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Trade: AVAX/USDT/120/KCL/VWMA/2196

Strategy
AVAX/USDT/120/KCL/VWMA/2196
Pair
AVAX_USDT
Interval
2h
Score
429937
Daily Profit
0.816871
Profit Factor
5.497691
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
1824.250000
Evaluation Time
2025-09-21 02:11
Expiration Time
2025-11-25 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1563470.2339 1490176.1535 73294.0804 2581870.8161 1571546.6731 1010324.143
Total P&L (%) 1563.4702 1490.1762 73.2941 2581.8708 1571.5467 1010.3241
Avg Daily Profit (%) 0.857 0.8169 0.0402 0.1805 0.1545 0.132
Buy And Hold Return (%) 704.1536 704.1536 704.1536 704.1536 704.1536 704.1536
Max Trade Drawdown -133276 -125270 -68507 -6320244 -6329788 -3006580
Profit Factor 4.1739 5.4977 1.4544 1.1283 1.1123 1.1649
Total Trades 83 41 42 83 41 42
Winning Trades 35 17 18 35 17 18
Losing Trades 48 24 24 48 24 24
Profitability (%) 42.1687 41.4634 42.8571 42.1687 41.4634 42.8571
Ratio Avg Win / Avg Loss 5.7242 7.7614 1.9393 1.5474 1.5703 1.5532
Largest Winning Trade 963916 963916 72508 4530342 4530342 2981361
Largest Losing Trade -48138 -48138 -33084 -2043553 -2043553 -1498900
Avg Bars in Trades 249 350 151 249 350 151
Avg Bars in Winners 368 559 187 368 559 187
Avg Bars in Losers 163 202 123 163 202 123
Bars Traded 20728 14381 6347 20728 14381 6347
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383820 429937 -305609 -77266 -96890 -87629

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21891,
    "evaluation_days": 1824.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758405600000,
    "evaluation_time": 1758409892559,
    "expiration_time": 1764079747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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": [
        [
            1563470.2339108319,
            1490176.153463386,
            73294.0804474469,
            2581870.8160989056,
            1571546.6730635872,
            1010324.1430353182
        ],
        [
            1563.470234,
            1490.176153,
            73.29408,
            2581.870816,
            1571.546673,
            1010.324143
        ],
        [
            0.857048,
            0.816871,
            0.040178,
            0.180461,
            0.154502,
            0.132045
        ],
        [
            704.153586,
            704.153586,
            704.153586,
            704.153586,
            704.153586,
            704.153586
        ],
        [
            -133276,
            -125270,
            -68507,
            -6320244,
            -6329788,
            -3006580
        ],
        [
            4.173886,
            5.497691,
            1.454441,
            1.128291,
            1.112277,
            1.164869
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            42.168675,
            41.463415,
            42.857143,
            42.168675,
            41.463415,
            42.857143
        ],
        [
            5.724186,
            7.761446,
            1.939254,
            1.547371,
            1.570273,
            1.553159
        ],
        [
            963916,
            963916,
            72508,
            4530342,
            4530342,
            2981361
        ],
        [
            -48138,
            -48138,
            -33084,
            -2043553,
            -2043553,
            -1498900
        ],
        [
            249,
            350,
            151,
            249,
            350,
            151
        ],
        [
            368,
            559,
            187,
            368,
            559,
            187
        ],
        [
            163,
            202,
            123,
            163,
            202,
            123
        ],
        [
            20728,
            14381,
            6347,
            20728,
            14381,
            6347
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383820,
            429937,
            -305609,
            -77266,
            -96890,
            -87629
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21891,
    "evaluation_days": 1824.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1758405600000,
    "evaluation_time": 1758409892559,
    "expiration_time": 1764079747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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)