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Trade: AVAX/USDT/15/VWAP/KCL/8396

Strategy
AVAX/USDT/15/VWAP/KCL/8396
Pair
AVAX_USDT
Interval
15m
Score
335353
Daily Profit
0.256634
Profit Factor
1.399895
Profitability
70.093458
Streak
12.075539
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-17 04:48
Expiration Time
2025-12-01 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66832.7335 18707.0845 48125.649 55678.2703 34609.6315 21068.6388
Total P&L (%) 66.8327 18.7071 48.1256 55.6783 34.6096 21.0686
Avg Daily Profit (%) 0.2566 0.0718 0.1848 0.1701 0.1142 0.0734
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39157 -15721 -42092 -91674 -19647 -97582
Profit Factor 1.3999 1.4195 1.3928 1.1873 1.5687 1.0891
Total Trades 107 54 53 107 54 53
Winning Trades 75 38 37 75 38 37
Losing Trades 32 16 16 32 16 16
Profitability (%) 70.0935 70.3704 69.8113 70.0935 70.3704 69.8113
Ratio Avg Win / Avg Loss 0.5973 0.5977 0.6023 0.5066 0.6605 0.471
Largest Winning Trade 14553 10298 14553 28015 10490 28015
Largest Losing Trade -34490 -12115 -34490 -70962 -15091 -70962
Avg Bars in Trades 215 33 401 215 33 401
Avg Bars in Winners 132 22 244 132 22 244
Avg Bars in Losers 410 59 762 410 59 762
Bars Traded 23056 1799 21257 23056 1799 21257
Profit Streak 12.0755 46.5443 0 12.0755 46.5443 0
Trades During Streak 1 8 0 1 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335353 -282814 -173907 -7345 -220376 -404097

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735574400000,
    "first_datapoint_time": 1735714800000,
    "last_datapoint_time": 1758073500000,
    "evaluation_time": 1758073726586,
    "expiration_time": 1764553500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            66832.7335032343,
            18707.0845265552,
            48125.648976679,
            55678.2702976732,
            34609.6315049923,
            21068.6387926808
        ],
        [
            66.832734,
            18.707085,
            48.125649,
            55.67827,
            34.609632,
            21.068639
        ],
        [
            0.256634,
            0.071834,
            0.1848,
            0.170109,
            0.114192,
            0.073442
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39157,
            -15721,
            -42092,
            -91674,
            -19647,
            -97582
        ],
        [
            1.399895,
            1.419501,
            1.39276,
            1.187313,
            1.568696,
            1.089127
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            70.093458,
            70.37037,
            69.811321,
            70.093458,
            70.37037,
            69.811321
        ],
        [
            0.597289,
            0.597685,
            0.602275,
            0.506587,
            0.660504,
            0.470974
        ],
        [
            14553,
            10298,
            14553,
            28015,
            10490,
            28015
        ],
        [
            -34490,
            -12115,
            -34490,
            -70962,
            -15091,
            -70962
        ],
        [
            215,
            33,
            401,
            215,
            33,
            401
        ],
        [
            132,
            22,
            244,
            132,
            22,
            244
        ],
        [
            410,
            59,
            762,
            410,
            59,
            762
        ],
        [
            23056,
            1799,
            21257,
            23056,
            1799,
            21257
        ],
        [
            12.075539,
            46.544289,
            0,
            12.075539,
            46.544289,
            0
        ],
        [
            1,
            8,
            0,
            1,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335353,
            -282814,
            -173907,
            -7345,
            -220376,
            -404097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735574400000,
    "first_datapoint_time": 1735714800000,
    "last_datapoint_time": 1758073500000,
    "evaluation_time": 1758073726586,
    "expiration_time": 1764553500000,
    "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": 157,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)