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Trade: C98/USDT/720/VWAP/BBL/9797

Strategy
C98/USDT/720/VWAP/BBL/9797
Pair
C98_USDT
Interval
12h
Score
568955
Daily Profit
0.170515
Profit Factor
2.795265
Profitability
86.206897
Streak
499.893277
Best Strategy
Training Data Length
1524.500000
Evaluation Time
2025-09-27 00:26
Expiration Time
2025-11-09 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204274.4637 -55675.7011 259950.1648 -851701.7151 -251245.6723 -600456.0428
Total P&L (%) 204.2745 -55.6757 259.9502 -851.7017 -251.2457 -600.456
Avg Daily Profit (%) 0.134 -0.0365 0.1705 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181200 -81593 -141317 -1344403 -272675 -1183785
Profit Factor 1.7454 0.5693 2.7953 0.4863 0.4533 0.499
Total Trades 59 30 29 59 30 29
Winning Trades 40 15 25 29 14 15
Losing Trades 19 15 4 30 16 14
Profitability (%) 67.7966 50 86.2069 49.1525 46.6667 51.7241
Ratio Avg Win / Avg Loss 0.829 0.5693 0.4472 0.5031 0.5181 0.4657
Largest Winning Trade 33501 13981 33501 108006 41888 108006
Largest Losing Trade -141317 -34673 -141317 -643171 -145636 -643171
Avg Bars in Trades 44 4 86 44 4 86
Avg Bars in Winners 44 2 69 33 4 60
Avg Bars in Losers 44 5 191 55 4 113
Bars Traded 2631 132 2499 2631 132 2499
Profit Streak 174.8933 174.8933 499.8933 0 0 0
Trades During Streak 4 2 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -189426 -579578 568955 -760607 -581844 -580609

Evaluation Data

{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921979160,
    "expiration_time": 1762666704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 230,
            "offset": 0,
            "std": 2.15476
        }
    }
}
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": [
        [
            204274.4636957181,
            -55675.7010784454,
            259950.1647741634,
            -851701.7150952738,
            -251245.6722756378,
            -600456.0428196362
        ],
        [
            204.274464,
            -55.675701,
            259.950165,
            -851.701715,
            -251.245672,
            -600.456043
        ],
        [
            0.133994,
            -0.036521,
            0.170515,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181200,
            -81593,
            -141317,
            -1344403,
            -272675,
            -1183785
        ],
        [
            1.745358,
            0.569289,
            2.795265,
            0.486345,
            0.453313,
            0.499011
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            40,
            15,
            25,
            29,
            14,
            15
        ],
        [
            19,
            15,
            4,
            30,
            16,
            14
        ],
        [
            67.79661,
            50,
            86.206897,
            49.152542,
            46.666667,
            51.724138
        ],
        [
            0.829045,
            0.569289,
            0.447242,
            0.503115,
            0.518072,
            0.465743
        ],
        [
            33501,
            13981,
            33501,
            108006,
            41888,
            108006
        ],
        [
            -141317,
            -34673,
            -141317,
            -643171,
            -145636,
            -643171
        ],
        [
            44,
            4,
            86,
            44,
            4,
            86
        ],
        [
            44,
            2,
            69,
            33,
            4,
            60
        ],
        [
            44,
            5,
            191,
            55,
            4,
            113
        ],
        [
            2631,
            132,
            2499,
            2631,
            132,
            2499
        ],
        [
            174.893277,
            174.893277,
            499.893277,
            0,
            0,
            0
        ],
        [
            4,
            2,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -189426,
            -579578,
            568955,
            -760607,
            -581844,
            -580609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1629331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921979160,
    "expiration_time": 1762666704000,
    "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": 230,
            "offset": 0,
            "std": 2.15476
        }
    }
}

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)