 1.2046 1.02 1.4791
Total Trades 185 93 92 185 93 92
Winning Trades 133 62 71 133 62 71
Losing Trades 52 31 21 52 31 21
Profitability (%) 71.8919 66.6667 77.1739 71.8919 66.6667 77.1739
Ratio Avg Win / Avg Loss 0.5304 0.5256 0.5578 0.471 0.51 0.4375
Largest Winning Trade 9546 8441 9546 15934 15934 10628
Largest Losing Trade -23835 -11894 -23835 -49245 -23632 -49245
Avg Bars in Trades 131 137 125 131 137 125
Avg Bars in Winners 79 67 89 79 67 89
Avg Bars in Losers 264 275 247 264 275 247
Bars Traded 24318 12752 11566 24318 12752 11566
Profit Streak 2.8807 2.8807 15.4015 2.8807 2.8807 15.4015
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323704 -486790 461095 268910 -532997 398792
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736680500000,
    "first_datapoint_time": 1736841600000,
    "last_datapoint_time": 1759179600000,
    "evaluation_time": 1759180089724,
    "expiration_time": 1765659600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 180,
            "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": [
        [
            82257.850508724,
            7477.199870535,
            74780.6506381888,
            89839.773227907,
            5262.4082277973,
            84577.3650001097
        ],
        [
            82.257851,
            7.4772,
            74.780651,
            89.839773,
            5.262408,
            84.577365
        ],
        [
            0.315866,
            0.028712,
            0.287154,
            0.246448,
            0.019696,
            0.235627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31638,
            -25499,
            -30703,
            -66730,
            -34377,
            -64307
        ],
        [
            1.356558,
            1.051117,
            1.885775,
            1.204585,
            1.020039,
            1.479115
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            133,
            62,
            71,
            133,
            62,
            71
        ],
        [
            52,
            31,
            21,
            52,
            31,
            21
        ],
        [
            71.891892,
            66.666667,
            77.173913,
            71.891892,
            66.666667,
            77.173913
        ],
        [
            0.530384,
            0.525559,
            0.557764,
            0.470965,
            0.51002,
            0.437485
        ],
        [
            9546,
            8441,
            9546,
            15934,
            15934,
            10628
        ],
        [
            -23835,
            -11894,
            -23835,
            -49245,
            -23632,
            -49245
        ],
        [
            131,
            137,
            125,
            131,
            137,
            125
        ],
        [
            79,
            67,
            89,
            79,
            67,
            89
        ],
        [
            264,
            275,
            247,
            264,
            275,
            247
        ],
        [
            24318,
            12752,
            11566,
            24318,
            12752,
            11566
        ],
        [
            2.880668,
            2.880668,
            15.401501,
            2.880668,
            2.880668,
            15.401501
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323704,
            -486790,
            461095,
            268910,
            -532997,
            398792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736680500000,
    "first_datapoint_time": 1736841600000,
    "last_datapoint_time": 1759179600000,
    "evaluation_time": 1759180089724,
    "expiration_time": 1765659600000,
    "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": 180,
            "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)