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Trade: KAVA/USDT/720/VWAP/KCL/6599

Strategy
KAVA/USDT/720/VWAP/KCL/6599
Pair
KAVA_USDT
Interval
12h
Score
550902
Daily Profit
0.150401
Profit Factor
2.208684
Profitability
76.811594
Streak
285.247733
Best Strategy
Training Data Length
2168.500000
Evaluation Time
2025-10-01 08:56
Expiration Time
2025-12-05 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82050.0497 144094.3978 -62044.3481 2502345.5597 477043.0074 2025302.5523
Total P&L (%) 82.0501 144.0944 -62.0443 2502.3456 477.043 2025.3026
Avg Daily Profit (%) 0.0378 0.0664 -0.0286 0.1504 0.0809 0.141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272215 -104909 -132362 -633650 -855854 -211448
Profit Factor 1.1223 1.6325 0.8599 2.2087 1.3262 4.3325
Total Trades 138 69 69 138 69 69
Winning Trades 122 59 63 106 52 54
Losing Trades 16 10 6 32 17 15
Profitability (%) 88.4058 85.5072 91.3043 76.8116 75.3623 78.2609
Ratio Avg Win / Avg Loss 0.1472 0.2767 0.0819 0.6668 0.4336 1.2035
Largest Winning Trade 24300 24300 19245 637581 126154 637581
Largest Losing Trade -272215 -52395 -272215 -363550 -363550 -183038
Avg Bars in Trades 28 31 26 28 31 26
Avg Bars in Winners 12 11 14 16 12 19
Avg Bars in Losers 149 147 154 70 89 49
Bars Traded 3968 2158 1810 3968 2158 1810
Profit Streak 285.2477 376.2477 285.2477 285.2477 376.2477 285.2477
Trades During Streak 36 22 18 36 22 18
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -222508 -199507 -675562 550902 -183165 -94239
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4337,
    "evaluation_days": 2168.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1581206400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298204127,
    "expiration_time": 1764897552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 215,
            "offset": 128,
            "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": [
        [
            82050.0497005174,
            144094.3977869102,
            -62044.3480863929,
            2502345.559694814,
            477043.0074164295,
            2025302.552278385
        ],
        [
            82.05005,
            144.094398,
            -62.044348,
            2502.34556,
            477.043007,
            2025.302552
        ],
        [
            0.037837,
            0.066449,
            -0.028612,
            0.150401,
            0.08086,
            0.141049
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272215,
            -104909,
            -132362,
            -633650,
            -855854,
            -211448
        ],
        [
            1.122316,
            1.632542,
            0.859945,
            2.208684,
            1.326169,
            4.332515
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            122,
            59,
            63,
            106,
            52,
            54
        ],
        [
            16,
            10,
            6,
            32,
            17,
            15
        ],
        [
            88.405797,
            85.507246,
            91.304348,
            76.811594,
            75.362319,
            78.26087
        ],
        [
            0.147189,
            0.276702,
            0.0819,
            0.666773,
            0.433555,
            1.203476
        ],
        [
            24300,
            24300,
            19245,
            637581,
            126154,
            637581
        ],
        [
            -272215,
            -52395,
            -272215,
            -363550,
            -363550,
            -183038
        ],
        [
            28,
            31,
            26,
            28,
            31,
            26
        ],
        [
            12,
            11,
            14,
            16,
            12,
            19
        ],
        [
            149,
            147,
            154,
            70,
            89,
            49
        ],
        [
            3968,
            2158,
            1810,
            3968,
            2158,
            1810
        ],
        [
            285.247733,
            376.247733,
            285.247733,
            285.247733,
            376.247733,
            285.247733
        ],
        [
            36,
            22,
            18,
            36,
            22,
            18
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -222508,
            -199507,
            -675562,
            550902,
            -183165,
            -94239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4337,
    "evaluation_days": 2168.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1581206400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759298204127,
    "expiration_time": 1764897552000,
    "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": 215,
            "offset": 128,
            "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)