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Trade: NEAR/USDT/120/VWMA/KCL/6770

Strategy
NEAR/USDT/120/VWMA/KCL/6770
Pair
NEAR_USDT
Interval
2h
Score
591527
Daily Profit
0.288902
Profit Factor
4.611695
Profitability
46.875000
Streak
279.212280
Best Strategy
Training Data Length
1820.920000
Evaluation Time
2025-10-09 16:05
Expiration Time
2025-12-14 03:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -728795.3742 30572.159 -759367.5332 23692241.7527 4676619.51 19015622.2426
Total P&L (%) -728.7954 30.5722 -759.3675 23692.2418 4676.6195 19015.6222
Avg Daily Profit (%) -0.4002 0.0168 -0.417 0.301 0.2126 0.2889
Buy And Hold Return (%) 403.6232 403.6232 403.6232 403.6232 403.6232 403.6232
Max Trade Drawdown -929133 -51611 -896584 -2594607 -2653035 -1948345
Profit Factor 0.4459 1.2285 0.3572 3.2922 1.9223 4.6117
Total Trades 65 33 32 65 33 32
Winning Trades 32 10 22 32 17 15
Losing Trades 33 23 10 33 16 17
Profitability (%) 49.2308 30.303 68.75 49.2308 51.5152 46.875
Ratio Avg Win / Avg Loss 0.4598 2.8256 0.1624 3.3951 1.8092 5.2266
Largest Winning Trade 47200 43522 47200 8907742 4698655 8907742
Largest Losing Trade -548481 -23136 -548481 -1948345 -1327284 -1948345
Avg Bars in Trades 275 82 475 275 82 475
Avg Bars in Winners 229 90 292 267 74 486
Avg Bars in Losers 321 79 877 283 90 465
Bars Traded 17934 2726 15208 17934 2726 15208
Profit Streak 0 0 279.2123 0 0 279.2123
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -717076 -343125 -577008 -121104 430806 591527
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21851,
    "evaluation_days": 1820.92,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1604397600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760015140975,
    "expiration_time": 1765674979200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 244,
            "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": [
        [
            -728795.3742034253,
            30572.1590007242,
            -759367.5332041492,
            23692241.7526544,
            4676619.510042079,
            19015622.242612317
        ],
        [
            -728.795374,
            30.572159,
            -759.367533,
            23692.241753,
            4676.61951,
            19015.622243
        ],
        [
            -0.400235,
            0.016789,
            -0.417024,
            0.300956,
            0.212553,
            0.288902
        ],
        [
            403.623188,
            403.623188,
            403.623188,
            403.623188,
            403.623188,
            403.623188
        ],
        [
            -929133,
            -51611,
            -896584,
            -2594607,
            -2653035,
            -1948345
        ],
        [
            0.44587,
            1.228517,
            0.357243,
            3.292243,
            1.922261,
            4.611695
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            32,
            10,
            22,
            32,
            17,
            15
        ],
        [
            33,
            23,
            10,
            33,
            16,
            17
        ],
        [
            49.230769,
            30.30303,
            68.75,
            49.230769,
            51.515152,
            46.875
        ],
        [
            0.459804,
            2.82559,
            0.162383,
            3.395125,
            1.809186,
            5.226588
        ],
        [
            47200,
            43522,
            47200,
            8907742,
            4698655,
            8907742
        ],
        [
            -548481,
            -23136,
            -548481,
            -1948345,
            -1327284,
            -1948345
        ],
        [
            275,
            82,
            475,
            275,
            82,
            475
        ],
        [
            229,
            90,
            292,
            267,
            74,
            486
        ],
        [
            321,
            79,
            877,
            283,
            90,
            465
        ],
        [
            17934,
            2726,
            15208,
            17934,
            2726,
            15208
        ],
        [
            0,
            0,
            279.21228,
            0,
            0,
            279.21228
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -717076,
            -343125,
            -577008,
            -121104,
            430806,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21851,
    "evaluation_days": 1820.92,
    "actual_first_datapoint_time": 1602648000000,
    "first_datapoint_time": 1604397600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760015140975,
    "expiration_time": 1765674979200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 244,
            "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)