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Trade: AVAX/USDT/120/VWMA/KCU/5340

Strategy
AVAX/USDT/120/VWMA/KCU/5340
Pair
AVAX_USDT
Interval
2h
Score
551935
Daily Profit
0.965528
Profit Factor
3.398055
Profitability
44.078947
Streak
0.000000
Best Strategy
Training Data Length
1811.250000
Evaluation Time
2025-09-08 02:59
Expiration Time
2025-11-12 04:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1748812.8149 1705782.7814 43030.0335 1333370.4988 1047190.0957 286180.4031
Total P&L (%) 1748.8128 1705.7828 43.03 1333.3705 1047.1901 286.1804
Avg Daily Profit (%) 0.9655 0.9418 0.0238 0.1471 0.1348 0.0746
Buy And Hold Return (%) 553.6883 553.6883 553.6883 553.6883 553.6883 553.6883
Max Trade Drawdown -129085 -138948 -39315 -2900188 -2150346 -1017623
Profit Factor 3.3981 4.0528 1.2524 1.1527 1.154 1.1482
Total Trades 152 76 76 152 76 76
Winning Trades 67 32 35 67 32 35
Losing Trades 85 44 41 85 44 41
Profitability (%) 44.0789 42.1053 46.0526 44.0789 42.1053 46.0526
Ratio Avg Win / Avg Loss 4.311 5.5726 1.4671 1.4624 1.5867 1.3451
Largest Winning Trade 1048328 1048328 30360 1424220 1424220 487863
Largest Losing Trade -70995 -70995 -14412 -1720875 -1720875 -317743
Avg Bars in Trades 139 247 31 139 247 31
Avg Bars in Winners 171 319 35 171 319 35
Avg Bars in Losers 114 195 27 114 195 27
Bars Traded 21234 18834 2400 21234 18834 2400
Profit Streak 0 82.5832 0 0 82.5832 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 551935 -34620 -378108 -54462 -122282 -367543

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21735,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601668800000,
    "last_datapoint_time": 1757282400000,
    "evaluation_time": 1757289586315,
    "expiration_time": 1762916112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "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": [
        [
            1748812.8148584368,
            1705782.781402615,
            43030.0334558226,
            1333370.498823419,
            1047190.095730731,
            286180.4030926869
        ],
        [
            1748.812815,
            1705.782781,
            43.030033,
            1333.370499,
            1047.190096,
            286.180403
        ],
        [
            0.965528,
            0.941771,
            0.023757,
            0.147112,
            0.134799,
            0.074625
        ],
        [
            553.688253,
            553.688253,
            553.688253,
            553.688253,
            553.688253,
            553.688253
        ],
        [
            -129085,
            -138948,
            -39315,
            -2900188,
            -2150346,
            -1017623
        ],
        [
            3.398055,
            4.052828,
            1.252364,
            1.152708,
            1.153977,
            1.148237
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            44.078947,
            42.105263,
            46.052632,
            44.078947,
            42.105263,
            46.052632
        ],
        [
            4.310966,
            5.572639,
            1.467055,
            1.462391,
            1.586718,
            1.345078
        ],
        [
            1048328,
            1048328,
            30360,
            1424220,
            1424220,
            487863
        ],
        [
            -70995,
            -70995,
            -14412,
            -1720875,
            -1720875,
            -317743
        ],
        [
            139,
            247,
            31,
            139,
            247,
            31
        ],
        [
            171,
            319,
            35,
            171,
            319,
            35
        ],
        [
            114,
            195,
            27,
            114,
            195,
            27
        ],
        [
            21234,
            18834,
            2400,
            21234,
            18834,
            2400
        ],
        [
            0,
            82.583175,
            0,
            0,
            82.583175,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551935,
            -34620,
            -378108,
            -54462,
            -122282,
            -367543
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21735,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601668800000,
    "last_datapoint_time": 1757282400000,
    "evaluation_time": 1757289586315,
    "expiration_time": 1762916112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "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)