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Trade: VET/USDT/15/VWAP/KCB/6583

Strategy
VET/USDT/15/VWAP/KCB/6583
Pair
VET_USDT
Interval
15m
Score
303752
Daily Profit
0.189009
Profit Factor
1.442178
Profitability
71.551724
Streak
8.594050
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 20:00
Expiration Time
2025-12-26 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 50567.8249 1346.2101 49221.6148 36767.8596 -8601.4119 45369.2715
Total P&L (%) 50.5678 1.3462 49.2216 36.7679 -8.6014 45.3693
Avg Daily Profit (%) 0.1942 0.0052 0.189 0.1203 -0.0345 0.1438
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62129 -33698 -31908 -119359 -63043 -60618
Profit Factor 1.1818 1.0081 1.4422 1.0828 0.9668 1.2449
Total Trades 231 115 116 231 115 116
Winning Trades 152 69 83 152 69 83
Losing Trades 79 46 33 79 46 33
Profitability (%) 65.8009 60 71.5517 65.8009 60 71.5517
Ratio Avg Win / Avg Loss 0.6142 0.672 0.5734 0.5627 0.6445 0.495
Largest Winning Trade 9546 9179 9546 14597 14597 11691
Largest Losing Trade -23835 -13535 -23835 -51520 -24148 -51520
Avg Bars in Trades 104 105 104 104 105 104
Avg Bars in Winners 65 57 72 65 57 72
Avg Bars in Losers 180 177 184 180 177 184
Bars Traded 24225 12097 12128 24225 12097 12128
Profit Streak 5.7086 0 8.5941 5.7086 0 8.5941
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -13339 -565355 303752 -163504 -581125 -1766
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737788400000,
    "first_datapoint_time": 1737912600000,
    "last_datapoint_time": 1760287500000,
    "evaluation_time": 1760288425941,
    "expiration_time": 1766767500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "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": [
        [
            50567.8248934064,
            1346.2101329328,
            49221.6147604734,
            36767.8595661348,
            -8601.4119039169,
            45369.2714700517
        ],
        [
            50.567825,
            1.34621,
            49.221615,
            36.76786,
            -8.601412,
            45.369271
        ],
        [
            0.194178,
            0.005169,
            0.189009,
            0.120307,
            -0.034531,
            0.143758
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62129,
            -33698,
            -31908,
            -119359,
            -63043,
            -60618
        ],
        [
            1.181831,
            1.008071,
            1.442178,
            1.082756,
            0.966795,
            1.244897
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            152,
            69,
            83,
            152,
            69,
            83
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            65.800866,
            60,
            71.551724,
            65.800866,
            60,
            71.551724
        ],
        [
            0.614241,
            0.672048,
            0.573396,
            0.562748,
            0.64453,
            0.494959
        ],
        [
            9546,
            9179,
            9546,
            14597,
            14597,
            11691
        ],
        [
            -23835,
            -13535,
            -23835,
            -51520,
            -24148,
            -51520
        ],
        [
            104,
            105,
            104,
            104,
            105,
            104
        ],
        [
            65,
            57,
            72,
            65,
            57,
            72
        ],
        [
            180,
            177,
            184,
            180,
            177,
            184
        ],
        [
            24225,
            12097,
            12128,
            24225,
            12097,
            12128
        ],
        [
            5.708633,
            0,
            8.59405,
            5.708634,
            0,
            8.59405
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -13339,
            -565355,
            303752,
            -163504,
            -581125,
            -1766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737788400000,
    "first_datapoint_time": 1737912600000,
    "last_datapoint_time": 1760287500000,
    "evaluation_time": 1760288425941,
    "expiration_time": 1766767500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "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)