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Trade: COMP/USDT/720/VWAP/KCU/1367

Strategy
COMP/USDT/720/VWAP/KCU/1367
Pair
COMP_USDT
Interval
12h
Score
410010
Daily Profit
0.169323
Profit Factor
1.772795
Profitability
49.438202
Streak
10.612940
Best Strategy
Training Data Length
1925.500000
Evaluation Time
2025-10-02 05:42
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326031.3658 234042.0325 91989.3333 167262.6672 76535.3355 90727.3317
Total P&L (%) 326.0314 234.042 91.9893 167.2627 76.5353 90.7273
Avg Daily Profit (%) 0.1693 0.1215 0.0478 0.0511 0.0295 0.0335
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177103 -147440 -41812 -462952 -347038 -127397
Profit Factor 1.7728 1.7769 1.7625 1.1571 1.1034 1.2797
Total Trades 89 44 45 89 44 45
Winning Trades 44 18 26 44 18 26
Losing Trades 45 26 19 45 26 19
Profitability (%) 49.4382 40.9091 57.7778 49.4382 40.9091 57.7778
Ratio Avg Win / Avg Loss 1.8131 2.5666 1.288 1.1834 1.5937 0.9352
Largest Winning Trade 237001 237001 45449 239305 239305 95519
Largest Losing Trade -42738 -42738 -14546 -186288 -186288 -54596
Avg Bars in Trades 40 72 9 40 72 9
Avg Bars in Winners 52 112 11 52 112 11
Avg Bars in Losers 28 44 7 28 44 7
Bars Traded 3620 3189 432 3620 3189 432
Profit Streak 10.6129 0 208.6129 10.6129 0 208.6129
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410010 -30848 -124140 -171795 -262644 -147059
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3851,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597233600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372958015,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 79
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 98,
            "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": [
        [
            326031.3657783915,
            234042.0325193583,
            91989.333259033,
            167262.6671645815,
            76535.3354782374,
            90727.331686344
        ],
        [
            326.031366,
            234.042033,
            91.989333,
            167.262667,
            76.535335,
            90.727332
        ],
        [
            0.169323,
            0.121549,
            0.047774,
            0.051068,
            0.029521,
            0.033538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177103,
            -147440,
            -41812,
            -462952,
            -347038,
            -127397
        ],
        [
            1.772795,
            1.77691,
            1.762517,
            1.157072,
            1.103358,
            1.279687
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            49.438202,
            40.909091,
            57.777778,
            49.438202,
            40.909091,
            57.777778
        ],
        [
            1.813086,
            2.566648,
            1.287993,
            1.183369,
            1.593739,
            0.935156
        ],
        [
            237001,
            237001,
            45449,
            239305,
            239305,
            95519
        ],
        [
            -42738,
            -42738,
            -14546,
            -186288,
            -186288,
            -54596
        ],
        [
            40,
            72,
            9,
            40,
            72,
            9
        ],
        [
            52,
            112,
            11,
            52,
            112,
            11
        ],
        [
            28,
            44,
            7,
            28,
            44,
            7
        ],
        [
            3620,
            3189,
            432,
            3620,
            3189,
            432
        ],
        [
            10.61294,
            0,
            208.61294,
            10.61294,
            0,
            208.61294
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410010,
            -30848,
            -124140,
            -171795,
            -262644,
            -147059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3851,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597233600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372958015,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 79
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 98,
            "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)