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Trade: MATIC/USDT/360/KCB/VWMA/3627

Strategy
MATIC/USDT/360/KCB/VWMA/3627
Pair
MATIC_USDT
Interval
6h
Score
308791
Daily Profit
0.205130
Profit Factor
1.697649
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
1963.500000
Evaluation Time
2025-09-29 18:49
Expiration Time
2024-11-07 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -919066.8931 236805.1969 -1155872.0901 -170216.0646 -5660410.5431 5490194.4786
Total P&L (%) -919.0669 236.8052 -1155.8721 -170.2161 -5660.4105 5490.1945
Avg Daily Profit (%) -0.4681 0.1206 -0.5887 0 0 0.2051
Buy And Hold Return (%) 1571.3656 1571.3656 1571.3656 1571.3656 1571.3656 1571.3656
Max Trade Drawdown -1248989 -127373 -1250217 -14326741 -6839734 -7511817
Profit Factor 0.4359 1.8784 0.1498 0.9887 0.2191 1.6976
Total Trades 58 29 29 58 29 29
Winning Trades 36 20 16 34 17 17
Losing Trades 22 9 13 24 12 12
Profitability (%) 62.069 68.9655 55.1724 58.6207 58.6207 58.6207
Ratio Avg Win / Avg Loss 0.2664 0.8453 0.1218 0.6979 0.1547 1.1983
Largest Winning Trade 108361 108361 50184 12739923 530357 12739923
Largest Losing Trade -1076871 -63010 -1076871 -7511817 -6814923 -7511817
Avg Bars in Trades 131 157 104 131 157 104
Avg Bars in Winners 82 104 55 136 167 105
Avg Bars in Losers 210 276 164 122 143 102
Bars Traded 7598 4574 3024 7598 4574 3024
Profit Streak 418.1591 420.4091 418.1591 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757750 -194002 -579577 -759160 -579715 308791
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1560405600000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759160945258,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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": [
        [
            -919066.8931273604,
            236805.1969495229,
            -1155872.0900768829,
            -170216.0645990111,
            -5660410.543149526,
            5490194.478550518
        ],
        [
            -919.066893,
            236.805197,
            -1155.87209,
            -170.216065,
            -5660.410543,
            5490.194479
        ],
        [
            -0.468076,
            0.120604,
            -0.588679,
            0,
            0,
            0.20513
        ],
        [
            1571.365639,
            1571.365639,
            1571.365639,
            1571.365639,
            1571.365639,
            1571.365639
        ],
        [
            -1248989,
            -127373,
            -1250217,
            -14326741,
            -6839734,
            -7511817
        ],
        [
            0.435874,
            1.87842,
            0.149849,
            0.988741,
            0.2191,
            1.697649
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            20,
            16,
            34,
            17,
            17
        ],
        [
            22,
            9,
            13,
            24,
            12,
            12
        ],
        [
            62.068966,
            68.965517,
            55.172414,
            58.62069,
            58.62069,
            58.62069
        ],
        [
            0.266368,
            0.845289,
            0.121752,
            0.697935,
            0.154659,
            1.198341
        ],
        [
            108361,
            108361,
            50184,
            12739923,
            530357,
            12739923
        ],
        [
            -1076871,
            -63010,
            -1076871,
            -7511817,
            -6814923,
            -7511817
        ],
        [
            131,
            157,
            104,
            131,
            157,
            104
        ],
        [
            82,
            104,
            55,
            136,
            167,
            105
        ],
        [
            210,
            276,
            164,
            122,
            143,
            102
        ],
        [
            7598,
            4574,
            3024,
            7598,
            4574,
            3024
        ],
        [
            418.159089,
            420.409089,
            418.159089,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757750,
            -194002,
            -579577,
            -759160,
            -579715,
            308791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1560405600000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759160945258,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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)