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Trade: AVAX/USDT/720/VWMA/KCU/9205

Strategy
AVAX/USDT/720/VWMA/KCU/9205
Pair
AVAX_USDT
Interval
12h
Score
493633
Daily Profit
0.776902
Profit Factor
7.478958
Profitability
44.897959
Streak
178.451184
Best Strategy
Training Data Length
1828.500000
Evaluation Time
2025-09-24 13:49
Expiration Time
2025-11-17 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1559186.8283 1420565.8615 138620.9668 14498859.2275 10713792.9211 3785066.3064
Total P&L (%) 1559.1868 1420.5659 138.621 14498.8592 10713.7929 3785.0663
Avg Daily Profit (%) 0.8527 0.7769 0.0758 0.2729 0.2565 0.2003
Buy And Hold Return (%) 731.78 731.78 731.78 731.78 731.78 731.78
Max Trade Drawdown -76061 -55333 -31529 -9447422 -6174551 -4882376
Profit Factor 4.9974 7.479 1.8116 1.4709 1.7174 1.2388
Total Trades 99 49 50 99 49 50
Winning Trades 45 22 23 45 22 23
Losing Trades 54 27 27 54 27 27
Profitability (%) 45.4545 44.898 46 45.4545 44.898 46
Ratio Avg Win / Avg Loss 5.9969 9.1787 2.1267 1.7651 2.1077 1.4542
Largest Winning Trade 644297 644297 66551 12050126 12050126 3196100
Largest Losing Trade -28001 -28001 -14447 -2570601 -2523962 -2570601
Avg Bars in Trades 33 44 22 33 44 22
Avg Bars in Winners 48 64 33 48 64 33
Avg Bars in Losers 21 28 13 21 28 13
Bars Traded 3337 2201 1136 3337 2201 1136
Profit Streak 0 178.4512 0 0 178.4512 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485388 493633 -435399 338276 405755 -174801

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3657,
    "evaluation_days": 1828.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758710982280,
    "expiration_time": 1763411472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 5,
            "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": [
        [
            1559186.828345576,
            1420565.8615300178,
            138620.966815558,
            14498859.227490842,
            10713792.921066923,
            3785066.3064239146
        ],
        [
            1559.186828,
            1420.565862,
            138.620967,
            14498.859227,
            10713.792921,
            3785.066306
        ],
        [
            0.852714,
            0.776902,
            0.075811,
            0.272919,
            0.256462,
            0.200349
        ],
        [
            731.78,
            731.78,
            731.78,
            731.78,
            731.78,
            731.78
        ],
        [
            -76061,
            -55333,
            -31529,
            -9447422,
            -6174551,
            -4882376
        ],
        [
            4.9974,
            7.478958,
            1.811637,
            1.47094,
            1.717398,
            1.238763
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            45.454545,
            44.897959,
            46,
            45.454545,
            44.897959,
            46
        ],
        [
            5.99688,
            9.178721,
            2.126704,
            1.765128,
            2.107715,
            1.4542
        ],
        [
            644297,
            644297,
            66551,
            12050126,
            12050126,
            3196100
        ],
        [
            -28001,
            -28001,
            -14447,
            -2570601,
            -2523962,
            -2570601
        ],
        [
            33,
            44,
            22,
            33,
            44,
            22
        ],
        [
            48,
            64,
            33,
            48,
            64,
            33
        ],
        [
            21,
            28,
            13,
            21,
            28,
            13
        ],
        [
            3337,
            2201,
            1136,
            3337,
            2201,
            1136
        ],
        [
            0,
            178.451184,
            0,
            0,
            178.451184,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485388,
            493633,
            -435399,
            338276,
            405755,
            -174801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3657,
    "evaluation_days": 1828.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758710982280,
    "expiration_time": 1763411472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 5,
            "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)