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Trade: AVAX/USDT/120/KCL/VWMA/3619

Strategy
AVAX/USDT/120/KCL/VWMA/3619
Pair
AVAX_USDT
Interval
2h
Score
350245
Daily Profit
0.744077
Profit Factor
3.223691
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1817.920000
Evaluation Time
2025-09-14 18:14
Expiration Time
2025-11-19 02:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1352672.3316 1244929.1948 107743.1368 9868172.7576 8009029.8577 1859142.8999
Total P&L (%) 1352.6723 1244.9292 107.7431 9868.1728 8009.0299 1859.1429
Avg Daily Profit (%) 0.7441 0.6848 0.0593 0.2535 0.2421 0.1638
Buy And Hold Return (%) 543.459 543.459 543.459 543.459 543.459 543.459
Max Trade Drawdown -44390 -50582 -48357 -4841135 -5907639 -3678103
Profit Factor 3.2237 5.027 1.3602 1.3112 1.4691 1.127
Total Trades 189 94 95 189 94 95
Winning Trades 63 30 33 63 30 33
Losing Trades 126 64 62 126 64 62
Profitability (%) 33.3333 31.9149 34.7368 33.3333 31.9149 34.7368
Ratio Avg Win / Avg Loss 6.4474 10.7242 2.5555 2.6224 3.1341 2.1174
Largest Winning Trade 726654 726654 75412 6697066 6697066 3239249
Largest Losing Trade -17695 -15151 -17695 -1206449 -1206449 -977248
Avg Bars in Trades 112 117 107 112 117 107
Avg Bars in Winners 240 245 235 240 245 235
Avg Bars in Losers 48 57 40 48 57 40
Bars Traded 21297 11043 10254 21297 11043 10254
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 350245 277533 -284235 153586 118426 -80956

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21815,
    "evaluation_days": 1817.92,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1757858400000,
    "evaluation_time": 1757862849435,
    "expiration_time": 1763512848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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": [
        [
            1352672.3316418766,
            1244929.1948265529,
            107743.1368153232,
            9868172.75761761,
            8009029.857715058,
            1859142.8999025489
        ],
        [
            1352.672332,
            1244.929195,
            107.743137,
            9868.172758,
            8009.029858,
            1859.1429
        ],
        [
            0.744077,
            0.68481,
            0.059267,
            0.253466,
            0.242083,
            0.163788
        ],
        [
            543.45898,
            543.45898,
            543.45898,
            543.45898,
            543.45898,
            543.45898
        ],
        [
            -44390,
            -50582,
            -48357,
            -4841135,
            -5907639,
            -3678103
        ],
        [
            3.223691,
            5.02695,
            1.360163,
            1.311194,
            1.469126,
            1.127004
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            33.333333,
            31.914894,
            34.736842,
            33.333333,
            31.914894,
            34.736842
        ],
        [
            6.447382,
            10.724159,
            2.555458,
            2.622388,
            3.134135,
            2.117401
        ],
        [
            726654,
            726654,
            75412,
            6697066,
            6697066,
            3239249
        ],
        [
            -17695,
            -15151,
            -17695,
            -1206449,
            -1206449,
            -977248
        ],
        [
            112,
            117,
            107,
            112,
            117,
            107
        ],
        [
            240,
            245,
            235,
            240,
            245,
            235
        ],
        [
            48,
            57,
            40,
            48,
            57,
            40
        ],
        [
            21297,
            11043,
            10254,
            21297,
            11043,
            10254
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350245,
            277533,
            -284235,
            153586,
            118426,
            -80956
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21815,
    "evaluation_days": 1817.92,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1757858400000,
    "evaluation_time": 1757862849435,
    "expiration_time": 1763512848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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)