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Trade: MATIC/USDT/30/VWAP/KCL/8481

Strategy
MATIC/USDT/30/VWAP/KCL/8481
Pair
MATIC_USDT
Interval
30m
Score
346147
Daily Profit
0.233487
Profit Factor
1.805819
Profitability
79.310345
Streak
394.556481
Best Strategy
Training Data Length
141.310000
Evaluation Time
2025-09-26 16:21
Expiration Time
2024-10-10 05:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 15922.6028 -17810.8799 33733.4827 11180.7465 -27854.2723 39035.0188
Total P&L (%) 15.9226 -17.8109 33.7335 11.1807 -27.8543 39.035
Avg Daily Profit (%) 0.1127 -0.126 0.2387 0.075 -0.2308 0.2335
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38201 -34513 -15226 -52444 -47415 -21684
Profit Factor 1.1992 0.5895 1.9228 1.104 0.5284 1.8058
Total Trades 59 30 29 59 30 29
Winning Trades 43 20 23 43 20 23
Losing Trades 16 10 6 16 10 6
Profitability (%) 72.8814 66.6667 79.3103 72.8814 66.6667 79.3103
Ratio Avg Win / Avg Loss 0.4462 0.2947 0.5016 0.4108 0.2642 0.4711
Largest Winning Trade 6911 3929 6911 9624 5284 9624
Largest Losing Trade -15226 -10337 -15226 -21684 -16213 -21684
Avg Bars in Trades 104 34 177 104 34 177
Avg Bars in Winners 73 10 128 73 10 128
Avg Bars in Losers 187 82 362 187 82 362
Bars Traded 6173 1037 5136 6173 1037 5136
Profit Streak 385.744 385.744 394.5565 385.744 385.744 394.5565
Trades During Streak 2 1 6 2 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -232612 -579574 338922 -506939 -579852 346147

Evaluation Data

{
    "trading_pair": "MATIC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 6783,
    "evaluation_days": 141.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714082400000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1758892879944,
    "expiration_time": 1728527400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            15922.6027805141,
            -17810.879910281,
            33733.4826907952,
            11180.746533878,
            -27854.2722632733,
            39035.0187971512
        ],
        [
            15.922603,
            -17.81088,
            33.733483,
            11.180747,
            -27.854272,
            39.035019
        ],
        [
            0.112679,
            -0.126041,
            0.23872,
            0.075031,
            -0.230773,
            0.233487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38201,
            -34513,
            -15226,
            -52444,
            -47415,
            -21684
        ],
        [
            1.199182,
            0.589479,
            1.92284,
            1.104006,
            0.528372,
            1.805819
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            16,
            10,
            6,
            16,
            10,
            6
        ],
        [
            72.881356,
            66.666667,
            79.310345,
            72.881356,
            66.666667,
            79.310345
        ],
        [
            0.446207,
            0.294739,
            0.50161,
            0.410793,
            0.264186,
            0.471083
        ],
        [
            6911,
            3929,
            6911,
            9624,
            5284,
            9624
        ],
        [
            -15226,
            -10337,
            -15226,
            -21684,
            -16213,
            -21684
        ],
        [
            104,
            34,
            177,
            104,
            34,
            177
        ],
        [
            73,
            10,
            128,
            73,
            10,
            128
        ],
        [
            187,
            82,
            362,
            187,
            82,
            362
        ],
        [
            6173,
            1037,
            5136,
            6173,
            1037,
            5136
        ],
        [
            385.743981,
            385.743981,
            394.556481,
            385.743981,
            385.743981,
            394.556481
        ],
        [
            2,
            1,
            6,
            2,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -232612,
            -579574,
            338922,
            -506939,
            -579852,
            346147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 6783,
    "evaluation_days": 141.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714082400000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1758892879944,
    "expiration_time": 1728527400000,
    "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": 198,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)