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Trade: AVAX/USDT/15/VWMA/KCL/7300

Strategy
AVAX/USDT/15/VWMA/KCL/7300
Pair
AVAX_USDT
Interval
15m
Score
394197
Daily Profit
0.179062
Profit Factor
2.043698
Profitability
55.263158
Streak
23.551289
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-24 06:58
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 47934.3949 28725.9135 19208.4814 15396.7471 59344.356 -43947.6089
Total P&L (%) 47.9344 28.7259 19.2085 15.3967 59.3444 -43.9476
Avg Daily Profit (%) 0.1841 0.1103 0.0738 0.055 0.1791 -0.222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80785 -8008 -81390 -217351 -20042 -214939
Profit Factor 1.2745 1.99 1.1319 1.038 2.0437 0.8739
Total Trades 75 38 37 75 38 37
Winning Trades 42 21 21 42 21 21
Losing Trades 33 17 16 33 17 16
Profitability (%) 56 55.2632 56.7568 56 55.2632 56.7568
Ratio Avg Win / Avg Loss 1.0014 1.611 0.8624 0.8156 1.6544 0.6659
Largest Winning Trade 18287 10620 18287 38122 28893 38122
Largest Losing Trade -34725 -7953 -34725 -105809 -16898 -105809
Avg Bars in Trades 326 49 611 326 49 611
Avg Bars in Winners 335 52 619 335 52 619
Avg Bars in Losers 315 45 601 315 45 601
Bars Traded 24503 1874 22629 24503 1874 22629
Profit Streak 1.5721 23.5513 0 1.5721 23.5513 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58173 -44841 -179487 -373916 394197 -581292

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736240400000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758686331350,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            47934.3948763876,
            28725.9135052481,
            19208.4813711394,
            15396.7470597176,
            59344.355966439,
            -43947.6089067214
        ],
        [
            47.934395,
            28.725914,
            19.208481,
            15.396747,
            59.344356,
            -43.947609
        ],
        [
            0.184066,
            0.110306,
            0.07376,
            0.055006,
            0.179062,
            -0.222041
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80785,
            -8008,
            -81390,
            -217351,
            -20042,
            -214939
        ],
        [
            1.274478,
            1.989999,
            1.131906,
            1.037973,
            2.043698,
            0.873933
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            56,
            55.263158,
            56.756757,
            56,
            55.263158,
            56.756757
        ],
        [
            1.001376,
            1.610952,
            0.862405,
            0.81555,
            1.654422,
            0.665854
        ],
        [
            18287,
            10620,
            18287,
            38122,
            28893,
            38122
        ],
        [
            -34725,
            -7953,
            -34725,
            -105809,
            -16898,
            -105809
        ],
        [
            326,
            49,
            611,
            326,
            49,
            611
        ],
        [
            335,
            52,
            619,
            335,
            52,
            619
        ],
        [
            315,
            45,
            601,
            315,
            45,
            601
        ],
        [
            24503,
            1874,
            22629,
            24503,
            1874,
            22629
        ],
        [
            1.572122,
            23.551289,
            0,
            1.572122,
            23.551289,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58173,
            -44841,
            -179487,
            -373916,
            394197,
            -581292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736240400000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758686331350,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)