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Trade: MATIC/USDT/30/VWAP/KCL/4064

Strategy
MATIC/USDT/30/VWAP/KCL/4064
Pair
MATIC_USDT
Interval
30m
Score
399568
Daily Profit
0.316919
Profit Factor
2.045650
Profitability
77.777778
Streak
403.519321
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 31833.2023 -12950.6747 44783.877 26694.9175 -24326.1666 51021.0841
Total P&L (%) 31.8332 -12.9507 44.7839 26.6949 -24.3262 51.0211
Avg Daily Profit (%) 0.2253 -0.0916 0.3169 0.1676 -0.1971 0.2922
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36169 -28311 -25280 -61102 -43557 -40553
Profit Factor 1.3737 0.6943 2.0457 1.2079 0.6199 1.7919
Total Trades 73 37 36 73 37 36
Winning Trades 53 25 28 53 25 28
Losing Trades 20 12 8 20 12 8
Profitability (%) 72.6027 67.5676 77.7778 72.6027 67.5676 77.7778
Ratio Avg Win / Avg Loss 0.5184 0.3333 0.5845 0.4558 0.2975 0.512
Largest Winning Trade 8072 3929 8072 9725 5355 9725
Largest Losing Trade -25280 -12079 -25280 -40553 -21681 -40553
Avg Bars in Trades 88 29 148 88 29 148
Avg Bars in Winners 62 14 106 62 14 106
Avg Bars in Losers 155 60 297 155 60 297
Bars Traded 6440 1079 5362 6440 1079 5362
Profit Streak 400.7902 400.7902 403.5193 400.7902 400.7902 403.5193
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69728 -578750 399568 -71691 -579028 393462
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": 1714001400000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1760128069375,
    "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": 153,
            "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": [
        [
            31833.2022573793,
            -12950.6746985879,
            44783.8769559673,
            26694.9175085264,
            -24326.1666075668,
            51021.0841160932
        ],
        [
            31.833202,
            -12.950675,
            44.783877,
            26.694918,
            -24.326167,
            51.021084
        ],
        [
            0.225272,
            -0.091647,
            0.316919,
            0.167582,
            -0.197058,
            0.29216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36169,
            -28311,
            -25280,
            -61102,
            -43557,
            -40553
        ],
        [
            1.373661,
            0.694299,
            2.04565,
            1.207861,
            0.619876,
            1.791868
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            20,
            12,
            8,
            20,
            12,
            8
        ],
        [
            72.60274,
            67.567568,
            77.777778,
            72.60274,
            67.567568,
            77.777778
        ],
        [
            0.518363,
            0.333264,
            0.584471,
            0.455797,
            0.297541,
            0.511962
        ],
        [
            8072,
            3929,
            8072,
            9725,
            5355,
            9725
        ],
        [
            -25280,
            -12079,
            -25280,
            -40553,
            -21681,
            -40553
        ],
        [
            88,
            29,
            148,
            88,
            29,
            148
        ],
        [
            62,
            14,
            106,
            62,
            14,
            106
        ],
        [
            155,
            60,
            297,
            155,
            60,
            297
        ],
        [
            6440,
            1079,
            5362,
            6440,
            1079,
            5362
        ],
        [
            400.790155,
            400.790155,
            403.519321,
            400.790155,
            400.790155,
            403.519321
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69728,
            -578750,
            399568,
            -71691,
            -579028,
            393462
        ]
    ]
}
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": 1714001400000,
    "last_datapoint_time": 1725935400000,
    "evaluation_time": 1760128069375,
    "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": 153,
            "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)