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Trade: MATIC/USDT/360/KCL/VWMA/9170

Strategy
MATIC/USDT/360/KCL/VWMA/9170
Pair
MATIC_USDT
Interval
6h
Score
303002
Daily Profit
0.196080
Profit Factor
1.890372
Profitability
67.469880
Streak
0.000000
Best Strategy
Training Data Length
1963.500000
Evaluation Time
2025-10-01 02:18
Expiration Time
2024-11-07 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414757.1474 541659.4361 -126902.2886 17721.662 4581767.772 -4564046.11
Total P&L (%) 414.7571 541.6594 -126.9023 17.7217 4581.7678 -4564.0461
Avg Daily Profit (%) 0.2112 0.2759 -0.0646 0.0083 0.1961 0
Buy And Hold Return (%) 1285.1771 1285.1771 1285.1771 1285.1771 1285.1771 1285.1771
Max Trade Drawdown -236265 -121924 -216056 -6262018 -2729986 -4740588
Profit Factor 1.5309 2.3723 0.6717 1.0015 1.8904 0.3468
Total Trades 167 83 84 167 83 84
Winning Trades 104 56 48 104 56 48
Losing Trades 63 27 36 63 27 36
Profitability (%) 62.2754 67.4699 57.1429 62.2754 67.4699 57.1429
Ratio Avg Win / Avg Loss 0.9274 1.1438 0.5038 0.6067 0.9114 0.2601
Largest Winning Trade 146297 146297 20468 3119028 3119028 386831
Largest Losing Trade -63060 -63060 -45774 -2913943 -1986239 -2913943
Avg Bars in Trades 41 74 8 41 74 8
Avg Bars in Winners 26 42 8 26 42 8
Avg Bars in Losers 66 141 9 66 141 9
Bars Traded 6939 6199 740 6939 6199 740
Profit Streak 404.2212 0 567.4712 404.2212 0 567.4712
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155180 -151473 -578944 -565039 303002 -578944
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1558634400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759274313637,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    }
}
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": [
        [
            414757.1474397341,
            541659.4360675155,
            -126902.2886277818,
            17721.6619614885,
            4581767.771982249,
            -4564046.110020758
        ],
        [
            414.757147,
            541.659436,
            -126.902289,
            17.721662,
            4581.767772,
            -4564.04611
        ],
        [
            0.211234,
            0.275864,
            -0.064631,
            0.00831,
            0.19608,
            0
        ],
        [
            1285.177072,
            1285.177072,
            1285.177072,
            1285.177072,
            1285.177072,
            1285.177072
        ],
        [
            -236265,
            -121924,
            -216056,
            -6262018,
            -2729986,
            -4740588
        ],
        [
            1.530895,
            2.372276,
            0.671684,
            1.001461,
            1.890372,
            0.346812
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            104,
            56,
            48,
            104,
            56,
            48
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            62.275449,
            67.46988,
            57.142857,
            62.275449,
            67.46988,
            57.142857
        ],
        [
            0.927369,
            1.143776,
            0.503763,
            0.606654,
            0.91143,
            0.260109
        ],
        [
            146297,
            146297,
            20468,
            3119028,
            3119028,
            386831
        ],
        [
            -63060,
            -63060,
            -45774,
            -2913943,
            -1986239,
            -2913943
        ],
        [
            41,
            74,
            8,
            41,
            74,
            8
        ],
        [
            26,
            42,
            8,
            26,
            42,
            8
        ],
        [
            66,
            141,
            9,
            66,
            141,
            9
        ],
        [
            6939,
            6199,
            740,
            6939,
            6199,
            740
        ],
        [
            404.221223,
            0,
            567.471223,
            404.221223,
            0,
            567.471223
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155180,
            -151473,
            -578944,
            -565039,
            303002,
            -578944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7854,
    "evaluation_days": 1963.5,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1558634400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759274313637,
    "expiration_time": 1731015792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    }
}

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)