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Trade: AVAX/USDT/120/KCB/VWMA/2708

Strategy
AVAX/USDT/120/KCB/VWMA/2708
Pair
AVAX_USDT
Interval
2h
Score
344312
Daily Profit
0.646995
Profit Factor
2.236595
Profitability
45.893720
Streak
35.898337
Best Strategy
Training Data Length
1818.500000
Evaluation Time
2025-09-15 08:33
Expiration Time
2025-11-19 17:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1176560.4885 1151175.9401 25384.5484 1287797.2219 2079587.4562 -791790.2343
Total P&L (%) 1176.5605 1151.1759 25.3845 1287.7972 2079.5875 -791.7902
Avg Daily Profit (%) 0.647 0.633 0.014 0.1447 0.1696 0
Buy And Hold Return (%) 618.5629 618.5629 618.5629 618.5629 618.5629 618.5629
Max Trade Drawdown -130463 -117516 -95307 -3894990 -2525954 -2096357
Profit Factor 2.2366 3.5598 1.0506 1.0877 1.3065 0.8997
Total Trades 207 103 104 207 103 104
Winning Trades 95 42 53 95 42 53
Losing Trades 112 61 51 112 61 51
Profitability (%) 45.8937 40.7767 50.9615 45.8937 40.7767 50.9615
Ratio Avg Win / Avg Loss 2.6368 5.1702 1.0109 1.2824 1.8975 0.8658
Largest Winning Trade 733683 733683 66740 2052378 2052378 1161545
Largest Losing Trade -32046 -22165 -32046 -1115436 -761501 -1115436
Avg Bars in Trades 104 104 104 104 104 104
Avg Bars in Winners 146 154 140 146 154 140
Avg Bars in Losers 68 69 67 68 69 67
Bars Traded 21609 10720 10889 21609 10720 10889
Profit Streak 35.8983 76.8983 35.8983 35.8983 76.8983 35.8983
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344312 294000 -504008 -128781 134189 -579939

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21822,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601560800000,
    "last_datapoint_time": 1757908800000,
    "evaluation_time": 1757914416294,
    "expiration_time": 1763565062400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    }
}
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": [
        [
            1176560.4884594982,
            1151175.940094846,
            25384.5483646523,
            1287797.2218686023,
            2079587.456175101,
            -791790.234306499
        ],
        [
            1176.560488,
            1151.17594,
            25.384548,
            1287.797222,
            2079.587456,
            -791.790234
        ],
        [
            0.646995,
            0.633036,
            0.013959,
            0.144746,
            0.169609,
            0
        ],
        [
            618.562874,
            618.562874,
            618.562874,
            618.562874,
            618.562874,
            618.562874
        ],
        [
            -130463,
            -117516,
            -95307,
            -3894990,
            -2525954,
            -2096357
        ],
        [
            2.236595,
            3.55979,
            1.050593,
            1.087721,
            1.30649,
            0.899715
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            95,
            42,
            53,
            95,
            42,
            53
        ],
        [
            112,
            61,
            51,
            112,
            61,
            51
        ],
        [
            45.89372,
            40.776699,
            50.961538,
            45.89372,
            40.776699,
            50.961538
        ],
        [
            2.636828,
            5.170172,
            1.010948,
            1.282366,
            1.897521,
            0.865763
        ],
        [
            733683,
            733683,
            66740,
            2052378,
            2052378,
            1161545
        ],
        [
            -32046,
            -22165,
            -32046,
            -1115436,
            -761501,
            -1115436
        ],
        [
            104,
            104,
            104,
            104,
            104,
            104
        ],
        [
            146,
            154,
            140,
            146,
            154,
            140
        ],
        [
            68,
            69,
            67,
            68,
            69,
            67
        ],
        [
            21609,
            10720,
            10889,
            21609,
            10720,
            10889
        ],
        [
            35.898337,
            76.898337,
            35.898337,
            35.898337,
            76.898337,
            35.898337
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344312,
            294000,
            -504008,
            -128781,
            134189,
            -579939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21822,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601560800000,
    "last_datapoint_time": 1757908800000,
    "evaluation_time": 1757914416294,
    "expiration_time": 1763565062400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    }
}

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)