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Trade: VET/USDT/720/VWAP/KCU/8198

Strategy
VET/USDT/720/VWAP/KCU/8198
Pair
VET_USDT
Interval
12h
Score
433622
Daily Profit
0.367084
Profit Factor
3.287519
Profitability
48.235294
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-29 02:35
Expiration Time
2025-12-12 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 918077.6783 907200.6441 10877.0341 683362.9706 276931.5898 406431.3808
Total P&L (%) 918.0777 907.2006 10.877 683.363 276.9316 406.4314
Avg Daily Profit (%) 0.3671 0.3627 0.0043 0.0823 0.0531 0.0649
Buy And Hold Return (%) 322.3938 322.3938 322.3938 322.3938 322.3938 322.3938
Max Trade Drawdown -110618 -109444 -60260 -1626997 -1755167 -552881
Profit Factor 3.2875 4.081 1.1018 1.198 1.1021 1.5493
Total Trades 85 42 43 85 42 43
Winning Trades 41 18 23 41 18 23
Losing Trades 44 24 20 44 24 20
Profitability (%) 48.2353 42.8571 53.4884 48.2353 42.8571 53.4884
Ratio Avg Win / Avg Loss 3.5281 5.4413 0.9581 1.2856 1.4695 1.3472
Largest Winning Trade 701268 701268 29587 1657190 1657190 328113
Largest Losing Trade -53671 -53671 -34776 -585784 -585784 -269297
Avg Bars in Trades 50 89 13 50 89 13
Avg Bars in Winners 61 122 14 61 122 14
Avg Bars in Losers 40 64 11 40 64 11
Bars Traded 4301 3741 560 4301 3741 560
Profit Streak 0 182.9831 0 0 182.9831 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433622 400486 -462261 -91903 -398166 -188587
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102541662,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 148
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 222,
            "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": [
        [
            918077.6782742939,
            907200.6441387349,
            10877.0341355591,
            683362.9706047999,
            276931.5898131481,
            406431.3807916522
        ],
        [
            918.077678,
            907.200644,
            10.877034,
            683.362971,
            276.93159,
            406.431381
        ],
        [
            0.367084,
            0.362735,
            0.004349,
            0.082338,
            0.053069,
            0.064884
        ],
        [
            322.393822,
            322.393822,
            322.393822,
            322.393822,
            322.393822,
            322.393822
        ],
        [
            -110618,
            -109444,
            -60260,
            -1626997,
            -1755167,
            -552881
        ],
        [
            3.287519,
            4.08096,
            1.101761,
            1.197982,
            1.102122,
            1.549326
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            48.235294,
            42.857143,
            53.488372,
            48.235294,
            42.857143,
            53.488372
        ],
        [
            3.528069,
            5.441281,
            0.958053,
            1.28564,
            1.469497,
            1.34724
        ],
        [
            701268,
            701268,
            29587,
            1657190,
            1657190,
            328113
        ],
        [
            -53671,
            -53671,
            -34776,
            -585784,
            -585784,
            -269297
        ],
        [
            50,
            89,
            13,
            50,
            89,
            13
        ],
        [
            61,
            122,
            14,
            61,
            122,
            14
        ],
        [
            40,
            64,
            11,
            40,
            64,
            11
        ],
        [
            4301,
            3741,
            560,
            4301,
            3741,
            560
        ],
        [
            0,
            182.983121,
            0,
            0,
            182.983121,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433622,
            400486,
            -462261,
            -91903,
            -398166,
            -188587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102541662,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 148
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 222,
            "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)