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Trade: OCEAN/USDT/480/VWAP/KCU/8040

Strategy
OCEAN/USDT/480/VWAP/KCU/8040
Pair
OCEAN_USDT
Interval
8h
Score
582876
Daily Profit
0.157173
Profit Factor
2.700210
Profitability
92.105263
Streak
710.371156
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-10-07 19:54
Expiration Time
2024-08-12 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 231313.5865 221927.5995 9385.987 -55755.7454 -317246.5244 261490.779
Total P&L (%) 231.3136 221.9276 9.386 -55.7557 -317.2465 261.4908
Avg Daily Profit (%) 0.1638 0.1572 0.0066 -0.0577 0 0.0911
Buy And Hold Return (%) 20.0353 20.0353 20.0353 20.0353 20.0353 20.0353
Max Trade Drawdown -148778 -77109 -127596 -1538016 -1201440 -551351
Profit Factor 1.6788 2.7002 1.0446 0.9727 0.7695 1.3932
Total Trades 77 38 39 77 38 39
Winning Trades 67 35 32 67 35 32
Losing Trades 10 3 7 10 3 7
Profitability (%) 87.013 92.1053 82.0513 87.013 92.1053 82.0513
Ratio Avg Win / Avg Loss 0.2506 0.2314 0.2285 0.1452 0.066 0.3048
Largest Winning Trade 55612 55612 24230 308608 207329 308608
Largest Losing Trade -83352 -75931 -83352 -1201440 -1201440 -384919
Avg Bars in Trades 44 75 14 44 75 14
Avg Bars in Winners 14 21 5 14 21 5
Avg Bars in Losers 251 706 56 251 706 56
Bars Traded 3456 2880 576 3456 2880 576
Profit Streak 0 710.3712 0 0 710.3712 0
Trades During Streak 0 14 0 0 14 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33714 582876 -518419 -622207 -574215 -68030
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4236,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759856067894,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 246,
            "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": [
        [
            231313.5864976954,
            221927.5995401843,
            9385.9869575111,
            -55755.745360365,
            -317246.5243778967,
            261490.7790175314
        ],
        [
            231.313586,
            221.9276,
            9.385987,
            -55.755745,
            -317.246524,
            261.490779
        ],
        [
            0.16382,
            0.157173,
            0.006647,
            -0.057734,
            0,
            0.091052
        ],
        [
            20.035287,
            20.035287,
            20.035287,
            20.035287,
            20.035287,
            20.035287
        ],
        [
            -148778,
            -77109,
            -127596,
            -1538016,
            -1201440,
            -551351
        ],
        [
            1.678806,
            2.70021,
            1.044645,
            0.972685,
            0.769469,
            1.393174
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            10,
            3,
            7,
            10,
            3,
            7
        ],
        [
            87.012987,
            92.105263,
            82.051282,
            87.012987,
            92.105263,
            82.051282
        ],
        [
            0.250568,
            0.231447,
            0.228516,
            0.145177,
            0.065955,
            0.304757
        ],
        [
            55612,
            55612,
            24230,
            308608,
            207329,
            308608
        ],
        [
            -83352,
            -75931,
            -83352,
            -1201440,
            -1201440,
            -384919
        ],
        [
            44,
            75,
            14,
            44,
            75,
            14
        ],
        [
            14,
            21,
            5,
            14,
            21,
            5
        ],
        [
            251,
            706,
            56,
            251,
            706,
            56
        ],
        [
            3456,
            2880,
            576,
            3456,
            2880,
            576
        ],
        [
            0,
            710.371156,
            0,
            0,
            710.371156,
            0
        ],
        [
            0,
            14,
            0,
            0,
            14,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33714,
            582876,
            -518419,
            -622207,
            -574215,
            -68030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4236,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759856067894,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 246,
            "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)