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Trade: KAVA/USDT/120/VWAP/KCU/5567

Strategy
KAVA/USDT/120/VWAP/KCU/5567
Pair
KAVA_USDT
Interval
2h
Score
361093
Daily Profit
0.228398
Profit Factor
1.336290
Profitability
48.590022
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 02:16
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475638.7295 378055.3873 97583.3422 118117.8015 -41737.2105 159855.012
Total P&L (%) 475.6387 378.0554 97.5833 118.1178 -41.7372 159.855
Avg Daily Profit (%) 0.2284 0.1815 0.0469 0.0375 -0.0259 0.0459
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115142 -114137 -85199 -419937 -519051 -288731
Profit Factor 1.3363 1.4249 1.186 1.0311 0.9827 1.1152
Total Trades 461 231 230 461 231 230
Winning Trades 224 98 126 224 98 126
Losing Trades 237 133 104 237 133 104
Profitability (%) 48.59 42.4242 54.7826 48.59 42.4242 54.7826
Ratio Avg Win / Avg Loss 1.4138 1.9338 0.9789 1.091 1.3336 0.9205
Largest Winning Trade 147728 147728 39269 172469 172469 87617
Largest Losing Trade -53383 -53383 -37403 -143044 -143044 -141337
Avg Bars in Trades 53 79 27 53 79 27
Avg Bars in Winners 62 104 29 62 104 29
Avg Bars in Losers 45 61 24 45 61 24
Bars Traded 24713 18443 6270 24713 18443 6270
Profit Streak 0 0 15.8862 0 0 15.8862
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361093 256640 -145325 -327288 -581404 -224466

Evaluation Data

{
    "trading_pair": "KAVA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580061600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758842171018,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 109
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 186,
            "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": [
        [
            475638.7295069648,
            378055.3872716948,
            97583.3422352703,
            118117.8015065306,
            -41737.2105037774,
            159855.0120103083
        ],
        [
            475.63873,
            378.055387,
            97.583342,
            118.117802,
            -41.737211,
            159.855012
        ],
        [
            0.228398,
            0.181539,
            0.046859,
            0.037456,
            -0.025937,
            0.045867
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115142,
            -114137,
            -85199,
            -419937,
            -519051,
            -288731
        ],
        [
            1.33629,
            1.424935,
            1.185982,
            1.03113,
            0.982661,
            1.115238
        ],
        [
            461,
            231,
            230,
            461,
            231,
            230
        ],
        [
            224,
            98,
            126,
            224,
            98,
            126
        ],
        [
            237,
            133,
            104,
            237,
            133,
            104
        ],
        [
            48.590022,
            42.424242,
            54.782609,
            48.590022,
            42.424242,
            54.782609
        ],
        [
            1.413843,
            1.933841,
            0.978906,
            1.090973,
            1.333611,
            0.920514
        ],
        [
            147728,
            147728,
            39269,
            172469,
            172469,
            87617
        ],
        [
            -53383,
            -53383,
            -37403,
            -143044,
            -143044,
            -141337
        ],
        [
            53,
            79,
            27,
            53,
            79,
            27
        ],
        [
            62,
            104,
            29,
            62,
            104,
            29
        ],
        [
            45,
            61,
            24,
            45,
            61,
            24
        ],
        [
            24713,
            18443,
            6270,
            24713,
            18443,
            6270
        ],
        [
            0,
            0,
            15.886238,
            0,
            0,
            15.886239
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361093,
            256640,
            -145325,
            -327288,
            -581404,
            -224466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580061600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758842171018,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 109
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 186,
            "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)