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Trade: MATIC/USDT/720/KCB/VWMA/7038

Strategy
MATIC/USDT/720/KCB/VWMA/7038
Pair
MATIC_USDT
Interval
12h
Score
379201
Daily Profit
0.217681
Profit Factor
1.783683
Profitability
67.567568
Streak
562.902912
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-10-04 12:40
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1319232.3629 134647.9677 -1453880.3306 749469.9803 -6307104.0917 7056574.072
Total P&L (%) -1319.2324 134.648 -1453.8803 749.47 -6307.1041 7056.5741
Avg Daily Profit (%) -0.6717 0.0686 -0.7403 0.109 0 0.2177
Buy And Hold Return (%) 1615.1899 1615.1899 1615.1899 1615.1899 1615.1899 1615.1899
Max Trade Drawdown -1540064 -78173 -1578962 -6913360 -6742921 -4299001
Profit Factor 0.3449 1.569 0.1819 1.0423 0.2746 1.7837
Total Trades 74 37 37 74 37 37
Winning Trades 49 24 25 47 22 25
Losing Trades 25 13 12 27 15 12
Profitability (%) 66.2162 64.8649 67.5676 63.5135 59.4595 67.5676
Ratio Avg Win / Avg Loss 0.176 0.8499 0.0873 0.5988 0.1872 0.8562
Largest Winning Trade 53652 48581 53652 13289624 980236 13289624
Largest Losing Trade -1292009 -59506 -1292009 -3506244 -2694760 -3506244
Avg Bars in Trades 51 57 45 51 57 45
Avg Bars in Winners 27 31 23 29 33 26
Avg Bars in Losers 98 105 91 89 93 85
Bars Traded 3808 2130 1678 3808 2130 1678
Profit Streak 439.9029 439.9029 562.9029 439.9029 439.9029 562.9029
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -645837 -264594 -577144 -453868 -578961 379201
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559131200000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759570811562,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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": [
        [
            -1319232.3629091405,
            134647.9676911606,
            -1453880.3306003013,
            749469.9802980416,
            -6307104.091742981,
            7056574.072041022
        ],
        [
            -1319.232363,
            134.647968,
            -1453.880331,
            749.46998,
            -6307.104092,
            7056.574072
        ],
        [
            -0.671707,
            0.068558,
            -0.740265,
            0.108992,
            0,
            0.217681
        ],
        [
            1615.189873,
            1615.189873,
            1615.189873,
            1615.189873,
            1615.189873,
            1615.189873
        ],
        [
            -1540064,
            -78173,
            -1578962,
            -6913360,
            -6742921,
            -4299001
        ],
        [
            0.344914,
            1.569001,
            0.181923,
            1.042345,
            0.274616,
            1.783683
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            49,
            24,
            25,
            47,
            22,
            25
        ],
        [
            25,
            13,
            12,
            27,
            15,
            12
        ],
        [
            66.216216,
            64.864865,
            67.567568,
            63.513514,
            59.459459,
            67.567568
        ],
        [
            0.175977,
            0.849875,
            0.087323,
            0.598794,
            0.187238,
            0.856168
        ],
        [
            53652,
            48581,
            53652,
            13289624,
            980236,
            13289624
        ],
        [
            -1292009,
            -59506,
            -1292009,
            -3506244,
            -2694760,
            -3506244
        ],
        [
            51,
            57,
            45,
            51,
            57,
            45
        ],
        [
            27,
            31,
            23,
            29,
            33,
            26
        ],
        [
            98,
            105,
            91,
            89,
            93,
            85
        ],
        [
            3808,
            2130,
            1678,
            3808,
            2130,
            1678
        ],
        [
            439.902911,
            439.902912,
            562.902911,
            439.902912,
            439.902912,
            562.902912
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -645837,
            -264594,
            -577144,
            -453868,
            -578961,
            379201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559131200000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759570811562,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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)