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Trade: STX/USDT/360/VWAP/KCU/5769

Strategy
STX/USDT/360/VWAP/KCU/5769
Pair
STX_USDT
Interval
6h
Score
345927
Daily Profit
0.233606
Profit Factor
1.296959
Profitability
64.354528
Streak
5.622445
Best Strategy
Training Data Length
2176.250000
Evaluation Time
2025-10-09 05:56
Expiration Time
2025-12-13 08:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508384.3907 482915.3791 25469.0116 159172.9346 1975271.6708 -1816098.7362
Total P&L (%) 508.3844 482.9154 25.469 159.1729 1975.2717 -1816.0987
Avg Daily Profit (%) 0.2336 0.2219 0.0117 0.0438 0.1395 0
Buy And Hold Return (%) 171.3075 171.3075 171.3075 171.3075 171.3075 171.3075
Max Trade Drawdown -177094 -150032 -138493 -4446527 -3678503 -2379703
Profit Factor 1.297 1.4118 1.0472 1.0081 1.1525 0.7336
Total Trades 519 259 260 519 259 260
Winning Trades 334 174 160 334 174 160
Losing Trades 185 85 100 185 85 100
Profitability (%) 64.3545 67.1815 61.5385 64.3545 67.1815 61.5385
Ratio Avg Win / Avg Loss 0.7184 0.6897 0.6545 0.5584 0.563 0.4585
Largest Winning Trade 35608 35608 16800 788465 788465 441111
Largest Losing Trade -75517 -55699 -75517 -2078934 -2078934 -1580927
Avg Bars in Trades 16 29 3 16 29 3
Avg Bars in Winners 9 15 2 9 15 2
Avg Bars in Losers 30 60 4 30 60 4
Bars Traded 8660 7768 892 8660 7768 892
Profit Streak 5.6224 7.1224 5.6224 5.6224 7.1224 5.6224
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345927 274470 -509954 -507536 -56915 -577495
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8705,
    "evaluation_days": 2176.25,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1572242400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978579271,
    "expiration_time": 1765608840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            508384.3907111032,
            482915.3791139717,
            25469.011597131,
            159172.9346044257,
            1975271.6708361895,
            -1816098.736231764
        ],
        [
            508.384391,
            482.915379,
            25.469012,
            159.172935,
            1975.271671,
            -1816.098736
        ],
        [
            0.233606,
            0.221903,
            0.011703,
            0.04377,
            0.13945,
            0
        ],
        [
            171.307452,
            171.307452,
            171.307452,
            171.307452,
            171.307452,
            171.307452
        ],
        [
            -177094,
            -150032,
            -138493,
            -4446527,
            -3678503,
            -2379703
        ],
        [
            1.296959,
            1.411849,
            1.047216,
            1.008051,
            1.152498,
            0.733639
        ],
        [
            519,
            259,
            260,
            519,
            259,
            260
        ],
        [
            334,
            174,
            160,
            334,
            174,
            160
        ],
        [
            185,
            85,
            100,
            185,
            85,
            100
        ],
        [
            64.354528,
            67.181467,
            61.538462,
            64.354528,
            67.181467,
            61.538462
        ],
        [
            0.718375,
            0.689696,
            0.65451,
            0.558352,
            0.563002,
            0.458524
        ],
        [
            35608,
            35608,
            16800,
            788465,
            788465,
            441111
        ],
        [
            -75517,
            -55699,
            -75517,
            -2078934,
            -2078934,
            -1580927
        ],
        [
            16,
            29,
            3,
            16,
            29,
            3
        ],
        [
            9,
            15,
            2,
            9,
            15,
            2
        ],
        [
            30,
            60,
            4,
            30,
            60,
            4
        ],
        [
            8660,
            7768,
            892,
            8660,
            7768,
            892
        ],
        [
            5.622445,
            7.122445,
            5.622445,
            5.622445,
            7.122445,
            5.622445
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345927,
            274470,
            -509954,
            -507536,
            -56915,
            -577495
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8705,
    "evaluation_days": 2176.25,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1572242400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978579271,
    "expiration_time": 1765608840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)