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Trade: VET/USDT/120/SINWMA/KCL/5386

Strategy
VET/USDT/120/SINWMA/KCL/5386
Pair
VET_USDT
Interval
2h
Score
428539
Daily Profit
0.297007
Profit Factor
4.371546
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 15:52
Expiration Time
2025-12-23 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 712443.0633 618764.4954 93678.5679 3169838.9757 2128850.1343 1040988.8414
Total P&L (%) 712.4431 618.7645 93.6786 3169.839 2128.8501 1040.9888
Avg Daily Profit (%) 0.342 0.297 0.045 0.1675 0.1491 0.1169
Buy And Hold Return (%) 214.5925 214.5925 214.5925 214.5925 214.5925 214.5925
Max Trade Drawdown -108338 -47548 -150195 -2555398 -1087245 -1468152
Profit Factor 2.4204 4.3715 1.2945 1.4398 1.6885 1.2529
Total Trades 72 36 36 72 36 36
Winning Trades 37 17 20 37 17 20
Losing Trades 35 19 16 35 19 16
Profitability (%) 51.3889 47.2222 55.5556 51.3889 47.2222 55.5556
Ratio Avg Win / Avg Loss 2.2895 4.8858 1.0356 1.362 1.8871 1.0024
Largest Winning Trade 203937 203937 59971 2110607 1796567 2110607
Largest Losing Trade -55932 -17792 -55932 -1430209 -444062 -1430209
Avg Bars in Trades 339 225 454 339 225 454
Avg Bars in Winners 513 351 651 513 351 651
Avg Bars in Losers 155 112 207 155 112 207
Bars Traded 24462 8116 16346 24462 8116 16346
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 -72561 428539 -297860 -74899 307310 -37442
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1582077600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760014368547,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 224,
            "offset": 73
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 122,
            "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": [
        [
            712443.0632923939,
            618764.4954114625,
            93678.5678809313,
            3169838.9757306455,
            2128850.1342934165,
            1040988.841437232
        ],
        [
            712.443063,
            618.764495,
            93.678568,
            3169.838976,
            2128.850134,
            1040.988841
        ],
        [
            0.341973,
            0.297007,
            0.044966,
            0.167532,
            0.149107,
            0.116924
        ],
        [
            214.592457,
            214.592457,
            214.592457,
            214.592457,
            214.592457,
            214.592457
        ],
        [
            -108338,
            -47548,
            -150195,
            -2555398,
            -1087245,
            -1468152
        ],
        [
            2.420353,
            4.371546,
            1.294522,
            1.439791,
            1.688483,
            1.252942
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            51.388889,
            47.222222,
            55.555556,
            51.388889,
            47.222222,
            55.555556
        ],
        [
            2.289523,
            4.885845,
            1.035617,
            1.361964,
            1.887129,
            1.002354
        ],
        [
            203937,
            203937,
            59971,
            2110607,
            1796567,
            2110607
        ],
        [
            -55932,
            -17792,
            -55932,
            -1430209,
            -444062,
            -1430209
        ],
        [
            339,
            225,
            454,
            339,
            225,
            454
        ],
        [
            513,
            351,
            651,
            513,
            351,
            651
        ],
        [
            155,
            112,
            207,
            155,
            112,
            207
        ],
        [
            24462,
            8116,
            16346,
            24462,
            8116,
            16346
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72561,
            428539,
            -297860,
            -74899,
            307310,
            -37442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1582077600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760014368547,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 224,
            "offset": 73
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 122,
            "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)