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Trade: DOT/USDT/360/VWAP/KCB/1482

Strategy
DOT/USDT/360/VWAP/KCB/1482
Pair
DOT_USDT
Interval
6h
Score
442469
Daily Profit
0.308945
Profit Factor
2.470275
Profitability
43.925234
Streak
6.363850
Best Strategy
Training Data Length
1869.500000
Evaluation Time
2025-10-01 05:43
Expiration Time
2025-11-26 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 577573.058 545676.4868 31896.5712 91794.192 29113.637 62680.555
Total P&L (%) 577.5731 545.6765 31.8966 91.7942 29.1136 62.6806
Avg Daily Profit (%) 0.3089 0.2919 0.0171 0.0348 0.0137 0.026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78892 -97918 -53396 -477163 -578548 -189281
Profit Factor 2.4703 3.6134 1.1733 1.0565 1.0306 1.0933
Total Trades 107 53 54 107 53 54
Winning Trades 47 22 25 47 22 25
Losing Trades 60 31 29 60 31 29
Profitability (%) 43.9252 41.5094 46.2963 43.9252 41.5094 46.2963
Ratio Avg Win / Avg Loss 3.1535 5.0916 1.3611 1.3487 1.4521 1.2683
Largest Winning Trade 631395 631395 41954 546411 546411 158520
Largest Losing Trade -44263 -44263 -37211 -292848 -292848 -148056
Avg Bars in Trades 67 57 77 67 57 77
Avg Bars in Winners 110 97 120 110 97 120
Avg Bars in Losers 33 28 39 33 28 39
Bars Traded 7203 3041 4163 7203 3041 4163
Profit Streak 6.3639 0 19.1139 6.3639 0 19.1139
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442469 -167756 -383306 -306106 -548045 -456887
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7478,
    "evaluation_days": 1869.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602871200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286636608,
    "expiration_time": 1764122544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 236
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            577573.0580165862,
            545676.4868361866,
            31896.5711803996,
            91794.1920182556,
            29113.6370012423,
            62680.5550170132
        ],
        [
            577.573058,
            545.676487,
            31.896571,
            91.794192,
            29.113637,
            62.680555
        ],
        [
            0.308945,
            0.291884,
            0.017062,
            0.034842,
            0.013669,
            0.026033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78892,
            -97918,
            -53396,
            -477163,
            -578548,
            -189281
        ],
        [
            2.470275,
            3.613402,
            1.173319,
            1.056506,
            1.030554,
            1.093322
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            43.925234,
            41.509434,
            46.296296,
            43.925234,
            41.509434,
            46.296296
        ],
        [
            3.153542,
            5.091613,
            1.36105,
            1.348731,
            1.452145,
            1.268254
        ],
        [
            631395,
            631395,
            41954,
            546411,
            546411,
            158520
        ],
        [
            -44263,
            -44263,
            -37211,
            -292848,
            -292848,
            -148056
        ],
        [
            67,
            57,
            77,
            67,
            57,
            77
        ],
        [
            110,
            97,
            120,
            110,
            97,
            120
        ],
        [
            33,
            28,
            39,
            33,
            28,
            39
        ],
        [
            7203,
            3041,
            4163,
            7203,
            3041,
            4163
        ],
        [
            6.36385,
            0,
            19.11385,
            6.36385,
            0,
            19.11385
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442469,
            -167756,
            -383306,
            -306106,
            -548045,
            -456887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7478,
    "evaluation_days": 1869.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602871200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286636608,
    "expiration_time": 1764122544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 236
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)