← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: KAVA/USDT/240/VWAP/KCL/9718

Strategy
KAVA/USDT/240/VWAP/KCL/9718
Pair
KAVA_USDT
Interval
4h
Score
506411
Daily Profit
0.218248
Profit Factor
1.777115
Profitability
78.787879
Streak
145.446875
Best Strategy
Training Data Length
2177.330000
Evaluation Time
2025-10-10 13:43
Expiration Time
2025-12-14 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -329802.277 61242.3486 -391044.6256 10137708.8644 -1283765.6517 11421474.5161
Total P&L (%) -329.8023 61.2423 -391.0446 10137.7089 -1283.7657 11421.4745
Avg Daily Profit (%) -0.1515 0.0281 -0.1796 0.2128 0 0.2182
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -657903 -68778 -681495 -5208495 -6652253 -3292622
Profit Factor 0.7424 1.2063 0.6024 1.3349 0.9176 1.7771
Total Trades 265 133 132 265 133 132
Winning Trades 220 105 115 202 98 104
Losing Trades 45 28 17 63 35 28
Profitability (%) 83.0189 78.9474 87.1212 76.2264 73.6842 78.7879
Ratio Avg Win / Avg Loss 0.1519 0.3217 0.0891 0.4163 0.3277 0.4785
Largest Winning Trade 20279 20279 18695 2996975 712976 2996975
Largest Losing Trade -501611 -32506 -501611 -3292622 -2975296 -3292622
Avg Bars in Trades 48 21 75 48 21 75
Avg Bars in Winners 25 10 38 28 10 44
Avg Bars in Losers 161 63 322 112 50 189
Bars Traded 12763 2835 9928 12763 2835 9928
Profit Streak 8.4469 8.4469 145.4469 8.4469 8.4469 145.4469
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574085 -153264 -574647 456757 -576959 506411
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13064,
    "evaluation_days": 2177.33,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574366400000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760093010045,
    "expiration_time": 1765726848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 168,
            "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": [
        [
            -329802.2770134404,
            61242.3486101101,
            -391044.6256235506,
            10137708.864415962,
            -1283765.6516703928,
            11421474.516086347
        ],
        [
            -329.802277,
            61.242349,
            -391.044626,
            10137.708864,
            -1283.765652,
            11421.474516
        ],
        [
            -0.151471,
            0.028127,
            -0.179598,
            0.21281,
            0,
            0.218248
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -657903,
            -68778,
            -681495,
            -5208495,
            -6652253,
            -3292622
        ],
        [
            0.742411,
            1.206333,
            0.602408,
            1.334873,
            0.917581,
            1.777115
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            220,
            105,
            115,
            202,
            98,
            104
        ],
        [
            45,
            28,
            17,
            63,
            35,
            28
        ],
        [
            83.018868,
            78.947368,
            87.121212,
            76.226415,
            73.684211,
            78.787879
        ],
        [
            0.151857,
            0.321689,
            0.089052,
            0.416322,
            0.327707,
            0.478454
        ],
        [
            20279,
            20279,
            18695,
            2996975,
            712976,
            2996975
        ],
        [
            -501611,
            -32506,
            -501611,
            -3292622,
            -2975296,
            -3292622
        ],
        [
            48,
            21,
            75,
            48,
            21,
            75
        ],
        [
            25,
            10,
            38,
            28,
            10,
            44
        ],
        [
            161,
            63,
            322,
            112,
            50,
            189
        ],
        [
            12763,
            2835,
            9928,
            12763,
            2835,
            9928
        ],
        [
            8.446875,
            8.446875,
            145.446875,
            8.446875,
            8.446875,
            145.446875
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574085,
            -153264,
            -574647,
            456757,
            -576959,
            506411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13064,
    "evaluation_days": 2177.33,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574366400000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760093010045,
    "expiration_time": 1765726848000,
    "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": 168,
            "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)