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Trade: ALGO/USDT/15/VWMA/KCL/3481

Strategy
ALGO/USDT/15/VWMA/KCL/3481
Pair
ALGO_USDT
Interval
15m
Score
376776
Daily Profit
0.267610
Profit Factor
1.261822
Profitability
70.616114
Streak
7.606665
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 11:03
Expiration Time
2025-12-17 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69690.8947 12094.7848 57596.1099 30026.2387 -7511.2949 37537.5336
Total P&L (%) 69.6909 12.0948 57.5961 30.0262 -7.5113 37.5375
Avg Daily Profit (%) 0.2676 0.0464 0.2212 0.1009 -0.03 0.1225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89155 -33146 -77489 -148357 -52085 -125865
Profit Factor 1.2618 1.1167 1.3543 1.0756 0.9507 1.1533
Total Trades 211 106 105 211 106 105
Winning Trades 149 68 81 149 68 81
Losing Trades 62 38 24 62 38 24
Profitability (%) 70.6161 64.1509 77.1429 70.6161 64.1509 77.1429
Ratio Avg Win / Avg Loss 0.5251 0.6241 0.4013 0.4476 0.5313 0.3417
Largest Winning Trade 8722 8393 8722 14347 9295 14347
Largest Losing Trade -57032 -16481 -57032 -80090 -22682 -80090
Avg Bars in Trades 114 45 184 114 45 184
Avg Bars in Winners 60 26 89 60 26 89
Avg Bars in Losers 244 79 507 244 79 507
Bars Traded 24216 4818 19398 24216 4818 19398
Profit Streak 7.6067 7.6275 7.6067 7.6067 7.6275 7.6067
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376776 -323494 338842 -196349 -579000 -81844
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736979300000,
    "first_datapoint_time": 1737168300000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759478615881,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 211,
            "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": [
        [
            69690.894713645,
            12094.7848039756,
            57596.1099096694,
            30026.2386508267,
            -7511.2949147494,
            37537.5335655762
        ],
        [
            69.690895,
            12.094785,
            57.59611,
            30.026239,
            -7.511295,
            37.537534
        ],
        [
            0.26761,
            0.046443,
            0.221166,
            0.100875,
            -0.029979,
            0.122464
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89155,
            -33146,
            -77489,
            -148357,
            -52085,
            -125865
        ],
        [
            1.261822,
            1.116738,
            1.354284,
            1.075596,
            0.950688,
            1.153294
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            149,
            68,
            81,
            149,
            68,
            81
        ],
        [
            62,
            38,
            24,
            62,
            38,
            24
        ],
        [
            70.616114,
            64.150943,
            77.142857,
            70.616114,
            64.150943,
            77.142857
        ],
        [
            0.525053,
            0.624059,
            0.401269,
            0.447563,
            0.531267,
            0.341717
        ],
        [
            8722,
            8393,
            8722,
            14347,
            9295,
            14347
        ],
        [
            -57032,
            -16481,
            -57032,
            -80090,
            -22682,
            -80090
        ],
        [
            114,
            45,
            184,
            114,
            45,
            184
        ],
        [
            60,
            26,
            89,
            60,
            26,
            89
        ],
        [
            244,
            79,
            507,
            244,
            79,
            507
        ],
        [
            24216,
            4818,
            19398,
            24216,
            4818,
            19398
        ],
        [
            7.606665,
            7.627499,
            7.606665,
            7.606665,
            7.627499,
            7.606665
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376776,
            -323494,
            338842,
            -196349,
            -579000,
            -81844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736979300000,
    "first_datapoint_time": 1737168300000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759478615881,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 211,
            "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)