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Trade: AVAX/USDT/5/KCL/SMA/4513

Strategy
AVAX/USDT/5/KCL/SMA/4513
Pair
AVAX_USDT
Interval
5m
Score
427119
Daily Profit
0.753387
Profit Factor
2.138865
Profitability
67.469880
Streak
3.817155
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-09 08:36
Expiration Time
2025-11-23 07:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70327.4117 50773.3606 19554.0511 91853.9472 63688.2363 28165.7108
Total P&L (%) 70.3274 50.7734 19.5541 91.8539 63.6882 28.1657
Avg Daily Profit (%) 0.8101 0.5849 0.2253 0.7534 0.5693 0.2863
Buy And Hold Return (%) 32.824 32.824 32.824 32.824 32.824 32.824
Max Trade Drawdown -17510 -12708 -2967 -20719 -18344 -4449
Profit Factor 2.1293 1.9968 2.7239 2.1389 1.9716 2.8644
Total Trades 83 41 42 83 41 42
Winning Trades 56 25 31 56 25 31
Losing Trades 27 16 11 27 16 11
Profitability (%) 67.4699 60.9756 73.8095 67.4699 60.9756 73.8095
Ratio Avg Win / Avg Loss 1.0266 1.278 0.9665 1.0312 1.2618 1.0164
Largest Winning Trade 10762 10762 3003 13208 13208 4913
Largest Losing Trade -10353 -10353 -2562 -13681 -13681 -3780
Avg Bars in Trades 293 543 48 293 543 48
Avg Bars in Winners 241 487 42 241 487 42
Avg Bars in Losers 400 631 64 400 631 64
Bars Traded 24324 22295 2030 24324 22295 2030
Profit Streak 3.8172 9.904 3.8172 3.8172 9.904 3.8172
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345777 174928 -153713 427119 262808 -151253

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1749896400000,
    "first_datapoint_time": 1749947400000,
    "last_datapoint_time": 1757396100000,
    "evaluation_time": 1757396202215,
    "expiration_time": 1763876100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "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": [
        [
            70327.4117104127,
            50773.3605939748,
            19554.0511164378,
            91853.9471603456,
            63688.236343106,
            28165.7108172397
        ],
        [
            70.327412,
            50.773361,
            19.554051,
            91.853947,
            63.688236,
            28.165711
        ],
        [
            0.81013,
            0.584879,
            0.225251,
            0.753387,
            0.569283,
            0.286268
        ],
        [
            32.824025,
            32.824025,
            32.824025,
            32.824025,
            32.824025,
            32.824025
        ],
        [
            -17510,
            -12708,
            -2967,
            -20719,
            -18344,
            -4449
        ],
        [
            2.129265,
            1.996844,
            2.72388,
            2.138865,
            1.97164,
            2.864446
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            67.46988,
            60.97561,
            73.809524,
            67.46988,
            60.97561,
            73.809524
        ],
        [
            1.02661,
            1.27798,
            0.966538,
            1.031239,
            1.261849,
            1.016416
        ],
        [
            10762,
            10762,
            3003,
            13208,
            13208,
            4913
        ],
        [
            -10353,
            -10353,
            -2562,
            -13681,
            -13681,
            -3780
        ],
        [
            293,
            543,
            48,
            293,
            543,
            48
        ],
        [
            241,
            487,
            42,
            241,
            487,
            42
        ],
        [
            400,
            631,
            64,
            400,
            631,
            64
        ],
        [
            24324,
            22295,
            2030,
            24324,
            22295,
            2030
        ],
        [
            3.817155,
            9.903961,
            3.817155,
            3.817155,
            9.903961,
            3.817155
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345777,
            174928,
            -153713,
            427119,
            262808,
            -151253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1749896400000,
    "first_datapoint_time": 1749947400000,
    "last_datapoint_time": 1757396100000,
    "evaluation_time": 1757396202215,
    "expiration_time": 1763876100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "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)