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Trade: ONE/USDT/120/KCU/VWMA/1186

Strategy
ONE/USDT/120/KCU/VWMA/1186
Pair
ONE_USDT
Interval
2h
Score
579788
Daily Profit
0.387790
Profit Factor
2.509163
Profitability
54.255319
Streak
105.370637
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-09 05:53
Expiration Time
2025-12-23 03:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3378047.2597 8042.3016 -3386089.5613 -61885.9754 316978148.4378 -317040034.4132
Total P&L (%) -3378.0473 8.0423 -3386.0896 -61.886 316978.1484 -317040.0344
Avg Daily Profit (%) -1.6218 0.0039 -1.6256 -0.0463 0.3878 0
Buy And Hold Return (%) 39.2273 39.2273 39.2273 39.2273 39.2273 39.2273
Max Trade Drawdown -3556631 -146620 -3543051 -444432365 -51783629 -614345722
Profit Factor 0.2504 1.0192 0.1718 0.9999 2.5092 0.5304
Total Trades 187 94 93 187 94 93
Winning Trades 117 54 63 97 51 46
Losing Trades 70 40 30 90 43 47
Profitability (%) 62.5668 57.4468 67.7419 51.8717 54.2553 49.4624
Ratio Avg Win / Avg Loss 0.1498 0.755 0.0818 0.9278 2.1156 0.542
Largest Winning Trade 61547 35654 61547 237213429 191175944 237213429
Largest Losing Trade -3022483 -57689 -3022483 -278249460 -32876664 -278249460
Avg Bars in Trades 131 78 185 131 78 185
Avg Bars in Winners 90 48 126 111 77 148
Avg Bars in Losers 199 118 308 153 79 220
Bars Traded 24586 7365 17221 24586 7365 17221
Profit Streak 69.5373 105.3706 69.5373 69.5373 105.3706 69.5373
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576687 -552396 -577537 -578073 579788 -580324
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581631200000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759978423021,
    "expiration_time": 1766453904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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": [
        [
            -3378047.2596561317,
            8042.3015951389,
            -3386089.561251269,
            -61885.9753801156,
            316978148.4378491,
            -317040034.4132287
        ],
        [
            -3378.04726,
            8.042302,
            -3386.089561,
            -61.885975,
            316978.148438,
            -317040.034413
        ],
        [
            -1.621784,
            0.003861,
            -1.625646,
            -0.046299,
            0.38779,
            0
        ],
        [
            39.22734,
            39.22734,
            39.22734,
            39.22734,
            39.22734,
            39.22734
        ],
        [
            -3556631,
            -146620,
            -3543051,
            -444432365,
            -51783629,
            -614345722
        ],
        [
            0.250449,
            1.019218,
            0.171756,
            0.99993,
            2.509163,
            0.530442
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            117,
            54,
            63,
            97,
            51,
            46
        ],
        [
            70,
            40,
            30,
            90,
            43,
            47
        ],
        [
            62.566845,
            57.446809,
            67.741935,
            51.871658,
            54.255319,
            49.462366
        ],
        [
            0.149841,
            0.754976,
            0.081789,
            0.92777,
            2.115569,
            0.541974
        ],
        [
            61547,
            35654,
            61547,
            237213429,
            191175944,
            237213429
        ],
        [
            -3022483,
            -57689,
            -3022483,
            -278249460,
            -32876664,
            -278249460
        ],
        [
            131,
            78,
            185,
            131,
            78,
            185
        ],
        [
            90,
            48,
            126,
            111,
            77,
            148
        ],
        [
            199,
            118,
            308,
            153,
            79,
            220
        ],
        [
            24586,
            7365,
            17221,
            24586,
            7365,
            17221
        ],
        [
            69.537303,
            105.370637,
            69.537303,
            69.537303,
            105.370637,
            69.537303
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576687,
            -552396,
            -577537,
            -578073,
            579788,
            -580324
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581631200000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759978423021,
    "expiration_time": 1766453904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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)