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Trade: OCEAN/USDT/240/VWAP/KCU/1791

Strategy
OCEAN/USDT/240/VWAP/KCU/1791
Pair
OCEAN_USDT
Interval
4h
Score
338460
Daily Profit
0.170101
Profit Factor
1.684194
Profitability
83.018868
Streak
524.611035
Best Strategy
Training Data Length
1411.830000
Evaluation Time
2025-10-12 21:39
Expiration Time
2024-08-12 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127765.435 240154.2676 -112388.8326 -124141.5366 -145367.9777 21226.441
Total P&L (%) 127.7654 240.1543 -112.3888 -124.1415 -145.368 21.2264
Avg Daily Profit (%) 0.0905 0.1701 -0.0796 0 0 0.0136
Buy And Hold Return (%) 81.2075 81.2075 81.2075 81.2075 81.2075 81.2075
Max Trade Drawdown -208409 -106587 -217274 -818242 -693464 -306962
Profit Factor 1.1553 1.6842 0.7618 0.9425 0.8919 1.0261
Total Trades 213 106 107 213 106 107
Winning Trades 168 88 80 164 86 78
Losing Trades 45 18 27 49 20 29
Profitability (%) 78.8732 83.0189 74.7664 76.9953 81.1321 72.8972
Ratio Avg Win / Avg Loss 0.3094 0.3445 0.2571 0.2816 0.2074 0.3815
Largest Winning Trade 39474 39474 15644 120611 120611 88865
Largest Losing Trade -150581 -68089 -150581 -376120 -376120 -221519
Avg Bars in Trades 36 55 18 36 55 18
Avg Bars in Winners 14 20 8 15 21 8
Avg Bars in Losers 119 226 47 107 200 43
Bars Traded 7845 5890 1955 7845 5890 1955
Profit Streak 524.611 524.611 559.9444 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127094 338460 -576322 -576163 -576773 -530683
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599552000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1760294393416,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "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": [
        [
            127765.4350011222,
            240154.2676290498,
            -112388.8326279277,
            -124141.5366393642,
            -145367.9776644645,
            21226.4410251004
        ],
        [
            127.765435,
            240.154268,
            -112.388833,
            -124.141537,
            -145.367978,
            21.226441
        ],
        [
            0.090496,
            0.170101,
            -0.079605,
            0,
            0,
            0.013635
        ],
        [
            81.207458,
            81.207458,
            81.207458,
            81.207458,
            81.207458,
            81.207458
        ],
        [
            -208409,
            -106587,
            -217274,
            -818242,
            -693464,
            -306962
        ],
        [
            1.155259,
            1.684194,
            0.761845,
            0.942514,
            0.891905,
            1.026055
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            168,
            88,
            80,
            164,
            86,
            78
        ],
        [
            45,
            18,
            27,
            49,
            20,
            29
        ],
        [
            78.873239,
            83.018868,
            74.766355,
            76.995305,
            81.132075,
            72.897196
        ],
        [
            0.309444,
            0.344494,
            0.257123,
            0.281605,
            0.20742,
            0.381482
        ],
        [
            39474,
            39474,
            15644,
            120611,
            120611,
            88865
        ],
        [
            -150581,
            -68089,
            -150581,
            -376120,
            -376120,
            -221519
        ],
        [
            36,
            55,
            18,
            36,
            55,
            18
        ],
        [
            14,
            20,
            8,
            15,
            21,
            8
        ],
        [
            119,
            226,
            47,
            107,
            200,
            43
        ],
        [
            7845,
            5890,
            1955,
            7845,
            5890,
            1955
        ],
        [
            524.611035,
            524.611035,
            559.944368,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127094,
            338460,
            -576322,
            -576163,
            -576773,
            -530683
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1599552000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1760294393416,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "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)