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Trade: VET/USDT/360/KCL/PWMA/7477

Strategy
VET/USDT/360/KCL/PWMA/7477
Pair
VET_USDT
Interval
6h
Score
449322
Daily Profit
0.401510
Profit Factor
2.357463
Profitability
50.354610
Streak
9.512358
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-12 09:17
Expiration Time
2025-12-26 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1005181.2306 1010477.226 -5295.9954 205846.3476 2534667.1073 -2328820.7596
Total P&L (%) 1005.1812 1010.4772 -5.296 205.8463 2534.6671 -2328.8208
Avg Daily Profit (%) 0.4015 0.4036 -0.0021 0.0447 0.1308 0
Buy And Hold Return (%) 305.5749 305.5749 305.5749 305.5749 305.5749 305.5749
Max Trade Drawdown -291128 -209931 -95525 -7704676 -5127572 -2668962
Profit Factor 2.3575 3.1776 0.9808 1.0187 1.3861 0.4788
Total Trades 141 70 71 141 70 71
Winning Trades 71 31 40 71 31 40
Losing Trades 70 39 31 70 39 31
Profitability (%) 50.3546 44.2857 56.338 50.3546 44.2857 56.338
Ratio Avg Win / Avg Loss 2.3243 3.9977 0.7602 1.0043 1.7438 0.3711
Largest Winning Trade 835854 835854 28408 7078581 7078581 740350
Largest Losing Trade -36074 -36074 -34428 -2007398 -2007398 -1302125
Avg Bars in Trades 64 99 29 64 99 29
Avg Bars in Winners 66 119 24 66 119 24
Avg Bars in Losers 62 84 35 62 84 35
Bars Traded 9082 6975 2107 9082 6975 2107
Profit Streak 9.5124 0 87.0124 9.5124 0 87.0124
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449322 -83667 -665398 -497951 -113007 -665398
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10014,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543924800000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249867775,
    "expiration_time": 1766716272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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": [
        [
            1005181.2305895949,
            1010477.2260334541,
            -5295.9954438596,
            205846.3476405335,
            2534667.107270155,
            -2328820.759629624
        ],
        [
            1005.181231,
            1010.477226,
            -5.295995,
            205.846348,
            2534.667107,
            -2328.82076
        ],
        [
            0.40151,
            0.403626,
            -0.002115,
            0.044664,
            0.130756,
            0
        ],
        [
            305.574913,
            305.574913,
            305.574913,
            305.574913,
            305.574913,
            305.574913
        ],
        [
            -291128,
            -209931,
            -95525,
            -7704676,
            -5127572,
            -2668962
        ],
        [
            2.357463,
            3.177624,
            0.980843,
            1.018657,
            1.386075,
            0.478794
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            71,
            31,
            40,
            71,
            31,
            40
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            50.35461,
            44.285714,
            56.338028,
            50.35461,
            44.285714,
            56.338028
        ],
        [
            2.324259,
            3.997656,
            0.760154,
            1.004309,
            1.743771,
            0.371066
        ],
        [
            835854,
            835854,
            28408,
            7078581,
            7078581,
            740350
        ],
        [
            -36074,
            -36074,
            -34428,
            -2007398,
            -2007398,
            -1302125
        ],
        [
            64,
            99,
            29,
            64,
            99,
            29
        ],
        [
            66,
            119,
            24,
            66,
            119,
            24
        ],
        [
            62,
            84,
            35,
            62,
            84,
            35
        ],
        [
            9082,
            6975,
            2107,
            9082,
            6975,
            2107
        ],
        [
            9.512358,
            0,
            87.012358,
            9.512358,
            0,
            87.012358
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449322,
            -83667,
            -665398,
            -497951,
            -113007,
            -665398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10014,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543924800000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249867775,
    "expiration_time": 1766716272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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)