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Trade: OCEAN/USDT/720/VWAP/KCU/3298

Strategy
OCEAN/USDT/720/VWAP/KCU/3298
Pair
OCEAN_USDT
Interval
12h
Score
367949
Daily Profit
0.166055
Profit Factor
2.164018
Profitability
77.142857
Streak
591.292868
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-26 22:01
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159040.6172 234553.1642 -75512.5469 -158108.7461 -128433.4834 -29675.2627
Total P&L (%) 159.0406 234.5532 -75.5125 -158.1087 -128.4335 -29.6753
Avg Daily Profit (%) 0.1126 0.1661 -0.0535 0 0 -0.0249
Buy And Hold Return (%) 64.42 64.42 64.42 64.42 64.42 64.42
Max Trade Drawdown -142440 -102816 -144453 -691928 -629710 -286247
Profit Factor 1.3429 2.164 0.7122 0.8938 0.8711 0.9396
Total Trades 71 35 36 71 35 36
Winning Trades 52 27 25 50 26 24
Losing Trades 19 8 11 21 9 12
Profitability (%) 73.2394 77.1429 69.4444 70.4225 74.2857 66.6667
Ratio Avg Win / Avg Loss 0.4907 0.6412 0.3133 0.3754 0.3015 0.4698
Largest Winning Trade 48949 48949 17394 140797 140797 44904
Largest Losing Trade -120961 -67759 -120961 -429470 -429470 -242477
Avg Bars in Trades 35 63 7 35 63 7
Avg Bars in Winners 12 22 2 12 22 2
Avg Bars in Losers 96 203 19 89 183 18
Bars Traded 2498 2226 272 2498 2226 272
Profit Streak 560.7929 591.2929 560.7929 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134792 367949 -577398 -669130 -577639 -578341
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758913303807,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 70,
            "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": [
        [
            159040.617239858,
            234553.1641634888,
            -75512.5469236306,
            -158108.7460830605,
            -128433.4833762632,
            -29675.2627067972
        ],
        [
            159.040617,
            234.553164,
            -75.512547,
            -158.108746,
            -128.433483,
            -29.675263
        ],
        [
            0.112595,
            0.166055,
            -0.05346,
            0,
            0,
            -0.024921
        ],
        [
            64.419979,
            64.419979,
            64.419979,
            64.419979,
            64.419979,
            64.419979
        ],
        [
            -142440,
            -102816,
            -144453,
            -691928,
            -629710,
            -286247
        ],
        [
            1.342879,
            2.164018,
            0.712153,
            0.89375,
            0.871107,
            0.939641
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            52,
            27,
            25,
            50,
            26,
            24
        ],
        [
            19,
            8,
            11,
            21,
            9,
            12
        ],
        [
            73.239437,
            77.142857,
            69.444444,
            70.422535,
            74.285714,
            66.666667
        ],
        [
            0.490667,
            0.641191,
            0.313347,
            0.375375,
            0.301537,
            0.46982
        ],
        [
            48949,
            48949,
            17394,
            140797,
            140797,
            44904
        ],
        [
            -120961,
            -67759,
            -120961,
            -429470,
            -429470,
            -242477
        ],
        [
            35,
            63,
            7,
            35,
            63,
            7
        ],
        [
            12,
            22,
            2,
            12,
            22,
            2
        ],
        [
            96,
            203,
            19,
            89,
            183,
            18
        ],
        [
            2498,
            2226,
            272,
            2498,
            2226,
            272
        ],
        [
            560.792868,
            591.292868,
            560.792868,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134792,
            367949,
            -577398,
            -669130,
            -577639,
            -578341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758913303807,
    "expiration_time": 1723453200000,
    "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": 70,
            "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)