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Trade: KAVA/USDT/240/VWAP/KCL/5515

Strategy
KAVA/USDT/240/VWAP/KCL/5515
Pair
KAVA_USDT
Interval
4h
Score
495112
Daily Profit
0.250571
Profit Factor
1.890012
Profitability
74.285714
Streak
142.942597
Best Strategy
Training Data Length
2174.830000
Evaluation Time
2025-10-08 01:37
Expiration Time
2025-12-12 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -77696.9413 140383.3949 -218080.3362 21852477.7887 -1153326.1273 23005803.916
Total P&L (%) -77.6969 140.3834 -218.0803 21852.4778 -1153.3261 23005.8039
Avg Daily Profit (%) -0.0357 0.0645 -0.1003 0.2482 0 0.2506
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -455780 -63047 -520656 -8443629 -11500678 -6134959
Profit Factor 0.9319 1.4816 0.7435 1.3929 0.9613 1.89
Total Trades 281 141 140 281 141 140
Winning Trades 233 113 120 203 99 104
Losing Trades 48 28 20 78 42 36
Profitability (%) 82.9181 80.1418 85.7143 72.242 70.2128 74.2857
Ratio Avg Win / Avg Loss 0.192 0.3671 0.1239 0.5352 0.4078 0.6542
Largest Winning Trade 25655 20279 25655 4991037 939251 4991037
Largest Losing Trade -393169 -31940 -393169 -6134959 -5291671 -6134959
Avg Bars in Trades 45 22 68 45 22 68
Avg Bars in Winners 22 10 34 26 10 41
Avg Bars in Losers 155 73 272 95 52 145
Bars Traded 12764 3207 9557 12764 3207 9557
Profit Streak 5.9426 5.9426 142.9426 5.9426 5.9426 142.9426
Trades During Streak 2 1 8 2 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573965 -102238 -574730 466496 -577362 495112
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13049,
    "evaluation_days": 2174.83,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574740800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759876640355,
    "expiration_time": 1765504368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -77696.9413162655,
            140383.3949079486,
            -218080.3362242143,
            21852477.788652528,
            -1153326.127302311,
            23005803.915954854
        ],
        [
            -77.696941,
            140.383395,
            -218.080336,
            21852.477789,
            -1153.326127,
            23005.803916
        ],
        [
            -0.035726,
            0.064549,
            -0.100275,
            0.24821,
            0,
            0.250571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -455780,
            -63047,
            -520656,
            -8443629,
            -11500678,
            -6134959
        ],
        [
            0.931943,
            1.481564,
            0.743474,
            1.392898,
            0.961259,
            1.890012
        ],
        [
            281,
            141,
            140,
            281,
            141,
            140
        ],
        [
            233,
            113,
            120,
            203,
            99,
            104
        ],
        [
            48,
            28,
            20,
            78,
            42,
            36
        ],
        [
            82.918149,
            80.141844,
            85.714286,
            72.241993,
            70.212766,
            74.285714
        ],
        [
            0.191988,
            0.367113,
            0.123912,
            0.535202,
            0.407807,
            0.654235
        ],
        [
            25655,
            20279,
            25655,
            4991037,
            939251,
            4991037
        ],
        [
            -393169,
            -31940,
            -393169,
            -6134959,
            -5291671,
            -6134959
        ],
        [
            45,
            22,
            68,
            45,
            22,
            68
        ],
        [
            22,
            10,
            34,
            26,
            10,
            41
        ],
        [
            155,
            73,
            272,
            95,
            52,
            145
        ],
        [
            12764,
            3207,
            9557,
            12764,
            3207,
            9557
        ],
        [
            5.942597,
            5.942597,
            142.942597,
            5.942597,
            5.942597,
            142.942597
        ],
        [
            2,
            1,
            8,
            2,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573965,
            -102238,
            -574730,
            466496,
            -577362,
            495112
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13049,
    "evaluation_days": 2174.83,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574740800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759876640355,
    "expiration_time": 1765504368000,
    "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": 194,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)