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Trade: MATIC/USDT/30/VWAP/KCL/3374

Strategy
MATIC/USDT/30/VWAP/KCL/3374
Pair
MATIC_USDT
Interval
30m
Score
339343
Daily Profit
0.231183
Profit Factor
1.742859
Profitability
83.720930
Streak
410.831790
Best Strategy
Training Data Length
141.310000
Evaluation Time
2025-10-10 23:27
Expiration Time
2024-10-10 05:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 8737.3578 -23931.0957 32668.4535 -2510.9805 -33258.6699 30747.6894
Total P&L (%) 8.7374 -23.9311 32.6685 -2.511 -33.2587 30.7477
Avg Daily Profit (%) 0.0618 -0.1694 0.2312 -0.018 -0.2857 0.1899
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54767 -34612 -30282 -83531 -45209 -54443
Profit Factor 1.0799 0.6339 1.7429 0.9845 0.6318 1.4288
Total Trades 87 44 43 87 44 43
Winning Trades 60 24 36 60 24 36
Losing Trades 27 20 7 27 20 7
Profitability (%) 68.9655 54.5455 83.7209 68.9655 54.5455 83.7209
Ratio Avg Win / Avg Loss 0.486 0.5282 0.3389 0.443 0.5265 0.2778
Largest Winning Trade 5924 5924 5822 8865 8357 8865
Largest Losing Trade -30282 -16378 -30282 -54443 -25208 -54443
Avg Bars in Trades 74 45 104 74 45 104
Avg Bars in Winners 50 18 72 50 18 72
Avg Bars in Losers 127 78 266 127 78 266
Bars Traded 6487 2001 4486 6487 2001 4486
Profit Streak 399.2901 399.2901 410.8318 399.2901 399.2901 410.8318
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -408279 -581318 339343 -578619 -581318 272907
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 6783,
    "evaluation_days": 141.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713940200000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1760128066640,
    "expiration_time": 1728527400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            8737.3577579038,
            -23931.0957236079,
            32668.4534815117,
            -2510.9804985595,
            -33258.6698841362,
            30747.6893855767
        ],
        [
            8.737358,
            -23.931096,
            32.668453,
            -2.51098,
            -33.25867,
            30.747689
        ],
        [
            0.061831,
            -0.169352,
            0.231183,
            -0.017995,
            -0.285732,
            0.189904
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54767,
            -34612,
            -30282,
            -83531,
            -45209,
            -54443
        ],
        [
            1.079908,
            0.633893,
            1.742859,
            0.984502,
            0.631761,
            1.428798
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            60,
            24,
            36,
            60,
            24,
            36
        ],
        [
            27,
            20,
            7,
            27,
            20,
            7
        ],
        [
            68.965517,
            54.545455,
            83.72093,
            68.965517,
            54.545455,
            83.72093
        ],
        [
            0.485958,
            0.528244,
            0.338889,
            0.443026,
            0.526467,
            0.277822
        ],
        [
            5924,
            5924,
            5822,
            8865,
            8357,
            8865
        ],
        [
            -30282,
            -16378,
            -30282,
            -54443,
            -25208,
            -54443
        ],
        [
            74,
            45,
            104,
            74,
            45,
            104
        ],
        [
            50,
            18,
            72,
            50,
            18,
            72
        ],
        [
            127,
            78,
            266,
            127,
            78,
            266
        ],
        [
            6487,
            2001,
            4486,
            6487,
            2001,
            4486
        ],
        [
            399.290123,
            399.290123,
            410.83179,
            399.290123,
            399.290123,
            410.83179
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -408279,
            -581318,
            339343,
            -578619,
            -581318,
            272907
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 6783,
    "evaluation_days": 141.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713940200000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1760128066640,
    "expiration_time": 1728527400000,
    "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": 119,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)