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Trade: ETC/USDT/360/VWMA/KCU/5309

Strategy
ETC/USDT/360/VWMA/KCU/5309
Pair
ETC_USDT
Interval
6h
Score
318994
Daily Profit
0.274161
Profit Factor
3.221604
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-01 17:54
Expiration Time
2025-12-15 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 727328.1315 686088.4146 41239.7169 1077299.8235 403241.6626 674058.1609
Total P&L (%) 727.3281 686.0884 41.2397 1077.2998 403.2417 674.0582
Avg Daily Profit (%) 0.2906 0.2742 0.0165 0.0986 0.0646 0.0818
Buy And Hold Return (%) 268.3811 268.3811 268.3811 268.3811 268.3811 268.3811
Max Trade Drawdown -107351 -106103 -35574 -3455120 -3220425 -767752
Profit Factor 2.5178 3.2216 1.242 1.1321 1.0667 1.3198
Total Trades 64 32 32 64 32 32
Winning Trades 31 14 17 31 14 17
Losing Trades 33 18 15 33 18 15
Profitability (%) 48.4375 43.75 53.125 48.4375 43.75 53.125
Ratio Avg Win / Avg Loss 2.6802 4.1421 1.0959 1.2051 1.3714 1.1645
Largest Winning Trade 337598 337598 43734 2734411 2734411 734588
Largest Losing Trade -44502 -44502 -28196 -1904224 -1904224 -470615
Avg Bars in Trades 152 263 40 152 263 40
Avg Bars in Winners 189 370 41 189 370 41
Avg Bars in Losers 116 180 39 116 180 39
Bars Traded 9735 8433 1302 9735 8433 1302
Profit Streak 0 0 52.6212 0 0 52.6212
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133864 318994 -335946 -282508 -266546 -85713
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10010,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546668000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759330467896,
    "expiration_time": 1765806480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 150,
            "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": [
        [
            727328.131473515,
            686088.4145796663,
            41239.7168938487,
            1077299.8235026558,
            403241.6625684216,
            674058.1609342336
        ],
        [
            727.328131,
            686.088415,
            41.239717,
            1077.299824,
            403.241663,
            674.058161
        ],
        [
            0.290641,
            0.274161,
            0.016479,
            0.098582,
            0.064592,
            0.081811
        ],
        [
            268.381108,
            268.381108,
            268.381108,
            268.381108,
            268.381108,
            268.381108
        ],
        [
            -107351,
            -106103,
            -35574,
            -3455120,
            -3220425,
            -767752
        ],
        [
            2.517763,
            3.221604,
            1.242038,
            1.132075,
            1.066666,
            1.319754
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            48.4375,
            43.75,
            53.125,
            48.4375,
            43.75,
            53.125
        ],
        [
            2.680199,
            4.142062,
            1.095916,
            1.205112,
            1.371428,
            1.164489
        ],
        [
            337598,
            337598,
            43734,
            2734411,
            2734411,
            734588
        ],
        [
            -44502,
            -44502,
            -28196,
            -1904224,
            -1904224,
            -470615
        ],
        [
            152,
            263,
            40,
            152,
            263,
            40
        ],
        [
            189,
            370,
            41,
            189,
            370,
            41
        ],
        [
            116,
            180,
            39,
            116,
            180,
            39
        ],
        [
            9735,
            8433,
            1302,
            9735,
            8433,
            1302
        ],
        [
            0,
            0,
            52.621156,
            0,
            0,
            52.621156
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133864,
            318994,
            -335946,
            -282508,
            -266546,
            -85713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10010,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546668000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759330467896,
    "expiration_time": 1765806480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 150,
            "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)