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Trade: ONE/USDT/720/VWMA/KCU/3572

Strategy
ONE/USDT/720/VWMA/KCU/3572
Pair
ONE_USDT
Interval
12h
Score
413157
Daily Profit
0.160818
Profit Factor
1.883289
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 13:25
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88415.0859 371167.9664 -282752.8805 -117792.4763 2849040.9016 -2966833.378
Total P&L (%) 88.4151 371.168 -282.7529 -117.7925 2849.0409 -2966.8334
Avg Daily Profit (%) 0.0383 0.1608 -0.1225 0 0.1467 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -376596 -215077 -347263 -7048946 -3943038 -4402359
Profit Factor 1.098 1.8833 0.4134 0.9873 1.6238 0.3655
Total Trades 59 29 30 59 29 30
Winning Trades 31 16 15 31 19 12
Losing Trades 28 13 15 28 10 18
Profitability (%) 52.5424 55.1724 50 52.5424 65.5172 40
Ratio Avg Win / Avg Loss 0.9917 1.5302 0.4134 0.8917 0.8546 0.5483
Largest Winning Trade 179763 179763 31127 1982093 1982093 466760
Largest Losing Trade -212775 -81244 -212775 -3002892 -2224317 -3002892
Avg Bars in Trades 67 117 19 67 117 19
Avg Bars in Winners 54 89 18 93 138 22
Avg Bars in Losers 81 152 21 39 76 18
Bars Traded 3998 3405 593 3998 3405 593
Profit Streak 115.4346 0 263.9346 0 293.4346 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -434733 413157 -579958 -759948 233011 -584436

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562414400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882347633,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 72,
            "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": [
        [
            88415.0859299262,
            371167.9663845312,
            -282752.880454605,
            -117792.4763442718,
            2849040.9016419537,
            -2966833.377986225
        ],
        [
            88.415086,
            371.167966,
            -282.75288,
            -117.792476,
            2849.040902,
            -2966.833378
        ],
        [
            0.038308,
            0.160818,
            -0.12251,
            0,
            0.146731,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -376596,
            -215077,
            -347263,
            -7048946,
            -3943038,
            -4402359
        ],
        [
            1.097996,
            1.883289,
            0.413405,
            0.987257,
            1.623759,
            0.365543
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            31,
            16,
            15,
            31,
            19,
            12
        ],
        [
            28,
            13,
            15,
            28,
            10,
            18
        ],
        [
            52.542373,
            55.172414,
            50,
            52.542373,
            65.517241,
            40
        ],
        [
            0.991738,
            1.530173,
            0.413405,
            0.891716,
            0.85461,
            0.548315
        ],
        [
            179763,
            179763,
            31127,
            1982093,
            1982093,
            466760
        ],
        [
            -212775,
            -81244,
            -212775,
            -3002892,
            -2224317,
            -3002892
        ],
        [
            67,
            117,
            19,
            67,
            117,
            19
        ],
        [
            54,
            89,
            18,
            93,
            138,
            22
        ],
        [
            81,
            152,
            21,
            39,
            76,
            18
        ],
        [
            3998,
            3405,
            593,
            3998,
            3405,
            593
        ],
        [
            115.434579,
            0,
            263.934579,
            0,
            293.434579,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -434733,
            413157,
            -579958,
            -759948,
            233011,
            -584436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562414400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882347633,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 72,
            "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)