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Trade: ALGO/USDT/60/VWMA/KCU/4501

Strategy
ALGO/USDT/60/VWMA/KCU/4501
Pair
ALGO_USDT
Interval
1h
Score
303052
Daily Profit
0.371396
Profit Factor
1.681113
Profitability
35.897436
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-28 15:41
Expiration Time
2025-12-12 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386872.5783 293955.9456 92916.6327 472956.1751 446896.0447 26060.1304
Total P&L (%) 386.8726 293.9559 92.9166 472.9562 446.896 26.0601
Avg Daily Profit (%) 0.3714 0.2822 0.0892 0.1677 0.1632 0.0222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83477 -69020 -29405 -972773 -678440 -371662
Profit Factor 1.6811 1.7641 1.5069 1.142 1.2083 1.022
Total Trades 312 156 156 312 156 156
Winning Trades 112 48 64 112 48 64
Losing Trades 200 108 92 200 108 92
Profitability (%) 35.8974 30.7692 41.0256 35.8974 30.7692 41.0256
Ratio Avg Win / Avg Loss 3.002 3.9693 2.1662 2.0393 2.7186 1.4691
Largest Winning Trade 243557 243557 25556 967513 967513 111117
Largest Losing Trade -18787 -18787 -7531 -112135 -112135 -101293
Avg Bars in Trades 78 129 28 78 129 28
Avg Bars in Winners 131 255 39 131 255 39
Avg Bars in Losers 49 73 21 49 73 21
Bars Traded 24636 20190 4446 24636 20190 4446
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303052 160268 -74364 -59710 26080 -365897
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669060800000,
    "first_datapoint_time": 1669629600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063291359,
    "expiration_time": 1765540800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 17,
            "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": [
        [
            386872.5783251126,
            293955.9456048053,
            92916.6327203079,
            472956.1751459972,
            446896.0447025162,
            26060.1304434806
        ],
        [
            386.872578,
            293.955946,
            92.916633,
            472.956175,
            446.896045,
            26.06013
        ],
        [
            0.371396,
            0.282197,
            0.0892,
            0.167721,
            0.163245,
            0.022235
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83477,
            -69020,
            -29405,
            -972773,
            -678440,
            -371662
        ],
        [
            1.681113,
            1.764127,
            1.506896,
            1.142012,
            1.208256,
            1.022001
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            112,
            48,
            64,
            112,
            48,
            64
        ],
        [
            200,
            108,
            92,
            200,
            108,
            92
        ],
        [
            35.897436,
            30.769231,
            41.025641,
            35.897436,
            30.769231,
            41.025641
        ],
        [
            3.001988,
            3.969285,
            2.166162,
            2.039307,
            2.718576,
            1.469126
        ],
        [
            243557,
            243557,
            25556,
            967513,
            967513,
            111117
        ],
        [
            -18787,
            -18787,
            -7531,
            -112135,
            -112135,
            -101293
        ],
        [
            78,
            129,
            28,
            78,
            129,
            28
        ],
        [
            131,
            255,
            39,
            131,
            255,
            39
        ],
        [
            49,
            73,
            21,
            49,
            73,
            21
        ],
        [
            24636,
            20190,
            4446,
            24636,
            20190,
            4446
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303052,
            160268,
            -74364,
            -59710,
            26080,
            -365897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669060800000,
    "first_datapoint_time": 1669629600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063291359,
    "expiration_time": 1765540800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 17,
            "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)