← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: KAVA/USDT/480/VWAP/KCL/5044

Strategy
KAVA/USDT/480/VWAP/KCL/5044
Pair
KAVA_USDT
Interval
8h
Score
556425
Daily Profit
0.205983
Profit Factor
2.871570
Profitability
75.294118
Streak
37.719796
Best Strategy
Training Data Length
2167.330000
Evaluation Time
2025-09-30 04:16
Expiration Time
2025-12-04 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -477.9397 125289.7792 -125767.7189 8507187.9444 -39329.0594 8546517.0037
Total P&L (%) -0.4779 125.2898 -125.7677 8507.1879 -39.3291 8546.517
Avg Daily Profit (%) -0.0002 0.0578 -0.058 0.2058 -0.0231 0.206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -342848 -114893 -394826 -3967317 -5320596 -1622819
Profit Factor 0.9994 1.5818 0.7812 1.6601 0.9953 2.8716
Total Trades 170 85 85 170 85 85
Winning Trades 144 69 75 124 60 64
Losing Trades 26 16 10 46 25 21
Profitability (%) 84.7059 81.1765 88.2353 72.9412 70.5882 75.2941
Ratio Avg Win / Avg Loss 0.1804 0.3668 0.1042 0.6158 0.4147 0.9422
Largest Winning Trade 34393 34393 26517 2499411 602356 2499411
Largest Losing Trade -299495 -43796 -299495 -2539739 -2539739 -1622819
Avg Bars in Trades 35 30 41 35 30 41
Avg Bars in Winners 18 10 26 23 12 33
Avg Bars in Losers 131 117 154 69 73 64
Bars Traded 6092 2584 3508 6092 2584 3508
Profit Streak 19.0531 0 37.7198 19.0531 0 37.7198
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574703 -111635 -574704 463585 -578158 556425
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6502,
    "evaluation_days": 2167.33,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1578700800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194990392,
    "expiration_time": 1764808128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 235,
            "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": [
        [
            -477.9396868579,
            125289.7792163905,
            -125767.7189032484,
            8507187.944366574,
            -39329.0593577172,
            8546517.00372429
        ],
        [
            -0.47794,
            125.289779,
            -125.767719,
            8507.187944,
            -39.329059,
            8546.517004
        ],
        [
            -0.000221,
            0.057808,
            -0.058029,
            0.205772,
            -0.023054,
            0.205983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -342848,
            -114893,
            -394826,
            -3967317,
            -5320596,
            -1622819
        ],
        [
            0.999395,
            1.581815,
            0.78116,
            1.66006,
            0.995274,
            2.87157
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            144,
            69,
            75,
            124,
            60,
            64
        ],
        [
            26,
            16,
            10,
            46,
            25,
            21
        ],
        [
            84.705882,
            81.176471,
            88.235294,
            72.941176,
            70.588235,
            75.294118
        ],
        [
            0.180446,
            0.366798,
            0.104155,
            0.615829,
            0.414698,
            0.942234
        ],
        [
            34393,
            34393,
            26517,
            2499411,
            602356,
            2499411
        ],
        [
            -299495,
            -43796,
            -299495,
            -2539739,
            -2539739,
            -1622819
        ],
        [
            35,
            30,
            41,
            35,
            30,
            41
        ],
        [
            18,
            10,
            26,
            23,
            12,
            33
        ],
        [
            131,
            117,
            154,
            69,
            73,
            64
        ],
        [
            6092,
            2584,
            3508,
            6092,
            2584,
            3508
        ],
        [
            19.053129,
            0,
            37.719796,
            19.05313,
            0,
            37.719796
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574703,
            -111635,
            -574704,
            463585,
            -578158,
            556425
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6502,
    "evaluation_days": 2167.33,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1578700800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194990392,
    "expiration_time": 1764808128000,
    "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": 235,
            "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)