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Trade: C98/USDT/480/VWMA/KCL/2990

Strategy
C98/USDT/480/VWMA/KCL/2990
Pair
C98_USDT
Interval
8h
Score
404712
Daily Profit
0.155365
Profit Factor
1.424029
Profitability
74.375000
Streak
21.164671
Best Strategy
Training Data Length
1527.000000
Evaluation Time
2025-09-27 06:57
Expiration Time
2025-11-11 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 237242.2704 -25440.8661 262683.1364 74141.7862 -30555.3589 104697.1451
Total P&L (%) 237.2423 -25.4409 262.6831 74.1418 -30.5554 104.6971
Avg Daily Profit (%) 0.1554 -0.0167 0.172 0.0363 -0.0239 0.0469
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122599 -104819 -105927 -1076451 -267552 -1015847
Profit Factor 1.424 0.9201 2.0892 1.028 0.9717 1.0667
Total Trades 160 80 80 160 80 80
Winning Trades 119 51 68 119 51 68
Losing Trades 41 29 12 41 29 12
Profitability (%) 74.375 63.75 85 74.375 63.75 85
Ratio Avg Win / Avg Loss 0.4906 0.5232 0.3687 0.3542 0.5525 0.1882
Largest Winning Trade 29799 24369 29799 130017 75628 130017
Largest Losing Trade -65906 -49267 -65906 -759611 -191948 -759611
Avg Bars in Trades 27 23 30 27 23 30
Avg Bars in Winners 14 9 17 14 9 17
Avg Bars in Losers 66 48 107 66 48 107
Bars Traded 4380 1917 2463 4380 1917 2463
Profit Streak 21.1647 0 38.1647 21.1647 0 38.1647
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404712 -597898 -4692 -330946 -597898 -292318
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4581,
    "evaluation_days": 1527,
    "actual_first_datapoint_time": 1627027200000,
    "first_datapoint_time": 1628899200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758945427610,
    "expiration_time": 1762889184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 66,
            "offset": 225,
            "scalar": 1
        }
    }
}
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": [
        [
            237242.270350634,
            -25440.8660547909,
            262683.1364054249,
            74141.7862417001,
            -30555.3588858021,
            104697.1451275028
        ],
        [
            237.24227,
            -25.440866,
            262.683136,
            74.141786,
            -30.555359,
            104.697145
        ],
        [
            0.155365,
            -0.016661,
            0.172026,
            0.036333,
            -0.023877,
            0.046924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122599,
            -104819,
            -105927,
            -1076451,
            -267552,
            -1015847
        ],
        [
            1.424029,
            0.92008,
            2.089226,
            1.027984,
            0.97171,
            1.066714
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            119,
            51,
            68,
            119,
            51,
            68
        ],
        [
            41,
            29,
            12,
            41,
            29,
            12
        ],
        [
            74.375,
            63.75,
            85,
            74.375,
            63.75,
            85
        ],
        [
            0.490632,
            0.523183,
            0.368687,
            0.354179,
            0.552541,
            0.188244
        ],
        [
            29799,
            24369,
            29799,
            130017,
            75628,
            130017
        ],
        [
            -65906,
            -49267,
            -65906,
            -759611,
            -191948,
            -759611
        ],
        [
            27,
            23,
            30,
            27,
            23,
            30
        ],
        [
            14,
            9,
            17,
            14,
            9,
            17
        ],
        [
            66,
            48,
            107,
            66,
            48,
            107
        ],
        [
            4380,
            1917,
            2463,
            4380,
            1917,
            2463
        ],
        [
            21.164671,
            0,
            38.164671,
            21.164671,
            0,
            38.164671
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404712,
            -597898,
            -4692,
            -330946,
            -597898,
            -292318
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4581,
    "evaluation_days": 1527,
    "actual_first_datapoint_time": 1627027200000,
    "first_datapoint_time": 1628899200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758945427610,
    "expiration_time": 1762889184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 66,
            "offset": 225,
            "scalar": 1
        }
    }
}

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)