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Trade: ATOM/USDT/120/KCL/VWMA/2258

Strategy
ATOM/USDT/120/KCL/VWMA/2258
Pair
ATOM_USDT
Interval
2h
Score
450595
Daily Profit
0.185915
Profit Factor
1.437259
Profitability
73.228346
Streak
76.189221
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-07 19:32
Expiration Time
2025-12-21 17:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387214.9232 328087.747 59127.1762 101916.2901 239302.1077 -137385.8176
Total P&L (%) 387.2149 328.0877 59.1272 101.9163 239.3021 -137.3858
Avg Daily Profit (%) 0.1859 0.1575 0.0284 0.0337 0.0587 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112731 -93923 -82090 -552486 -594881 -498197
Profit Factor 1.4373 1.6374 1.1595 1.0275 1.1092 0.9095
Total Trades 254 127 127 254 127 127
Winning Trades 186 93 93 186 93 93
Losing Trades 68 34 34 68 34 34
Profitability (%) 73.2283 73.2283 73.2283 73.2283 73.2283 73.2283
Ratio Avg Win / Avg Loss 0.5254 0.5986 0.4239 0.3756 0.4055 0.3325
Largest Winning Trade 71580 71580 17914 187049 187049 68494
Largest Losing Trade -72009 -72009 -69884 -455511 -387410 -455511
Avg Bars in Trades 96 156 36 96 156 36
Avg Bars in Winners 49 69 29 49 69 29
Avg Bars in Losers 224 392 56 224 392 56
Bars Traded 24470 19853 4617 24470 19853 4617
Profit Streak 76.1892 95.8559 76.1892 76.1892 95.8559 76.1892
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450595 433854 -198436 -334028 -212141 -576741
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581523200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759854748738,
    "expiration_time": 1766330985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    }
}
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": [
        [
            387214.9232197725,
            328087.7469992853,
            59127.1762204868,
            101916.2901058829,
            239302.1077355048,
            -137385.817629622
        ],
        [
            387.214923,
            328.087747,
            59.127176,
            101.91629,
            239.302108,
            -137.385818
        ],
        [
            0.185915,
            0.157526,
            0.028389,
            0.033744,
            0.058676,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112731,
            -93923,
            -82090,
            -552486,
            -594881,
            -498197
        ],
        [
            1.437259,
            1.637381,
            1.159455,
            1.027473,
            1.10923,
            0.909546
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            73.228346,
            73.228346,
            73.228346,
            73.228346,
            73.228346,
            73.228346
        ],
        [
            0.525449,
            0.598612,
            0.423887,
            0.375635,
            0.405525,
            0.332522
        ],
        [
            71580,
            71580,
            17914,
            187049,
            187049,
            68494
        ],
        [
            -72009,
            -72009,
            -69884,
            -455511,
            -387410,
            -455511
        ],
        [
            96,
            156,
            36,
            96,
            156,
            36
        ],
        [
            49,
            69,
            29,
            49,
            69,
            29
        ],
        [
            224,
            392,
            56,
            224,
            392,
            56
        ],
        [
            24470,
            19853,
            4617,
            24470,
            19853,
            4617
        ],
        [
            76.189221,
            95.855888,
            76.189221,
            76.189221,
            95.855888,
            76.189221
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450595,
            433854,
            -198436,
            -334028,
            -212141,
            -576741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579838400000,
    "first_datapoint_time": 1581523200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759854748738,
    "expiration_time": 1766330985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    }
}

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)