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Trade: OCEAN/USDT/720/VWAP/KCU/9272

Strategy
OCEAN/USDT/720/VWAP/KCU/9272
Pair
OCEAN_USDT
Interval
12h
Score
525916
Daily Profit
0.304484
Profit Factor
2.462249
Profitability
69.230769
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-26 03:12
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535637.6652 430083.6859 105553.9793 1830011.6207 1285214.4698 544797.1508
Total P&L (%) 535.6377 430.0837 105.554 1830.0116 1285.2145 544.7972
Avg Daily Profit (%) 0.3792 0.3045 0.0747 0.2098 0.1863 0.132
Buy And Hold Return (%) 23.722 23.722 23.722 23.722 23.722 23.722
Max Trade Drawdown -115798 -129390 -6389 -586793 -599241 -33929
Profit Factor 2.7118 2.4622 6.6181 1.8923 1.6661 5.4954
Total Trades 79 39 40 79 39 40
Winning Trades 55 27 28 55 27 28
Losing Trades 24 12 12 24 12 12
Profitability (%) 69.6203 69.2308 70 69.6203 69.2308 70
Ratio Avg Win / Avg Loss 1.1833 1.0943 2.8363 0.8258 0.7405 2.3552
Largest Winning Trade 108962 108962 12450 573884 573884 147510
Largest Losing Trade -62312 -62312 -6389 -586793 -586793 -30990
Avg Bars in Trades 32 64 1 32 64 1
Avg Bars in Winners 20 40 1 20 40 1
Avg Bars in Losers 60 120 1 60 120 1
Bars Traded 2581 2534 47 2581 2534 47
Profit Streak 508.0088 0 548.5088 508.0088 0 548.5088
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14240 525916 -82230 -18936 389223 -3951

Evaluation Data

{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1598054400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758845562368,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            535637.6652465996,
            430083.6859446368,
            105553.9793019628,
            1830011.6206518915,
            1285214.4698186554,
            544797.1508332356
        ],
        [
            535.637665,
            430.083686,
            105.553979,
            1830.011621,
            1285.21447,
            544.797151
        ],
        [
            0.379213,
            0.304484,
            0.074728,
            0.209785,
            0.186257,
            0.132035
        ],
        [
            23.721964,
            23.721964,
            23.721964,
            23.721964,
            23.721964,
            23.721964
        ],
        [
            -115798,
            -129390,
            -6389,
            -586793,
            -599241,
            -33929
        ],
        [
            2.711778,
            2.462249,
            6.618052,
            1.892345,
            1.666052,
            5.495446
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            69.620253,
            69.230769,
            70,
            69.620253,
            69.230769,
            70
        ],
        [
            1.183321,
            1.094333,
            2.836308,
            0.825751,
            0.740468,
            2.355191
        ],
        [
            108962,
            108962,
            12450,
            573884,
            573884,
            147510
        ],
        [
            -62312,
            -62312,
            -6389,
            -586793,
            -586793,
            -30990
        ],
        [
            32,
            64,
            1,
            32,
            64,
            1
        ],
        [
            20,
            40,
            1,
            20,
            40,
            1
        ],
        [
            60,
            120,
            1,
            60,
            120,
            1
        ],
        [
            2581,
            2534,
            47,
            2581,
            2534,
            47
        ],
        [
            508.008824,
            0,
            548.508824,
            508.008824,
            0,
            548.508824
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14240,
            525916,
            -82230,
            -18936,
            389223,
            -3951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1598054400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758845562368,
    "expiration_time": 1723453200000,
    "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": 7,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)