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Trade: VET/USDT/15/VWAP/KCL/5419

Strategy
VET/USDT/15/VWAP/KCL/5419
Pair
VET_USDT
Interval
15m
Score
329105
Daily Profit
0.245171
Profit Factor
1.293608
Profitability
69.461078
Streak
6.454726
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 13:54
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63847.3389 9514.4139 54332.925 59471.4607 -4708.9562 64180.4169
Total P&L (%) 63.8473 9.5144 54.3329 59.4715 -4.709 64.1804
Avg Daily Profit (%) 0.2452 0.0365 0.2086 0.1794 -0.0185 0.1906
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51744 -29940 -43113 -105027 -58979 -82690
Profit Factor 1.2936 1.098 1.4514 1.1585 0.9724 1.3134
Total Trades 167 83 84 167 83 84
Winning Trades 116 52 64 116 52 64
Losing Trades 51 31 20 51 31 20
Profitability (%) 69.4611 62.6506 76.1905 69.4611 62.6506 76.1905
Ratio Avg Win / Avg Loss 0.5687 0.6546 0.4536 0.5093 0.5797 0.4104
Largest Winning Trade 10266 10266 8407 19552 19552 13872
Largest Losing Trade -20654 -12106 -20654 -37162 -27397 -37162
Avg Bars in Trades 145 90 200 145 90 200
Avg Bars in Winners 84 45 115 84 45 115
Avg Bars in Losers 285 165 470 285 165 470
Bars Traded 24348 7521 16827 24348 7521 16827
Profit Streak 6.4547 9.7151 6.4547 6.4547 9.7151 6.4547
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329105 -423431 310748 -37933 -579923 298450

Evaluation Data

{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736438400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758884088310,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            63847.3389022148,
            9514.4138980889,
            54332.9250041258,
            59471.4606611302,
            -4708.956222678,
            64180.4168838082
        ],
        [
            63.847339,
            9.514414,
            54.332925,
            59.471461,
            -4.708956,
            64.180417
        ],
        [
            0.245171,
            0.036535,
            0.208636,
            0.179369,
            -0.01852,
            0.190564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51744,
            -29940,
            -43113,
            -105027,
            -58979,
            -82690
        ],
        [
            1.293608,
            1.09798,
            1.451449,
            1.158501,
            0.972369,
            1.313399
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            116,
            52,
            64,
            116,
            52,
            64
        ],
        [
            51,
            31,
            20,
            51,
            31,
            20
        ],
        [
            69.461078,
            62.650602,
            76.190476,
            69.461078,
            62.650602,
            76.190476
        ],
        [
            0.568741,
            0.654565,
            0.453578,
            0.509341,
            0.579682,
            0.410437
        ],
        [
            10266,
            10266,
            8407,
            19552,
            19552,
            13872
        ],
        [
            -20654,
            -12106,
            -20654,
            -37162,
            -27397,
            -37162
        ],
        [
            145,
            90,
            200,
            145,
            90,
            200
        ],
        [
            84,
            45,
            115,
            84,
            45,
            115
        ],
        [
            285,
            165,
            470,
            285,
            165,
            470
        ],
        [
            24348,
            7521,
            16827,
            24348,
            7521,
            16827
        ],
        [
            6.454726,
            9.715142,
            6.454726,
            6.454726,
            9.715142,
            6.454726
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329105,
            -423431,
            310748,
            -37933,
            -579923,
            298450
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736438400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758884088310,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)