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Trade: MATIC/USDT/30/VWAP/KCL/3714

Strategy
MATIC/USDT/30/VWAP/KCL/3714
Pair
MATIC_USDT
Interval
30m
Score
310598
Daily Profit
0.198735
Profit Factor
1.713695
Profitability
83.783784
Streak
397.133340
Best Strategy
Training Data Length
141.310000
Evaluation Time
2025-09-27 06:12
Expiration Time
2024-10-10 05:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2519.3883 -25563.8941 28083.2824 -9346.3462 -33666.2871 24319.9409
Total P&L (%) 2.5194 -25.5639 28.0833 -9.3463 -33.6663 24.3199
Avg Daily Profit (%) 0.0178 -0.1809 0.1987 -0.0694 -0.2901 0.1542
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55553 -34424 -28499 -78712 -42990 -47670
Profit Factor 1.0221 0.6566 1.7137 0.9405 0.6489 1.3978
Total Trades 75 38 37 75 38 37
Winning Trades 54 23 31 54 23 31
Losing Trades 21 15 6 21 15 6
Profitability (%) 72 60.5263 83.7838 72 60.5263 83.7838
Ratio Avg Win / Avg Loss 0.3975 0.4282 0.3317 0.3657 0.4232 0.2705
Largest Winning Trade 6343 5393 6343 9549 7896 9549
Largest Losing Trade -28499 -21854 -28499 -47670 -26510 -47670
Avg Bars in Trades 87 79 94 87 79 94
Avg Bars in Winners 47 28 61 47 28 61
Avg Bars in Losers 189 158 265 189 158 265
Bars Traded 6543 3030 3512 6543 3030 3512
Profit Streak 384.4875 384.4875 397.1333 384.4875 384.4875 397.1333
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -591608 -580588 310598 -639736 -580588 218322
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 6783,
    "evaluation_days": 141.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713996000000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1758942720623,
    "expiration_time": 1728527400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            2519.3882975284,
            -25563.8941127721,
            28083.2824103005,
            -9346.3461674328,
            -33666.2871168017,
            24319.9409493689
        ],
        [
            2.519388,
            -25.563894,
            28.083282,
            -9.346346,
            -33.666287,
            24.319941
        ],
        [
            0.017829,
            -0.180906,
            0.198735,
            -0.069415,
            -0.290055,
            0.154169
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55553,
            -34424,
            -28499,
            -78712,
            -42990,
            -47670
        ],
        [
            1.022141,
            0.656582,
            1.713695,
            0.940478,
            0.648919,
            1.397831
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            21,
            15,
            6,
            21,
            15,
            6
        ],
        [
            72,
            60.526316,
            83.783784,
            72,
            60.526316,
            83.783784
        ],
        [
            0.397499,
            0.428206,
            0.331683,
            0.365742,
            0.423208,
            0.270548
        ],
        [
            6343,
            5393,
            6343,
            9549,
            7896,
            9549
        ],
        [
            -28499,
            -21854,
            -28499,
            -47670,
            -26510,
            -47670
        ],
        [
            87,
            79,
            94,
            87,
            79,
            94
        ],
        [
            47,
            28,
            61,
            47,
            28,
            61
        ],
        [
            189,
            158,
            265,
            189,
            158,
            265
        ],
        [
            6543,
            3030,
            3512,
            6543,
            3030,
            3512
        ],
        [
            384.487507,
            384.487507,
            397.13334,
            384.487507,
            384.487507,
            397.133341
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -591608,
            -580588,
            310598,
            -639736,
            -580588,
            218322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 6783,
    "evaluation_days": 141.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713996000000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1758942720623,
    "expiration_time": 1728527400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)