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Trade: ONE/USDT/120/KCL/VWAP/6940

Strategy
ONE/USDT/120/KCL/VWAP/6940
Pair
ONE_USDT
Interval
2h
Score
329421
Daily Profit
0.629670
Profit Factor
2.474849
Profitability
30.370370
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-13 01:32
Expiration Time
2025-12-26 23:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1311652.0208 1372366.0781 -60714.0573 -58890.7582 373805.5573 -432696.3155
Total P&L (%) 1311.652 1372.3661 -60.7141 -58.8908 373.8056 -432.6963
Avg Daily Profit (%) 0.6297 0.6588 -0.0291 -0.0427 0.0747 0
Buy And Hold Return (%) 41.5385 41.5385 41.5385 41.5385 41.5385 41.5385
Max Trade Drawdown -282402 -271191 -70085 -2855594 -2877829 -516275
Profit Factor 2.4748 2.8263 0.5597 0.9877 1.0942 0.4747
Total Trades 135 67 68 135 67 68
Winning Trades 41 19 22 41 19 22
Losing Trades 94 48 46 94 48 46
Profitability (%) 30.3704 28.3582 32.3529 30.3704 28.3582 32.3529
Ratio Avg Win / Avg Loss 5.674 7.1401 1.1703 2.2645 2.7642 0.9925
Largest Winning Trade 1203209 1203209 9378 1789891 1789891 205906
Largest Losing Trade -60070 -60070 -17947 -616119 -616119 -279931
Avg Bars in Trades 182 362 5 182 362 5
Avg Bars in Winners 381 812 9 381 812 9
Avg Bars in Losers 95 183 4 95 183 4
Bars Traded 24657 24256 401 24657 24256 401
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329421 -114617 -695154 -585276 -340992 -696821
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1580594400000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760308321403,
    "expiration_time": 1766785622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1311652.0207624033,
            1372366.0780928265,
            -60714.0573304239,
            -58890.758190068,
            373805.5573296408,
            -432696.315519708
        ],
        [
            1311.652021,
            1372.366078,
            -60.714057,
            -58.890758,
            373.805557,
            -432.696316
        ],
        [
            0.62967,
            0.658816,
            -0.029146,
            -0.042665,
            0.074707,
            0
        ],
        [
            41.538462,
            41.538462,
            41.538462,
            41.538462,
            41.538462,
            41.538462
        ],
        [
            -282402,
            -271191,
            -70085,
            -2855594,
            -2877829,
            -516275
        ],
        [
            2.474849,
            2.826276,
            0.559695,
            0.987713,
            1.094175,
            0.474681
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            30.37037,
            28.358209,
            32.352941,
            30.37037,
            28.358209,
            32.352941
        ],
        [
            5.674044,
            7.140066,
            1.170271,
            2.264513,
            2.764232,
            0.992516
        ],
        [
            1203209,
            1203209,
            9378,
            1789891,
            1789891,
            205906
        ],
        [
            -60070,
            -60070,
            -17947,
            -616119,
            -616119,
            -279931
        ],
        [
            182,
            362,
            5,
            182,
            362,
            5
        ],
        [
            381,
            812,
            9,
            381,
            812,
            9
        ],
        [
            95,
            183,
            4,
            95,
            183,
            4
        ],
        [
            24657,
            24256,
            401,
            24657,
            24256,
            401
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329421,
            -114617,
            -695154,
            -585276,
            -340992,
            -696821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1580594400000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760308321403,
    "expiration_time": 1766785622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)