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Trade: ADA/USDT/15/VWAP/KCL/5249

Strategy
ADA/USDT/15/VWAP/KCL/5249
Pair
ADA_USDT
Interval
15m
Score
312154
Daily Profit
0.215869
Profit Factor
1.306002
Profitability
72.649573
Streak
4.559510
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 02:10
Expiration Time
2025-12-14 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 56216.5229 28193.8433 28022.6797 23845.649 35772.5015 -11926.8524
Total P&L (%) 56.2165 28.1938 28.0227 23.8456 35.7725 -11.9269
Avg Daily Profit (%) 0.2159 0.1083 0.1076 0.0822 0.1175 -0.0488
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52813 -11689 -52980 -116590 -14468 -114534
Profit Factor 1.306 1.7452 1.1921 1.0756 1.6341 0.9539
Total Trades 117 59 58 117 59 58
Winning Trades 85 41 44 85 41 44
Losing Trades 32 18 14 32 18 14
Profitability (%) 72.6496 69.4915 75.8621 72.6496 69.4915 75.8621
Ratio Avg Win / Avg Loss 0.4917 0.7662 0.3793 0.4049 0.7174 0.3035
Largest Winning Trade 11934 9245 11934 14728 11693 14728
Largest Losing Trade -47604 -9940 -47604 -103431 -12337 -103431
Avg Bars in Trades 204 37 374 204 37 374
Avg Bars in Winners 136 27 237 136 27 237
Avg Bars in Losers 385 60 802 385 60 802
Bars Traded 23911 2210 21701 23911 2210 21701
Profit Streak 4.5595 4.5595 7.9449 4.5595 4.5595 7.9449
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312154 -225978 -239953 -223203 -213204 -757224
Evaluation Data
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736687700000,
    "first_datapoint_time": 1736853300000,
    "last_datapoint_time": 1759186800000,
    "evaluation_time": 1759187441646,
    "expiration_time": 1765666800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            56216.5229318286,
            28193.8432544385,
            28022.6796773901,
            23845.64904974,
            35772.5014878955,
            -11926.8524381556
        ],
        [
            56.216523,
            28.193843,
            28.02268,
            23.845649,
            35.772501,
            -11.926852
        ],
        [
            0.215869,
            0.108263,
            0.107606,
            0.082157,
            0.117499,
            -0.048756
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52813,
            -11689,
            -52980,
            -116590,
            -14468,
            -114534
        ],
        [
            1.306002,
            1.745185,
            1.192096,
            1.075636,
            1.634123,
            0.953925
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            72.649573,
            69.491525,
            75.862069,
            72.649573,
            69.491525,
            75.862069
        ],
        [
            0.491671,
            0.766179,
            0.379303,
            0.404945,
            0.71742,
            0.303521
        ],
        [
            11934,
            9245,
            11934,
            14728,
            11693,
            14728
        ],
        [
            -47604,
            -9940,
            -47604,
            -103431,
            -12337,
            -103431
        ],
        [
            204,
            37,
            374,
            204,
            37,
            374
        ],
        [
            136,
            27,
            237,
            136,
            27,
            237
        ],
        [
            385,
            60,
            802,
            385,
            60,
            802
        ],
        [
            23911,
            2210,
            21701,
            23911,
            2210,
            21701
        ],
        [
            4.55951,
            4.55951,
            7.944926,
            4.55951,
            4.55951,
            7.944926
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312154,
            -225978,
            -239953,
            -223203,
            -213204,
            -757224
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736687700000,
    "first_datapoint_time": 1736853300000,
    "last_datapoint_time": 1759186800000,
    "evaluation_time": 1759187441646,
    "expiration_time": 1765666800000,
    "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": 185,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)