← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: VET/USDT/15/VWAP/KCL/6234

Strategy
VET/USDT/15/VWAP/KCL/6234
Pair
VET_USDT
Interval
15m
Score
443921
Daily Profit
0.274583
Profit Factor
1.796966
Profitability
75.555556
Streak
31.255290
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 09:07
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92242.7256 20735.7895 71506.9361 109792.6194 27583.6594 82208.9601
Total P&L (%) 92.2427 20.7358 71.5069 109.7926 27.5837 82.209
Avg Daily Profit (%) 0.3542 0.0796 0.2746 0.2849 0.0936 0.2307
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39360 -8421 -35466 -117598 -17274 -108173
Profit Factor 1.7683 1.6835 1.797 1.3681 1.4109 1.3557
Total Trades 91 46 45 91 46 45
Winning Trades 59 25 34 59 25 34
Losing Trades 32 21 11 32 21 11
Profitability (%) 64.8352 54.3478 75.5556 64.8352 54.3478 75.5556
Ratio Avg Win / Avg Loss 0.9591 1.4142 0.5814 0.742 1.1851 0.4386
Largest Winning Trade 21293 12640 21293 34648 13344 34648
Largest Losing Trade -28013 -5282 -28013 -85460 -13524 -85460
Avg Bars in Trades 259 25 499 259 25 499
Avg Bars in Winners 192 19 319 192 19 319
Avg Bars in Losers 384 32 1056 384 32 1056
Bars Traded 23646 1177 22469 23646 1177 22469
Profit Streak 3.6511 3.6511 31.2553 3.6511 3.6511 31.2553
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377185 -91984 443921 293167 -71612 362982

Evaluation Data

{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758866857083,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            92242.7256007807,
            20735.7895494303,
            71506.9360513504,
            109792.6194444632,
            27583.6593669475,
            82208.9600775158
        ],
        [
            92.242726,
            20.73579,
            71.506936,
            109.792619,
            27.583659,
            82.20896
        ],
        [
            0.354208,
            0.079624,
            0.274583,
            0.284926,
            0.093586,
            0.230657
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39360,
            -8421,
            -35466,
            -117598,
            -17274,
            -108173
        ],
        [
            1.768299,
            1.683514,
            1.796966,
            1.368141,
            1.410873,
            1.355727
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            32,
            21,
            11,
            32,
            21,
            11
        ],
        [
            64.835165,
            54.347826,
            75.555556,
            64.835165,
            54.347826,
            75.555556
        ],
        [
            0.959077,
            1.414152,
            0.581371,
            0.742042,
            1.185134,
            0.438618
        ],
        [
            21293,
            12640,
            21293,
            34648,
            13344,
            34648
        ],
        [
            -28013,
            -5282,
            -28013,
            -85460,
            -13524,
            -85460
        ],
        [
            259,
            25,
            499,
            259,
            25,
            499
        ],
        [
            192,
            19,
            319,
            192,
            19,
            319
        ],
        [
            384,
            32,
            1056,
            384,
            32,
            1056
        ],
        [
            23646,
            1177,
            22469,
            23646,
            1177,
            22469
        ],
        [
            3.651124,
            3.651124,
            31.25529,
            3.651124,
            3.651124,
            31.25529
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377185,
            -91984,
            443921,
            293167,
            -71612,
            362982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758866857083,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)