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Trade: KAVA/USDT/360/VWAP/HWMA/6421

Strategy
KAVA/USDT/360/VWAP/HWMA/6421
Pair
KAVA_USDT
Interval
6h
Score
436142
Daily Profit
0.255314
Profit Factor
1.254608
Profitability
51.001541
Streak
0.000000
Best Strategy
Training Data Length
2161.750000
Evaluation Time
2025-09-26 20:08
Expiration Time
2025-11-28 10:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 551925.3438 407359.7853 144565.5585 502692.7861 1268754.5219 -766061.7358
Total P&L (%) 551.9253 407.3598 144.5656 502.6928 1268.7545 -766.0617
Avg Daily Profit (%) 0.2553 0.1884 0.0669 0.0831 0.1211 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128954 -81290 -122614 -3129770 -2000755 -2242955
Profit Factor 1.2546 1.4028 1.125 1.0168 1.0904 0.952
Total Trades 649 325 324 649 325 324
Winning Trades 331 165 166 331 165 166
Losing Trades 318 160 158 318 160 158
Profitability (%) 51.0015 50.7692 51.2346 51.0015 50.7692 51.2346
Ratio Avg Win / Avg Loss 1.2053 1.3603 1.0708 0.9768 1.0574 0.9061
Largest Winning Trade 52438 52438 45787 778558 778558 658348
Largest Losing Trade -49517 -34265 -49517 -1580593 -869867 -1580593
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 8629 4315 4314 8629 4315 4314
Profit Streak 0 0 14.9645 0 0 14.9645
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436142 351211 -184498 -281513 -150431 -578614

Evaluation Data

{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8647,
    "evaluation_days": 2161.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906535992,
    "expiration_time": 1764318456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.85107
        }
    }
}
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": [
        [
            551925.3438409807,
            407359.7853260981,
            144565.5585148812,
            502692.7860880017,
            1268754.5218901508,
            -766061.7358021474
        ],
        [
            551.925344,
            407.359785,
            144.565559,
            502.692786,
            1268.754522,
            -766.061736
        ],
        [
            0.255314,
            0.18844,
            0.066874,
            0.083126,
            0.121109,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128954,
            -81290,
            -122614,
            -3129770,
            -2000755,
            -2242955
        ],
        [
            1.254608,
            1.402818,
            1.125006,
            1.016761,
            1.090441,
            0.952009
        ],
        [
            649,
            325,
            324,
            649,
            325,
            324
        ],
        [
            331,
            165,
            166,
            331,
            165,
            166
        ],
        [
            318,
            160,
            158,
            318,
            160,
            158
        ],
        [
            51.001541,
            50.769231,
            51.234568,
            51.001541,
            50.769231,
            51.234568
        ],
        [
            1.205333,
            1.360308,
            1.070789,
            0.976828,
            1.057397,
            0.906129
        ],
        [
            52438,
            52438,
            45787,
            778558,
            778558,
            658348
        ],
        [
            -49517,
            -34265,
            -49517,
            -1580593,
            -869867,
            -1580593
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            8629,
            4315,
            4314,
            8629,
            4315,
            4314
        ],
        [
            0,
            0,
            14.964537,
            0,
            0,
            14.964537
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436142,
            351211,
            -184498,
            -281513,
            -150431,
            -578614
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8647,
    "evaluation_days": 2161.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906535992,
    "expiration_time": 1764318456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.85107
        }
    }
}

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)