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Trade: MATIC/USDT/120/KCL/VWMA/2435

Strategy
MATIC/USDT/120/KCL/VWMA/2435
Pair
MATIC_USDT
Interval
2h
Score
583491
Daily Profit
4.313155
Profit Factor
23.896636
Profitability
35.294118
Streak
0.000000
Best Strategy
Training Data Length
1703.000000
Evaluation Time
2025-09-29 13:55
Expiration Time
2024-11-10 11:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 7276903.1511 7345303.3587 -68400.2076 784071.2087 3752750.0138 -2968678.8051
Total P&L (%) 7276.9032 7345.3034 -68.4002 784.0712 3752.75 -2968.6788
Avg Daily Profit (%) 4.273 4.3132 -0.0402 0.1281 0.2146 0
Buy And Hold Return (%) 2008.9494 2008.9494 2008.9494 2008.9494 2008.9494 2008.9494
Max Trade Drawdown -119070 -79543 -87917 -6104543 -3157219 -3305491
Profit Factor 15.5662 23.8966 0.6174 1.0636 1.5014 0.3861
Total Trades 68 34 34 68 34 34
Winning Trades 24 12 12 24 12 12
Losing Trades 44 22 22 44 22 22
Profitability (%) 35.2941 35.2941 35.2941 35.2941 35.2941 35.2941
Ratio Avg Win / Avg Loss 28.538 43.8105 1.1319 1.95 2.7526 0.7078
Largest Winning Trade 7363976 7363976 44479 6894983 6894983 755895
Largest Losing Trade -37868 -30714 -37868 -1980409 -1980409 -1711827
Avg Bars in Trades 288 481 95 288 481 95
Avg Bars in Winners 579 998 161 579 998 161
Avg Bars in Losers 128 199 58 128 199 58
Bars Traded 19594 16356 3238 19594 16356 3238
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 -97582 583491 -584847 -456335 -2916 -586514
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20436,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759143346883,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "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": [
        [
            7276903.151113001,
            7345303.358727991,
            -68400.2076149892,
            784071.208651036,
            3752750.0137752085,
            -2968678.8051241706
        ],
        [
            7276.903151,
            7345.303359,
            -68.400208,
            784.071209,
            3752.750014,
            -2968.678805
        ],
        [
            4.272991,
            4.313155,
            -0.040165,
            0.128054,
            0.214638,
            0
        ],
        [
            2008.949416,
            2008.949416,
            2008.949416,
            2008.949416,
            2008.949416,
            2008.949416
        ],
        [
            -119070,
            -79543,
            -87917,
            -6104543,
            -3157219,
            -3305491
        ],
        [
            15.566155,
            23.896636,
            0.617392,
            1.063642,
            1.501404,
            0.386083
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            35.294118,
            35.294118,
            35.294118,
            35.294118,
            35.294118,
            35.294118
        ],
        [
            28.537951,
            43.810499,
            1.131884,
            1.950009,
            2.752574,
            0.707819
        ],
        [
            7363976,
            7363976,
            44479,
            6894983,
            6894983,
            755895
        ],
        [
            -37868,
            -30714,
            -37868,
            -1980409,
            -1980409,
            -1711827
        ],
        [
            288,
            481,
            95,
            288,
            481,
            95
        ],
        [
            579,
            998,
            161,
            579,
            998,
            161
        ],
        [
            128,
            199,
            58,
            128,
            199,
            58
        ],
        [
            19594,
            16356,
            3238,
            19594,
            16356,
            3238
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97582,
            583491,
            -584847,
            -456335,
            -2916,
            -586514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20436,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1725933600000,
    "evaluation_time": 1759143346883,
    "expiration_time": 1731230611200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "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)