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Trade: C98/USDT/240/VWAP/KCL/2474

Strategy
C98/USDT/240/VWAP/KCL/2474
Pair
C98_USDT
Interval
4h
Score
566601
Daily Profit
0.255721
Profit Factor
1.980881
Profitability
83.006536
Streak
101.363628
Best Strategy
Training Data Length
1533.830000
Evaluation Time
2025-10-04 11:43
Expiration Time
2025-11-19 06:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392231.7774 48234.2754 343997.502 -5454701.1756 -62157.1688 -5392544.0068
Total P&L (%) 392.2318 48.2343 343.9975 -5454.7012 -62.1572 -5392.544
Avg Daily Profit (%) 0.2557 0.0314 0.2243 0 -0.0633 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152378 -46243 -148217 -7417083 -952734 -7115729
Profit Factor 1.9809 1.2548 2.6337 0.5027 0.9786 0.3313
Total Trades 153 77 76 153 77 76
Winning Trades 127 57 70 80 41 39
Losing Trades 26 20 6 73 36 37
Profitability (%) 83.0065 74.026 92.1053 52.2876 53.2468 51.3158
Ratio Avg Win / Avg Loss 0.4055 0.4403 0.2257 0.4587 0.8593 0.3143
Largest Winning Trade 27665 24355 27665 517455 517455 432153
Largest Losing Trade -148217 -39410 -148217 -2992732 -267019 -2992732
Avg Bars in Trades 51 25 78 51 25 78
Avg Bars in Winners 30 9 47 49 25 74
Avg Bars in Losers 154 71 432 54 25 82
Bars Traded 7929 1975 5954 7929 1975 5954
Profit Streak 101.3636 101.3636 288.0303 0 0 0
Trades During Streak 4 2 20 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 566601 -191556 -32380 -579679 -622037 -630065
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9203,
    "evaluation_days": 1533.83,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629777600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759567417439,
    "expiration_time": 1763526096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "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": [
        [
            392231.7774004158,
            48234.2753602866,
            343997.502040129,
            -5454701.175615318,
            -62157.1688412817,
            -5392544.006774036
        ],
        [
            392.231777,
            48.234275,
            343.997502,
            -5454.701176,
            -62.157169,
            -5392.544007
        ],
        [
            0.255721,
            0.031447,
            0.224274,
            0,
            -0.063333,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152378,
            -46243,
            -148217,
            -7417083,
            -952734,
            -7115729
        ],
        [
            1.980881,
            1.254787,
            2.633691,
            0.502703,
            0.978601,
            0.33128
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            127,
            57,
            70,
            80,
            41,
            39
        ],
        [
            26,
            20,
            6,
            73,
            36,
            37
        ],
        [
            83.006536,
            74.025974,
            92.105263,
            52.287582,
            53.246753,
            51.315789
        ],
        [
            0.405535,
            0.440276,
            0.225745,
            0.458716,
            0.85926,
            0.314291
        ],
        [
            27665,
            24355,
            27665,
            517455,
            517455,
            432153
        ],
        [
            -148217,
            -39410,
            -148217,
            -2992732,
            -267019,
            -2992732
        ],
        [
            51,
            25,
            78,
            51,
            25,
            78
        ],
        [
            30,
            9,
            47,
            49,
            25,
            74
        ],
        [
            154,
            71,
            432,
            54,
            25,
            82
        ],
        [
            7929,
            1975,
            5954,
            7929,
            1975,
            5954
        ],
        [
            101.363628,
            101.363628,
            288.030294,
            0,
            0,
            0
        ],
        [
            4,
            2,
            20,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            566601,
            -191556,
            -32380,
            -579679,
            -622037,
            -630065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9203,
    "evaluation_days": 1533.83,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629777600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759567417439,
    "expiration_time": 1763526096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "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)