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Trade: FIL/USDT/30/VWAP/KCL/4669

Strategy
FIL/USDT/30/VWAP/KCL/4669
Pair
FIL_USDT
Interval
30m
Score
418076
Daily Profit
0.332932
Profit Factor
1.557924
Profitability
62.500000
Streak
19.229012
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 14:59
Expiration Time
2025-12-26 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 173400.8663 88918.7785 84482.0877 -26246.0108 23408.7199 -49654.7307
Total P&L (%) 173.4009 88.9188 84.4821 -26.246 23.4087 -49.6547
Avg Daily Profit (%) 0.3329 0.1707 0.1622 -0.0584 0.0404 -0.1317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108243 -51541 -88669 -121176 -28747 -115527
Profit Factor 1.5579 1.8999 1.3985 0.8911 1.4407 0.7358
Total Trades 128 64 64 128 64 64
Winning Trades 80 39 41 80 39 41
Losing Trades 48 25 23 48 25 23
Profitability (%) 62.5 60.9375 64.0625 62.5 60.9375 64.0625
Ratio Avg Win / Avg Loss 0.9348 1.2179 0.7845 0.5347 0.9235 0.4127
Largest Winning Trade 118716 118716 66503 37526 37526 12625
Largest Losing Trade -88235 -21416 -88235 -111441 -13179 -111441
Avg Bars in Trades 193 20 366 193 20 366
Avg Bars in Winners 126 14 231 126 14 231
Avg Bars in Losers 306 30 607 306 30 607
Bars Traded 24811 1326 23485 24811 1326 23485
Profit Streak 19.229 19.229 19.4998 19.229 19.229 19.4998
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418076 -127628 -130543 -577915 -281784 -717639
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715270400000,
    "first_datapoint_time": 1715446800000,
    "last_datapoint_time": 1760268600000,
    "evaluation_time": 1760270386603,
    "expiration_time": 1766748600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            173400.8662519874,
            88918.7785367,
            84482.0877152875,
            -26246.0108262999,
            23408.7198714854,
            -49654.7306977853
        ],
        [
            173.400866,
            88.918779,
            84.482088,
            -26.246011,
            23.40872,
            -49.654731
        ],
        [
            0.332932,
            0.170725,
            0.162207,
            -0.058435,
            0.040392,
            -0.131677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108243,
            -51541,
            -88669,
            -121176,
            -28747,
            -115527
        ],
        [
            1.557924,
            1.899902,
            1.398525,
            0.891113,
            1.440682,
            0.735767
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            62.5,
            60.9375,
            64.0625,
            62.5,
            60.9375,
            64.0625
        ],
        [
            0.934755,
            1.217886,
            0.784538,
            0.534668,
            0.923514,
            0.412747
        ],
        [
            118716,
            118716,
            66503,
            37526,
            37526,
            12625
        ],
        [
            -88235,
            -21416,
            -88235,
            -111441,
            -13179,
            -111441
        ],
        [
            193,
            20,
            366,
            193,
            20,
            366
        ],
        [
            126,
            14,
            231,
            126,
            14,
            231
        ],
        [
            306,
            30,
            607,
            306,
            30,
            607
        ],
        [
            24811,
            1326,
            23485,
            24811,
            1326,
            23485
        ],
        [
            19.229012,
            19.229012,
            19.499845,
            19.229012,
            19.229012,
            19.499845
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418076,
            -127628,
            -130543,
            -577915,
            -281784,
            -717639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715270400000,
    "first_datapoint_time": 1715446800000,
    "last_datapoint_time": 1760268600000,
    "evaluation_time": 1760270386603,
    "expiration_time": 1766748600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)