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Trade: KAVA/USDT/360/VWAP/KCL/5747

Strategy
KAVA/USDT/360/VWAP/KCL/5747
Pair
KAVA_USDT
Interval
6h
Score
460619
Daily Profit
0.148526
Profit Factor
2.206488
Profitability
81.481481
Streak
198.959002
Best Strategy
Training Data Length
2161.750000
Evaluation Time
2025-09-28 02:00
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 -188614.6792 64014.4102 -252629.0894 2200674.132 -173228.1928 2373902.3248
Total P&L (%) -188.6147 64.0144 -252.6291 2200.6741 -173.2282 2373.9023
Avg Daily Profit (%) -0.0873 0.0296 -0.1169 0.1452 0 0.1485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -475878 -155922 -480503 -1707852 -2027996 -657861
Profit Factor 0.8125 1.2081 0.6382 1.4323 0.9445 2.2065
Total Trades 216 108 108 216 108 108
Winning Trades 181 85 96 167 79 88
Losing Trades 35 23 12 49 29 20
Profitability (%) 83.7963 78.7037 88.8889 77.3148 73.1481 81.4815
Ratio Avg Win / Avg Loss 0.1571 0.3269 0.0798 0.4203 0.3467 0.5015
Largest Winning Trade 17171 15546 17171 849935 179437 849935
Largest Losing Trade -358452 -47950 -358452 -850425 -850425 -657861
Avg Bars in Trades 37 40 34 37 40 34
Avg Bars in Winners 15 13 16 18 15 22
Avg Bars in Losers 150 137 173 98 107 86
Bars Traded 8007 4326 3681 8007 4326 3681
Profit Streak 86.959 86.959 198.959 86.959 86.959 198.959
Trades During Streak 5 2 17 5 2 17
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573938 -151174 -574328 234314 -576805 460619
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": 1576908000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759014057768,
    "expiration_time": 1764318456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -188614.6791522234,
            64014.410219534,
            -252629.089371757,
            2200674.1319519654,
            -173228.1928344607,
            2373902.324786426
        ],
        [
            -188.614679,
            64.01441,
            -252.629089,
            2200.674132,
            -173.228193,
            2373.902325
        ],
        [
            -0.087251,
            0.029612,
            -0.116863,
            0.145163,
            0,
            0.148526
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -475878,
            -155922,
            -480503,
            -1707852,
            -2027996,
            -657861
        ],
        [
            0.812509,
            1.208075,
            0.638246,
            1.432297,
            0.944532,
            2.206488
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            181,
            85,
            96,
            167,
            79,
            88
        ],
        [
            35,
            23,
            12,
            49,
            29,
            20
        ],
        [
            83.796296,
            78.703704,
            88.888889,
            77.314815,
            73.148148,
            81.481481
        ],
        [
            0.157115,
            0.326891,
            0.079781,
            0.420255,
            0.346727,
            0.501475
        ],
        [
            17171,
            15546,
            17171,
            849935,
            179437,
            849935
        ],
        [
            -358452,
            -47950,
            -358452,
            -850425,
            -850425,
            -657861
        ],
        [
            37,
            40,
            34,
            37,
            40,
            34
        ],
        [
            15,
            13,
            16,
            18,
            15,
            22
        ],
        [
            150,
            137,
            173,
            98,
            107,
            86
        ],
        [
            8007,
            4326,
            3681,
            8007,
            4326,
            3681
        ],
        [
            86.959002,
            86.959002,
            198.959002,
            86.959002,
            86.959002,
            198.959002
        ],
        [
            5,
            2,
            17,
            5,
            2,
            17
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573938,
            -151174,
            -574328,
            234314,
            -576805,
            460619
        ]
    ]
}
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": 1576908000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759014057768,
    "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": "kcl",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)