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Trade: NEAR/USDT/720/VWAP/KCU/5301

Strategy
NEAR/USDT/720/VWAP/KCU/5301
Pair
NEAR_USDT
Interval
12h
Score
346750
Daily Profit
0.349533
Profit Factor
4.082637
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-10-09 19:50
Expiration Time
2025-12-03 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 707339.5243 636849.0242 70490.5001 1008932.1842 1038122.57 -29190.3859
Total P&L (%) 707.3395 636.849 70.4905 1008.9322 1038.1226 -29.1904
Avg Daily Profit (%) 0.3882 0.3495 0.0387 0.1321 0.1336 -0.0189
Buy And Hold Return (%) 153.1646 153.1646 153.1646 153.1646 153.1646 153.1646
Max Trade Drawdown -111643 -134409 -42044 -1160320 -829049 -516100
Profit Factor 3.092 4.0826 1.5359 1.3744 1.6958 0.9757
Total Trades 74 37 37 74 37 37
Winning Trades 34 14 20 34 14 20
Losing Trades 40 23 17 40 23 17
Profitability (%) 45.9459 37.8378 54.0541 45.9459 37.8378 54.0541
Ratio Avg Win / Avg Loss 3.6376 6.7072 1.3055 1.617 2.7859 0.8294
Largest Winning Trade 297017 297017 46878 900979 900979 358596
Largest Losing Trade -55310 -55310 -36895 -516100 -488239 -516100
Avg Bars in Trades 45 58 32 45 58 32
Avg Bars in Winners 61 91 40 61 91 40
Avg Bars in Losers 31 38 22 31 38 22
Bars Traded 3363 2166 1197 3363 2166 1197
Profit Streak 71.2017 0 150.7017 71.2017 0 150.7017
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55914 346750 -303590 -84625 -15959 -578895
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1608595200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028625895,
    "expiration_time": 1764733824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 138
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            707339.5242664198,
            636849.0241590084,
            70490.5001074116,
            1008932.1841705353,
            1038122.5700250093,
            -29190.3858544747
        ],
        [
            707.339524,
            636.849024,
            70.4905,
            1008.932184,
            1038.12257,
            -29.190386
        ],
        [
            0.388221,
            0.349533,
            0.038689,
            0.132139,
            0.133567,
            -0.018943
        ],
        [
            153.164557,
            153.164557,
            153.164557,
            153.164557,
            153.164557,
            153.164557
        ],
        [
            -111643,
            -134409,
            -42044,
            -1160320,
            -829049,
            -516100
        ],
        [
            3.091965,
            4.082637,
            1.535928,
            1.374434,
            1.695789,
            0.975726
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            45.945946,
            37.837838,
            54.054054,
            45.945946,
            37.837838,
            54.054054
        ],
        [
            3.637606,
            6.70719,
            1.305539,
            1.616982,
            2.785938,
            0.829367
        ],
        [
            297017,
            297017,
            46878,
            900979,
            900979,
            358596
        ],
        [
            -55310,
            -55310,
            -36895,
            -516100,
            -488239,
            -516100
        ],
        [
            45,
            58,
            32,
            45,
            58,
            32
        ],
        [
            61,
            91,
            40,
            61,
            91,
            40
        ],
        [
            31,
            38,
            22,
            31,
            38,
            22
        ],
        [
            3363,
            2166,
            1197,
            3363,
            2166,
            1197
        ],
        [
            71.201688,
            0,
            150.701689,
            71.201689,
            0,
            150.701689
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55914,
            346750,
            -303590,
            -84625,
            -15959,
            -578895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1608595200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028625895,
    "expiration_time": 1764733824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 138
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)