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Trade: AVAX/USDT/360/VWAP/KCL/8281

Strategy
AVAX/USDT/360/VWAP/KCL/8281
Pair
AVAX_USDT
Interval
6h
Score
524512
Daily Profit
0.254707
Profit Factor
3.213959
Profitability
45.054945
Streak
224.694240
Best Strategy
Training Data Length
1827.500000
Evaluation Time
2025-09-23 19:39
Expiration Time
2025-11-17 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -568065.2682 36878.0984 -604943.3666 10346422.6802 2503006.5782 7843416.102
Total P&L (%) -568.0653 36.8781 -604.9434 10346.4227 2503.0066 7843.4161
Avg Daily Profit (%) -0.3108 0.0202 -0.331 0.2547 0.1785 0.2397
Buy And Hold Return (%) 755.8548 755.8548 755.8548 755.8548 755.8548 755.8548
Max Trade Drawdown -731529 -71976 -717453 -1804315 -653649 -1655250
Profit Factor 0.4506 1.3316 0.3444 3.214 3.0883 3.2573
Total Trades 91 46 45 91 46 45
Winning Trades 71 31 40 41 23 18
Losing Trades 20 15 5 50 23 27
Profitability (%) 78.022 67.3913 88.8889 45.0549 50 40
Ratio Avg Win / Avg Loss 0.1269 0.6443 0.0431 3.9195 3.0883 4.8859
Largest Winning Trade 25715 15031 25715 4251648 742853 4251648
Largest Losing Trade -533749 -51274 -533749 -1655250 -391175 -1655250
Avg Bars in Trades 64 12 116 64 12 116
Avg Bars in Winners 36 6 59 63 15 123
Avg Bars in Losers 163 26 576 65 9 112
Bars Traded 5848 592 5256 5848 592 5256
Profit Streak 224.6942 224.6942 232.9442 224.6942 224.6942 232.9442
Trades During Streak 14 7 7 14 7 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575023 -329007 -574508 524512 458108 440319

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7310,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603648800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758645582304,
    "expiration_time": 1763365680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "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": [
        [
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            36878.0984036638,
            -604943.3666006157,
            10346422.680210907,
            2503006.5782096996,
            7843416.102001207
        ],
        [
            -568.065268,
            36.878098,
            -604.943367,
            10346.42268,
            2503.006578,
            7843.416102
        ],
        [
            -0.310843,
            0.02018,
            -0.331022,
            0.254707,
            0.178504,
            0.239681
        ],
        [
            755.85477,
            755.85477,
            755.85477,
            755.85477,
            755.85477,
            755.85477
        ],
        [
            -731529,
            -71976,
            -717453,
            -1804315,
            -653649,
            -1655250
        ],
        [
            0.4506,
            1.331568,
            0.344413,
            3.213959,
            3.088328,
            3.257294
        ],
        [
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            46,
            45,
            91,
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            45
        ],
        [
            71,
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            41,
            23,
            18
        ],
        [
            20,
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            5,
            50,
            23,
            27
        ],
        [
            78.021978,
            67.391304,
            88.888889,
            45.054945,
            50,
            40
        ],
        [
            0.12693,
            0.644307,
            0.043052,
            3.919462,
            3.088328,
            4.885941
        ],
        [
            25715,
            15031,
            25715,
            4251648,
            742853,
            4251648
        ],
        [
            -533749,
            -51274,
            -533749,
            -1655250,
            -391175,
            -1655250
        ],
        [
            64,
            12,
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            64,
            12,
            116
        ],
        [
            36,
            6,
            59,
            63,
            15,
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        ],
        [
            163,
            26,
            576,
            65,
            9,
            112
        ],
        [
            5848,
            592,
            5256,
            5848,
            592,
            5256
        ],
        [
            224.69424,
            224.69424,
            232.94424,
            224.69424,
            224.69424,
            232.94424
        ],
        [
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575023,
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            -574508,
            524512,
            458108,
            440319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7310,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603648800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758645582304,
    "expiration_time": 1763365680000,
    "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": 135,
            "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)