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Trade: C98/USDT/720/VWAP/BBL/1207

Strategy
C98/USDT/720/VWAP/BBL/1207
Pair
C98_USDT
Interval
12h
Score
571676
Daily Profit
0.213084
Profit Factor
3.158154
Profitability
90.625000
Streak
0.000000
Best Strategy
Training Data Length
1531.000000
Evaluation Time
2025-10-01 14:56
Expiration Time
2025-11-16 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377607.248 51375.0731 326232.175 -1744754.7483 -55678.6393 -1689076.109
Total P&L (%) 377.6072 51.3751 326.2322 -1744.7547 -55.6786 -1689.0761
Avg Daily Profit (%) 0.2466 0.0336 0.2131 0 -0.0531 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130723 -55480 -124549 -2917305 -407328 -2710764
Profit Factor 2.5086 1.5182 3.1582 0.5123 0.9181 0.4171
Total Trades 65 33 32 65 33 32
Winning Trades 53 24 29 38 20 18
Losing Trades 12 9 3 27 13 14
Profitability (%) 81.5385 72.7273 90.625 58.4615 60.6061 56.25
Ratio Avg Win / Avg Loss 0.568 0.5693 0.3267 0.364 0.5968 0.3244
Largest Winning Trade 33598 13981 33598 272467 127331 272467
Largest Losing Trade -124549 -55480 -124549 -1584961 -193685 -1584961
Avg Bars in Trades 43 7 80 43 7 80
Avg Bars in Winners 32 4 56 31 7 58
Avg Bars in Losers 89 15 308 59 7 108
Bars Traded 2808 245 2563 2808 245 2563
Profit Streak 5.9979 116.9979 0 0 0 101.9979
Trades During Streak 1 3 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121240 -145003 571676 -715680 -579150 -579439
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3062,
    "evaluation_days": 1531,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1631577600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759319816546,
    "expiration_time": 1763245152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 1.79746
        }
    }
}
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": [
        [
            377607.2480381705,
            51375.0730576661,
            326232.1749805042,
            -1744754.7483158868,
            -55678.6392729765,
            -1689076.1090429104
        ],
        [
            377.607248,
            51.375073,
            326.232175,
            -1744.754748,
            -55.678639,
            -1689.076109
        ],
        [
            0.246641,
            0.033557,
            0.213084,
            0,
            -0.053134,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130723,
            -55480,
            -124549,
            -2917305,
            -407328,
            -2710764
        ],
        [
            2.508608,
            1.518212,
            3.158154,
            0.512283,
            0.918079,
            0.417103
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            53,
            24,
            29,
            38,
            20,
            18
        ],
        [
            12,
            9,
            3,
            27,
            13,
            14
        ],
        [
            81.538462,
            72.727273,
            90.625,
            58.461538,
            60.606061,
            56.25
        ],
        [
            0.567987,
            0.569329,
            0.326706,
            0.36399,
            0.596751,
            0.324413
        ],
        [
            33598,
            13981,
            33598,
            272467,
            127331,
            272467
        ],
        [
            -124549,
            -55480,
            -124549,
            -1584961,
            -193685,
            -1584961
        ],
        [
            43,
            7,
            80,
            43,
            7,
            80
        ],
        [
            32,
            4,
            56,
            31,
            7,
            58
        ],
        [
            89,
            15,
            308,
            59,
            7,
            108
        ],
        [
            2808,
            245,
            2563,
            2808,
            245,
            2563
        ],
        [
            5.997877,
            116.997877,
            0,
            0,
            0,
            101.997877
        ],
        [
            1,
            3,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121240,
            -145003,
            571676,
            -715680,
            -579150,
            -579439
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3062,
    "evaluation_days": 1531,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1631577600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759319816546,
    "expiration_time": 1763245152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 1.79746
        }
    }
}

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)