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Trade: OP/USDT/120/KCL/VWAP/9586

Strategy
OP/USDT/120/KCL/VWAP/9586
Pair
OP_USDT
Interval
2h
Score
347649
Daily Profit
0.159027
Profit Factor
1.527665
Profitability
52.500000
Streak
90.463496
Best Strategy
Training Data Length
1211.330000
Evaluation Time
2025-09-27 16:07
Expiration Time
2025-11-07 06:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166922.2488 192634.6601 -25712.4113 -46876.2748 47347.8641 -94224.1389
Total P&L (%) 166.9222 192.6347 -25.7124 -46.8763 47.3479 -94.2241
Avg Daily Profit (%) 0.1378 0.159 -0.0212 -0.0522 0.032 -0.2351
Buy And Hold Return (%) 27.4909 27.4909 27.4909 27.4909 27.4909 27.4909
Max Trade Drawdown -181471 -148449 -44795 -438725 -329619 -137947
Profit Factor 1.3664 1.5277 0.716 0.9491 1.0651 0.5159
Total Trades 81 40 41 81 40 41
Winning Trades 42 21 21 42 21 21
Losing Trades 39 19 20 39 19 20
Profitability (%) 51.8519 52.5 51.2195 51.8519 52.5 51.2195
Ratio Avg Win / Avg Loss 1.2688 1.3822 0.6819 0.8813 0.9637 0.4913
Largest Winning Trade 151599 151599 7286 290490 290490 14241
Largest Losing Trade -41242 -41242 -16365 -141808 -141808 -73395
Avg Bars in Trades 161 316 10 161 316 10
Avg Bars in Winners 136 261 10 136 261 10
Avg Bars in Losers 189 376 10 189 376 10
Bars Traded 13091 12651 440 13091 12651 440
Profit Streak 89.2135 90.4635 89.2135 89.2135 90.4635 89.2135
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24278 347649 -579747 -595855 -308499 -579747
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14536,
    "evaluation_days": 1211.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655200800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978446077,
    "expiration_time": 1762490131200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 79
        }
    }
}
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": [
        [
            166922.2487975404,
            192634.6601138402,
            -25712.4113162999,
            -46876.2747966366,
            47347.864086488,
            -94224.1388831245
        ],
        [
            166.922249,
            192.63466,
            -25.712411,
            -46.876275,
            47.347864,
            -94.224139
        ],
        [
            0.137801,
            0.159027,
            -0.021227,
            -0.052206,
            0.032005,
            -0.235124
        ],
        [
            27.490909,
            27.490909,
            27.490909,
            27.490909,
            27.490909,
            27.490909
        ],
        [
            -181471,
            -148449,
            -44795,
            -438725,
            -329619,
            -137947
        ],
        [
            1.366374,
            1.527665,
            0.715999,
            0.949128,
            1.065142,
            0.515865
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            51.851852,
            52.5,
            51.219512,
            51.851852,
            52.5,
            51.219512
        ],
        [
            1.268775,
            1.382173,
            0.681904,
            0.881334,
            0.9637,
            0.4913
        ],
        [
            151599,
            151599,
            7286,
            290490,
            290490,
            14241
        ],
        [
            -41242,
            -41242,
            -16365,
            -141808,
            -141808,
            -73395
        ],
        [
            161,
            316,
            10,
            161,
            316,
            10
        ],
        [
            136,
            261,
            10,
            136,
            261,
            10
        ],
        [
            189,
            376,
            10,
            189,
            376,
            10
        ],
        [
            13091,
            12651,
            440,
            13091,
            12651,
            440
        ],
        [
            89.213496,
            90.463496,
            89.213496,
            89.213496,
            90.463496,
            89.213496
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24278,
            347649,
            -579747,
            -595855,
            -308499,
            -579747
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14536,
    "evaluation_days": 1211.33,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1655200800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758978446077,
    "expiration_time": 1762490131200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 79
        }
    }
}

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)