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Trade: NEAR/USDT/720/KCL/VWAP/5547

Strategy
NEAR/USDT/720/KCL/VWAP/5547
Pair
NEAR_USDT
Interval
12h
Score
358292
Daily Profit
0.627941
Profit Factor
2.613259
Profitability
35.294118
Streak
96.144809
Best Strategy
Training Data Length
1807.000000
Evaluation Time
2025-09-27 06:28
Expiration Time
2025-11-17 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1134690.2732 1197037.6962 -62347.4229 -16115.2873 166600.6506 -182715.9379
Total P&L (%) 1134.6903 1197.0377 -62.3474 -16.1153 166.6007 -182.7159
Avg Daily Profit (%) 0.6279 0.6624 -0.0345 -0.0097 0.0543 0
Buy And Hold Return (%) 284.9241 284.9241 284.9241 284.9241 284.9241 284.9241
Max Trade Drawdown -183136 -164381 -64958 -875881 -828240 -184811
Profit Factor 2.6133 3.0666 0.4977 0.9931 1.0854 0.5236
Total Trades 102 51 51 102 51 51
Winning Trades 36 17 19 36 17 19
Losing Trades 66 34 32 66 34 32
Profitability (%) 35.2941 33.3333 37.2549 35.2941 33.3333 37.2549
Ratio Avg Win / Avg Loss 4.791 6.1332 0.8383 1.8207 2.1707 0.8818
Largest Winning Trade 761136 761136 15071 799148 799148 50062
Largest Losing Trade -59747 -59747 -17969 -492257 -492257 -67872
Avg Bars in Trades 34 67 1 34 67 1
Avg Bars in Winners 63 131 1 63 131 1
Avg Bars in Losers 18 34 1 18 34 1
Bars Traded 3496 3419 78 3496 3419 78
Profit Streak 96.1448 96.6448 96.1448 96.1448 96.6448 96.1448
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358292 -170171 -764952 -582488 -597694 -764952
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758943711481,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 1
        }
    },
    "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": [
        [
            1134690.2732273228,
            1197037.6961618527,
            -62347.42293453,
            -16115.2872523206,
            166600.6506125952,
            -182715.9378649159
        ],
        [
            1134.690273,
            1197.037696,
            -62.347423,
            -16.115287,
            166.600651,
            -182.715938
        ],
        [
            0.627941,
            0.662445,
            -0.034503,
            -0.009724,
            0.05428,
            0
        ],
        [
            284.924119,
            284.924119,
            284.924119,
            284.924119,
            284.924119,
            284.924119
        ],
        [
            -183136,
            -164381,
            -64958,
            -875881,
            -828240,
            -184811
        ],
        [
            2.613259,
            3.066617,
            0.497713,
            0.993098,
            1.085372,
            0.523568
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            35.294118,
            33.333333,
            37.254902,
            35.294118,
            33.333333,
            37.254902
        ],
        [
            4.790975,
            6.133235,
            0.838254,
            1.82068,
            2.170743,
            0.881799
        ],
        [
            761136,
            761136,
            15071,
            799148,
            799148,
            50062
        ],
        [
            -59747,
            -59747,
            -17969,
            -492257,
            -492257,
            -67872
        ],
        [
            34,
            67,
            1,
            34,
            67,
            1
        ],
        [
            63,
            131,
            1,
            63,
            131,
            1
        ],
        [
            18,
            34,
            1,
            18,
            34,
            1
        ],
        [
            3496,
            3419,
            78,
            3496,
            3419,
            78
        ],
        [
            96.144809,
            96.644809,
            96.144809,
            96.144809,
            96.644809,
            96.144809
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358292,
            -170171,
            -764952,
            -582488,
            -597694,
            -764952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3614,
    "evaluation_days": 1807,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758943711481,
    "expiration_time": 1763398944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 1
        }
    },
    "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)