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Trade: ALGO/USDT/60/VWMA/KCB/6371

Strategy
ALGO/USDT/60/VWMA/KCB/6371
Pair
ALGO_USDT
Interval
1h
Score
351050
Daily Profit
0.357868
Profit Factor
1.694909
Profitability
38.787879
Streak
18.937171
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 12:29
Expiration Time
2025-12-22 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372780.0229 308551.3365 64228.6865 371315.1189 193595.3501 177719.7688
Total P&L (%) 372.78 308.5513 64.2287 371.3151 193.5954 177.7198
Avg Daily Profit (%) 0.3579 0.2962 0.0617 0.1489 0.1034 0.0981
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73126 -70019 -54656 -264095 -270236 -88855
Profit Factor 1.6949 2.0639 1.2606 1.3015 1.2545 1.3775
Total Trades 165 83 82 165 83 82
Winning Trades 64 27 37 64 27 37
Losing Trades 101 56 45 101 56 45
Profitability (%) 38.7879 32.5301 45.122 38.7879 32.5301 45.122
Ratio Avg Win / Avg Loss 2.6748 4.2808 1.5332 2.054 2.602 1.6753
Largest Winning Trade 265381 265381 24689 363512 363512 65078
Largest Losing Trade -20574 -20574 -16666 -123440 -123440 -81743
Avg Bars in Trades 147 133 161 147 133 161
Avg Bars in Winners 242 253 235 242 253 235
Avg Bars in Losers 86 75 100 86 75 100
Bars Traded 24282 11074 13209 24282 11074 13209
Profit Streak 18.9372 18.9372 19.3955 18.9372 18.9372 19.3955
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351050 208846 -115821 164196 -60524 -66127
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669914000000,
    "first_datapoint_time": 1670529600000,
    "last_datapoint_time": 1759914000000,
    "evaluation_time": 1759915771579,
    "expiration_time": 1766394000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            372780.0229074457,
            308551.3364543831,
            64228.6864530626,
            371315.1188831545,
            193595.3501096815,
            177719.7687734729
        ],
        [
            372.780023,
            308.551336,
            64.228686,
            371.315119,
            193.59535,
            177.719769
        ],
        [
            0.357868,
            0.296208,
            0.061659,
            0.148945,
            0.103448,
            0.098106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73126,
            -70019,
            -54656,
            -264095,
            -270236,
            -88855
        ],
        [
            1.694909,
            2.063948,
            1.260628,
            1.301543,
            1.254548,
            1.377453
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            64,
            27,
            37,
            64,
            27,
            37
        ],
        [
            101,
            56,
            45,
            101,
            56,
            45
        ],
        [
            38.787879,
            32.53012,
            45.121951,
            38.787879,
            32.53012,
            45.121951
        ],
        [
            2.674778,
            4.280782,
            1.533196,
            2.053997,
            2.602026,
            1.675281
        ],
        [
            265381,
            265381,
            24689,
            363512,
            363512,
            65078
        ],
        [
            -20574,
            -20574,
            -16666,
            -123440,
            -123440,
            -81743
        ],
        [
            147,
            133,
            161,
            147,
            133,
            161
        ],
        [
            242,
            253,
            235,
            242,
            253,
            235
        ],
        [
            86,
            75,
            100,
            86,
            75,
            100
        ],
        [
            24282,
            11074,
            13209,
            24282,
            11074,
            13209
        ],
        [
            18.937171,
            18.937171,
            19.395504,
            18.937171,
            18.937171,
            19.395504
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351050,
            208846,
            -115821,
            164196,
            -60524,
            -66127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669914000000,
    "first_datapoint_time": 1670529600000,
    "last_datapoint_time": 1759914000000,
    "evaluation_time": 1759915771579,
    "expiration_time": 1766394000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)