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Trade: ONE/USDT/360/KCU/VWMA/7287

Strategy
ONE/USDT/360/KCU/VWMA/7287
Pair
ONE_USDT
Interval
6h
Score
301107
Daily Profit
0.169742
Profit Factor
4.919207
Profitability
31.578947
Streak
0.000000
Best Strategy
Training Data Length
2324.000000
Evaluation Time
2025-10-11 00:47
Expiration Time
2025-12-19 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2299170.4956 -123414.0547 -2175756.4409 -142938.625 5049394.4471 -5192333.0721
Total P&L (%) -2299.1705 -123.4141 -2175.7564 -142.9386 5049.3944 -5192.3331
Avg Daily Profit (%) -0.9893 -0.0531 -0.9362 0 0.1697 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2416670 -188991 -2255620 -8266966 -781107 -8588051
Profit Factor 0.1963 0.6456 0.1341 0.9862 4.9192 0.429
Total Trades 77 38 39 77 38 39
Winning Trades 55 26 29 23 12 11
Losing Trades 22 12 10 54 26 28
Profitability (%) 71.4286 68.4211 74.359 29.8701 31.5789 28.2051
Ratio Avg Win / Avg Loss 0.0785 0.298 0.0462 2.3155 10.6583 1.092
Largest Winning Trade 43460 43460 42463 3750029 3750029 1259735
Largest Losing Trade -1879743 -79930 -1879743 -6194014 -641763 -6194014
Avg Bars in Trades 112 118 106 112 118 106
Avg Bars in Winners 44 46 42 203 220 184
Avg Bars in Losers 281 273 291 73 71 76
Bars Traded 8653 4498 4155 8653 4498 4155
Profit Streak 131.9078 171.6578 131.9078 0 0 0
Trades During Streak 10 5 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -622418 -576966 -576182 -632627 301107 -594779
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9296,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563948000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132835635,
    "expiration_time": 1766143008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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": [
        [
            -2299170.4956385344,
            -123414.054731355,
            -2175756.4409071784,
            -142938.6249884979,
            5049394.447076504,
            -5192333.072065002
        ],
        [
            -2299.170496,
            -123.414055,
            -2175.756441,
            -142.938625,
            5049.394447,
            -5192.333072
        ],
        [
            -0.989316,
            -0.053104,
            -0.936212,
            0,
            0.169742,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2416670,
            -188991,
            -2255620,
            -8266966,
            -781107,
            -8588051
        ],
        [
            0.196337,
            0.645633,
            0.134062,
            0.986232,
            4.919207,
            0.429007
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            55,
            26,
            29,
            23,
            12,
            11
        ],
        [
            22,
            12,
            10,
            54,
            26,
            28
        ],
        [
            71.428571,
            68.421053,
            74.358974,
            29.87013,
            31.578947,
            28.205128
        ],
        [
            0.078535,
            0.297984,
            0.046228,
            2.315501,
            10.658282,
            1.092017
        ],
        [
            43460,
            43460,
            42463,
            3750029,
            3750029,
            1259735
        ],
        [
            -1879743,
            -79930,
            -1879743,
            -6194014,
            -641763,
            -6194014
        ],
        [
            112,
            118,
            106,
            112,
            118,
            106
        ],
        [
            44,
            46,
            42,
            203,
            220,
            184
        ],
        [
            281,
            273,
            291,
            73,
            71,
            76
        ],
        [
            8653,
            4498,
            4155,
            8653,
            4498,
            4155
        ],
        [
            131.90782,
            171.65782,
            131.90782,
            0,
            0,
            0
        ],
        [
            10,
            5,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -622418,
            -576966,
            -576182,
            -632627,
            301107,
            -594779
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9296,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563948000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760132835635,
    "expiration_time": 1766143008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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)