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Trade: FIL/USDT/360/KCU/VWAP/1220

Strategy
FIL/USDT/360/KCU/VWAP/1220
Pair
FIL_USDT
Interval
6h
Score
302725
Daily Profit
0.389193
Profit Factor
2.994473
Profitability
31.304348
Streak
0.000000
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 00:00
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 702590.6245 438931.9473 263658.6772 7112660.3611 1965875.1305 5146785.2305
Total P&L (%) 702.5906 438.9319 263.6587 7112.6604 1965.8751 5146.7852
Avg Daily Profit (%) 0.3892 0.2431 0.1461 0.2373 0.1679 0.2196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61941 -26367 -44356 -2363007 -2054290 -2320190
Profit Factor 2.9945 4.3787 2.1858 1.5874 1.3874 1.7317
Total Trades 115 58 57 115 58 57
Winning Trades 36 18 18 36 18 18
Losing Trades 79 40 39 79 40 39
Profitability (%) 31.3043 31.0345 31.5789 31.3043 31.0345 31.5789
Ratio Avg Win / Avg Loss 6.5712 9.7303 4.7358 3.4835 3.0831 3.7521
Largest Winning Trade 262900 262900 75257 3274544 1958615 3274544
Largest Losing Trade -14335 -8497 -14335 -909082 -437984 -909082
Avg Bars in Trades 58 20 97 58 20 97
Avg Bars in Winners 158 52 263 158 52 263
Avg Bars in Losers 12 5 20 12 5 20
Bars Traded 6726 1170 5556 6726 1170 5556
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302725 -172101 -181409 156334 -177938 -176009

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834037117,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            702590.6245132228,
            438931.9472897078,
            263658.6772235149,
            7112660.361052016,
            1965875.1305331963,
            5146785.230518818
        ],
        [
            702.590625,
            438.931947,
            263.658677,
            7112.660361,
            1965.875131,
            5146.785231
        ],
        [
            0.389193,
            0.243142,
            0.146051,
            0.23728,
            0.167881,
            0.219612
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61941,
            -26367,
            -44356,
            -2363007,
            -2054290,
            -2320190
        ],
        [
            2.994473,
            4.378656,
            2.185752,
            1.587414,
            1.387379,
            1.73174
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            31.304348,
            31.034483,
            31.578947,
            31.304348,
            31.034483,
            31.578947
        ],
        [
            6.571204,
            9.730346,
            4.735796,
            3.483491,
            3.083065,
            3.752103
        ],
        [
            262900,
            262900,
            75257,
            3274544,
            1958615,
            3274544
        ],
        [
            -14335,
            -8497,
            -14335,
            -909082,
            -437984,
            -909082
        ],
        [
            58,
            20,
            97,
            58,
            20,
            97
        ],
        [
            158,
            52,
            263,
            158,
            52,
            263
        ],
        [
            12,
            5,
            20,
            12,
            5,
            20
        ],
        [
            6726,
            1170,
            5556,
            6726,
            1170,
            5556
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302725,
            -172101,
            -181409,
            156334,
            -177938,
            -176009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834037117,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)