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Trade: LINK/USDT/15/KCU/VWMA/4613

Strategy
LINK/USDT/15/KCU/VWMA/4613
Pair
LINK_USDT
Interval
15m
Score
346273
Daily Profit
0.200979
Profit Factor
1.705030
Profitability
68.571429
Streak
12.125066
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 20:30
Expiration Time
2025-12-24 19:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76762.1556 45636.1594 31125.9962 60431.2087 68685.2942 -8254.0855
Total P&L (%) 76.7622 45.6362 31.126 60.4312 68.6853 -8.2541
Avg Daily Profit (%) 0.2948 0.1752 0.1195 0.1817 0.201 -0.0331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63563 -16738 -61266 -145393 -25027 -140477
Profit Factor 1.4348 1.6982 1.2799 1.1888 1.705 0.9629
Total Trades 71 35 36 71 35 36
Winning Trades 50 24 26 50 24 26
Losing Trades 21 11 10 21 11 10
Profitability (%) 70.4225 68.5714 72.2222 70.4225 68.5714 72.2222
Ratio Avg Win / Avg Loss 0.6026 0.7784 0.4923 0.4993 0.7815 0.3704
Largest Winning Trade 21129 21129 11457 21532 21532 18195
Largest Losing Trade -34012 -15798 -34012 -92101 -25027 -92101
Avg Bars in Trades 340 304 375 340 304 375
Avg Bars in Winners 231 232 230 231 232 230
Avg Bars in Losers 599 462 750 599 462 750
Bars Traded 24182 10674 13508 24182 10674 13508
Profit Streak 5.4688 12.1251 5.4688 5.4688 12.1251 5.4688
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80898 279072 -35969 -96269 346273 -578587
Evaluation Data
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737617400000,
    "first_datapoint_time": 1737989100000,
    "last_datapoint_time": 1760116500000,
    "evaluation_time": 1760117405712,
    "expiration_time": 1766596500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 233
        }
    }
}
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": [
        [
            76762.1555823691,
            45636.159392155,
            31125.996190214,
            60431.2087128647,
            68685.2942336889,
            -8254.0855208243
        ],
        [
            76.762156,
            45.636159,
            31.125996,
            60.431209,
            68.685294,
            -8.254086
        ],
        [
            0.294763,
            0.175241,
            0.119522,
            0.181677,
            0.200979,
            -0.033075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63563,
            -16738,
            -61266,
            -145393,
            -25027,
            -140477
        ],
        [
            1.434793,
            1.698245,
            1.279934,
            1.18879,
            1.70503,
            0.962932
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            70.422535,
            68.571429,
            72.222222,
            70.422535,
            68.571429,
            72.222222
        ],
        [
            0.602613,
            0.778362,
            0.492282,
            0.499292,
            0.781472,
            0.370359
        ],
        [
            21129,
            21129,
            11457,
            21532,
            21532,
            18195
        ],
        [
            -34012,
            -15798,
            -34012,
            -92101,
            -25027,
            -92101
        ],
        [
            340,
            304,
            375,
            340,
            304,
            375
        ],
        [
            231,
            232,
            230,
            231,
            232,
            230
        ],
        [
            599,
            462,
            750,
            599,
            462,
            750
        ],
        [
            24182,
            10674,
            13508,
            24182,
            10674,
            13508
        ],
        [
            5.468816,
            12.125066,
            5.468816,
            5.468816,
            12.125066,
            5.468816
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80898,
            279072,
            -35969,
            -96269,
            346273,
            -578587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737617400000,
    "first_datapoint_time": 1737989100000,
    "last_datapoint_time": 1760116500000,
    "evaluation_time": 1760117405712,
    "expiration_time": 1766596500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 233
        }
    }
}

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)