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Trade: C98/USDT/360/VWAP/KCL/2623

Strategy
C98/USDT/360/VWAP/KCL/2623
Pair
C98_USDT
Interval
6h
Score
532171
Daily Profit
0.185713
Profit Factor
2.210877
Profitability
85.714286
Streak
73.021856
Best Strategy
Training Data Length
1542.500000
Evaluation Time
2025-10-13 03:31
Expiration Time
2025-11-28 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248601.1148 -37861.2577 286462.3725 154819.785 -108687.6782 263507.4632
Total P&L (%) 248.6011 -37.8613 286.4624 154.8198 -108.6877 263.5075
Avg Daily Profit (%) 0.1612 -0.0245 0.1857 0.0607 0 0.0837
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154132 -117540 -101185 -1185385 -387667 -1013777
Profit Factor 1.4531 0.8787 2.2109 1.0506 0.9163 1.1496
Total Trades 196 98 98 196 98 98
Winning Trades 147 63 84 147 63 84
Losing Trades 49 35 14 49 35 14
Profitability (%) 75 64.2857 85.7143 75 64.2857 85.7143
Ratio Avg Win / Avg Loss 0.4844 0.4881 0.3685 0.3502 0.509 0.1916
Largest Winning Trade 35594 35594 26010 174943 174943 173342
Largest Losing Trade -57106 -50281 -57106 -748584 -208064 -748584
Avg Bars in Trades 30 19 40 30 19 40
Avg Bars in Winners 17 6 25 17 6 25
Avg Bars in Losers 68 44 128 68 44 128
Bars Traded 5903 1952 3950 5903 1952 3950
Profit Streak 73.0219 99.0219 73.0219 73.0219 99.0219 73.0219
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450495 -577504 532171 -272577 -577504 -132942
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6170,
    "evaluation_days": 1542.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629115200000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760315488337,
    "expiration_time": 1764290160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "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": [
        [
            248601.1148180069,
            -37861.2576629809,
            286462.3724809879,
            154819.7850018423,
            -108687.6781561744,
            263507.4631580167
        ],
        [
            248.601115,
            -37.861258,
            286.462372,
            154.819785,
            -108.687678,
            263.507463
        ],
        [
            0.161168,
            -0.024545,
            0.185713,
            0.060659,
            0,
            0.083706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154132,
            -117540,
            -101185,
            -1185385,
            -387667,
            -1013777
        ],
        [
            1.453139,
            0.878667,
            2.210877,
            1.050611,
            0.916266,
            1.149632
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            147,
            63,
            84,
            147,
            63,
            84
        ],
        [
            49,
            35,
            14,
            49,
            35,
            14
        ],
        [
            75,
            64.285714,
            85.714286,
            75,
            64.285714,
            85.714286
        ],
        [
            0.48438,
            0.488149,
            0.36848,
            0.350204,
            0.509036,
            0.191605
        ],
        [
            35594,
            35594,
            26010,
            174943,
            174943,
            173342
        ],
        [
            -57106,
            -50281,
            -57106,
            -748584,
            -208064,
            -748584
        ],
        [
            30,
            19,
            40,
            30,
            19,
            40
        ],
        [
            17,
            6,
            25,
            17,
            6,
            25
        ],
        [
            68,
            44,
            128,
            68,
            44,
            128
        ],
        [
            5903,
            1952,
            3950,
            5903,
            1952,
            3950
        ],
        [
            73.021856,
            99.021856,
            73.021856,
            73.021856,
            99.021856,
            73.021856
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450495,
            -577504,
            532171,
            -272577,
            -577504,
            -132942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6170,
    "evaluation_days": 1542.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629115200000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760315488337,
    "expiration_time": 1764290160000,
    "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": 97,
            "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)