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Trade: DOT/USDT/480/VWAP/KCU/1554

Strategy
DOT/USDT/480/VWAP/KCU/1554
Pair
DOT_USDT
Interval
8h
Score
480303
Daily Profit
0.254323
Profit Factor
1.982920
Profitability
54.867257
Streak
72.562540
Best Strategy
Training Data Length
1870.670000
Evaluation Time
2025-10-02 08:30
Expiration Time
2025-11-27 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475753.5346 449106.1137 26647.4209 40198.9109 165005.2048 -124806.2939
Total P&L (%) 475.7535 449.1061 26.6474 40.1989 165.0052 -124.8063
Avg Daily Profit (%) 0.2543 0.2401 0.0142 0.0181 0.0521 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201611 -144952 -87524 -828759 -480664 -515902
Profit Factor 1.9829 2.7406 1.1179 1.0247 1.2141 0.8542
Total Trades 113 56 57 113 56 57
Winning Trades 62 29 33 62 29 33
Losing Trades 51 27 24 51 27 24
Profitability (%) 54.8673 51.7857 57.8947 54.8673 51.7857 57.8947
Ratio Avg Win / Avg Loss 1.6311 2.5516 0.813 0.8429 1.1304 0.6213
Largest Winning Trade 499098 499098 42816 593244 593244 167218
Largest Losing Trade -47506 -47506 -43065 -382098 -183070 -382098
Avg Bars in Trades 45 58 33 45 58 33
Avg Bars in Winners 49 63 36 49 63 36
Avg Bars in Losers 41 53 28 41 53 28
Bars Traded 5196 3294 1902 5196 3294 1902
Profit Streak 72.5625 0 73.2292 72.5625 0 73.2292
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480303 -166630 -448195 -364449 -303589 -759252
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5612,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383003429,
    "expiration_time": 1764211968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 185
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 85,
            "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": [
        [
            475753.5346358581,
            449106.113718553,
            26647.4209173054,
            40198.9108652006,
            165005.2047844304,
            -124806.2939192301
        ],
        [
            475.753535,
            449.106114,
            26.647421,
            40.198911,
            165.005205,
            -124.806294
        ],
        [
            0.254323,
            0.240078,
            0.014245,
            0.018064,
            0.052111,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201611,
            -144952,
            -87524,
            -828759,
            -480664,
            -515902
        ],
        [
            1.98292,
            2.740644,
            1.117904,
            1.02471,
            1.214108,
            0.854223
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            54.867257,
            51.785714,
            57.894737,
            54.867257,
            51.785714,
            57.894737
        ],
        [
            1.631111,
            2.551634,
            0.813021,
            0.842907,
            1.130376,
            0.621253
        ],
        [
            499098,
            499098,
            42816,
            593244,
            593244,
            167218
        ],
        [
            -47506,
            -47506,
            -43065,
            -382098,
            -183070,
            -382098
        ],
        [
            45,
            58,
            33,
            45,
            58,
            33
        ],
        [
            49,
            63,
            36,
            49,
            63,
            36
        ],
        [
            41,
            53,
            28,
            41,
            53,
            28
        ],
        [
            5196,
            3294,
            1902,
            5196,
            3294,
            1902
        ],
        [
            72.56254,
            0,
            73.229206,
            72.56254,
            0,
            73.229206
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480303,
            -166630,
            -448195,
            -364449,
            -303589,
            -759252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5612,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383003429,
    "expiration_time": 1764211968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 185
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 85,
            "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)