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Trade: KAVA/USDT/360/VWAP/KCL/5904

Strategy
KAVA/USDT/360/VWAP/KCL/5904
Pair
KAVA_USDT
Interval
6h
Score
383047
Daily Profit
0.204927
Profit Factor
1.246007
Profitability
71.014493
Streak
177.594849
Best Strategy
Training Data Length
2161.750000
Evaluation Time
2025-09-26 17:16
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 -63466.5032 99993.8919 -163460.3951 8255310.8554 -9256894.9087 17512205.7641
Total P&L (%) -63.4665 99.9939 -163.4604 8255.3109 -9256.8949 17512.2058
Avg Daily Profit (%) -0.0294 0.0463 -0.0756 0.2049 0 0.2395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -379862 -94009 -449766 -16435877 -15666123 -4701751
Profit Factor 0.919 1.6996 0.7447 1.246 0.548 2.3391
Total Trades 138 69 69 138 69 69
Winning Trades 116 56 60 98 47 51
Losing Trades 22 13 9 40 22 18
Profitability (%) 84.058 81.1594 86.9565 71.0145 68.1159 73.913
Ratio Avg Win / Avg Loss 0.1743 0.3946 0.1117 0.5086 0.2565 0.8256
Largest Winning Trade 41536 11537 41536 5342606 911079 5342606
Largest Losing Trade -335932 -38415 -335932 -8757163 -8757163 -4701751
Avg Bars in Trades 58 22 95 58 22 95
Avg Bars in Winners 28 9 46 35 11 57
Avg Bars in Losers 219 80 421 116 47 201
Bars Traded 8138 1562 6576 8138 1562 6576
Profit Streak 177.5948 379.5948 177.5948 177.5948 379.5948 177.5948
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574467 -226748 -676923 383047 -678490 -87558

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": 1576800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896194922,
    "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": 225,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -63466.5032176686,
            99993.891922158,
            -163460.3951398265,
            8255310.855437102,
            -9256894.908698604,
            17512205.76413571
        ],
        [
            -63.466503,
            99.993892,
            -163.460395,
            8255.310855,
            -9256.894909,
            17512.205764
        ],
        [
            -0.029359,
            0.046256,
            -0.075615,
            0.204927,
            0,
            0.239499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -379862,
            -94009,
            -449766,
            -16435877,
            -15666123,
            -4701751
        ],
        [
            0.918971,
            1.699634,
            0.744727,
            1.246007,
            0.547997,
            2.339111
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            116,
            56,
            60,
            98,
            47,
            51
        ],
        [
            22,
            13,
            9,
            40,
            22,
            18
        ],
        [
            84.057971,
            81.15942,
            86.956522,
            71.014493,
            68.115942,
            73.913043
        ],
        [
            0.174288,
            0.394558,
            0.111709,
            0.508574,
            0.256509,
            0.825569
        ],
        [
            41536,
            11537,
            41536,
            5342606,
            911079,
            5342606
        ],
        [
            -335932,
            -38415,
            -335932,
            -8757163,
            -8757163,
            -4701751
        ],
        [
            58,
            22,
            95,
            58,
            22,
            95
        ],
        [
            28,
            9,
            46,
            35,
            11,
            57
        ],
        [
            219,
            80,
            421,
            116,
            47,
            201
        ],
        [
            8138,
            1562,
            6576,
            8138,
            1562,
            6576
        ],
        [
            177.594849,
            379.594849,
            177.594849,
            177.594849,
            379.594849,
            177.594849
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574467,
            -226748,
            -676923,
            383047,
            -678490,
            -87558
        ]
    ]
}
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": 1576800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896194922,
    "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": 225,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)