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Trade: ALGO/USDT/720/VWAP/KCB/9655

Strategy
ALGO/USDT/720/VWAP/KCB/9655
Pair
ALGO_USDT
Interval
12h
Score
373286
Daily Profit
0.169555
Profit Factor
1.362456
Profitability
51.968504
Streak
7.306935
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 22:21
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387772.3112 349614.8968 38157.4144 26576.3113 111224.998 -84648.6867
Total P&L (%) 387.7723 349.6149 38.1574 26.5763 111.225 -84.6487
Avg Daily Profit (%) 0.1696 0.1529 0.0167 0.0103 0.0327 -0.0819
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157156 -179362 -107897 -773907 -722106 -340478
Profit Factor 1.3625 1.6382 1.0731 1.0091 1.0746 0.9413
Total Trades 254 127 127 254 127 127
Winning Trades 132 61 71 132 61 71
Losing Trades 122 66 56 122 66 56
Profitability (%) 51.9685 48.0315 55.9055 51.9685 48.0315 55.9055
Ratio Avg Win / Avg Loss 1.2592 1.7725 0.8464 0.9326 1.1627 0.7424
Largest Winning Trade 161473 161473 38548 422456 422456 156827
Largest Losing Trade -47646 -47646 -38748 -235456 -171343 -235456
Avg Bars in Trades 17 20 14 17 20 14
Avg Bars in Winners 20 23 16 20 23 16
Avg Bars in Losers 14 16 11 14 16 11
Bars Traded 4419 2563 1856 4419 2563 1856
Profit Streak 7.3069 20.3069 0 7.3069 20.3069 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373286 366114 -313915 -392161 -287782 -579951

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566216000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914519209,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 61
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            387772.3111910425,
            349614.8968359669,
            38157.4143550757,
            26576.3113006416,
            111224.9980134355,
            -84648.6867127936
        ],
        [
            387.772311,
            349.614897,
            38.157414,
            26.576311,
            111.224998,
            -84.648687
        ],
        [
            0.169555,
            0.152871,
            0.016684,
            0.010306,
            0.032701,
            -0.081906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157156,
            -179362,
            -107897,
            -773907,
            -722106,
            -340478
        ],
        [
            1.362456,
            1.638236,
            1.07309,
            1.009064,
            1.074637,
            0.941288
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            132,
            61,
            71,
            132,
            61,
            71
        ],
        [
            122,
            66,
            56,
            122,
            66,
            56
        ],
        [
            51.968504,
            48.031496,
            55.905512,
            51.968504,
            48.031496,
            55.905512
        ],
        [
            1.25924,
            1.772517,
            0.846381,
            0.93262,
            1.162722,
            0.742424
        ],
        [
            161473,
            161473,
            38548,
            422456,
            422456,
            156827
        ],
        [
            -47646,
            -47646,
            -38748,
            -235456,
            -171343,
            -235456
        ],
        [
            17,
            20,
            14,
            17,
            20,
            14
        ],
        [
            20,
            23,
            16,
            20,
            23,
            16
        ],
        [
            14,
            16,
            11,
            14,
            16,
            11
        ],
        [
            4419,
            2563,
            1856,
            4419,
            2563,
            1856
        ],
        [
            7.306935,
            20.306935,
            0,
            7.306935,
            20.306935,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373286,
            366114,
            -313915,
            -392161,
            -287782,
            -579951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566216000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914519209,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 61
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)