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Trade: AVAX/USDT/15/VWAP/KCL/9473

Strategy
AVAX/USDT/15/VWAP/KCL/9473
Pair
AVAX_USDT
Interval
15m
Score
335370
Daily Profit
0.312799
Profit Factor
1.415983
Profitability
69.172932
Streak
4.409883
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-09 12:50
Expiration Time
2025-11-23 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81459.0018 30115.732 51343.2698 75243.9685 59207.886 16036.0825
Total P&L (%) 81.459 30.1157 51.3433 75.244 59.2079 16.0361
Avg Daily Profit (%) 0.3128 0.1156 0.1972 0.2157 0.1787 0.0571
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41832 -16952 -43614 -90839 -18378 -98488
Profit Factor 1.416 1.617 1.3492 1.2249 1.9572 1.0588
Total Trades 133 67 66 133 67 66
Winning Trades 92 47 45 92 47 45
Losing Trades 41 20 21 41 20 21
Profitability (%) 69.1729 70.1493 68.1818 69.1729 70.1493 68.1818
Ratio Avg Win / Avg Loss 0.631 0.6881 0.6296 0.5459 0.8328 0.4941
Largest Winning Trade 13090 10298 13090 23748 14163 23748
Largest Losing Trade -37006 -12115 -37006 -79647 -12983 -79647
Avg Bars in Trades 182 32 333 182 32 333
Avg Bars in Winners 97 24 175 97 24 175
Avg Bars in Losers 370 52 673 370 52 673
Bars Traded 24207 2178 22029 24207 2178 22029
Profit Streak 4.4099 38.8057 0 4.4099 38.8057 0
Trades During Streak 1 9 0 1 9 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335370 -155240 -118147 263442 -106148 -406896

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734912000000,
    "first_datapoint_time": 1735065900000,
    "last_datapoint_time": 1757411100000,
    "evaluation_time": 1757411413915,
    "expiration_time": 1763891100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 172,
            "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": [
        [
            81459.0017560407,
            30115.7319978529,
            51343.2697581878,
            75243.9684720731,
            59207.8860066598,
            16036.0824654133
        ],
        [
            81.459002,
            30.115732,
            51.34327,
            75.243968,
            59.207886,
            16.036082
        ],
        [
            0.312799,
            0.115643,
            0.197156,
            0.215657,
            0.178733,
            0.057128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41832,
            -16952,
            -43614,
            -90839,
            -18378,
            -98488
        ],
        [
            1.415983,
            1.61698,
            1.349247,
            1.224901,
            1.957157,
            1.058803
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            69.172932,
            70.149254,
            68.181818,
            69.172932,
            70.149254,
            68.181818
        ],
        [
            0.631036,
            0.688077,
            0.629649,
            0.54588,
            0.832833,
            0.494108
        ],
        [
            13090,
            10298,
            13090,
            23748,
            14163,
            23748
        ],
        [
            -37006,
            -12115,
            -37006,
            -79647,
            -12983,
            -79647
        ],
        [
            182,
            32,
            333,
            182,
            32,
            333
        ],
        [
            97,
            24,
            175,
            97,
            24,
            175
        ],
        [
            370,
            52,
            673,
            370,
            52,
            673
        ],
        [
            24207,
            2178,
            22029,
            24207,
            2178,
            22029
        ],
        [
            4.409883,
            38.805716,
            0,
            4.409883,
            38.805717,
            0
        ],
        [
            1,
            9,
            0,
            1,
            9,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335370,
            -155240,
            -118147,
            263442,
            -106148,
            -406896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734912000000,
    "first_datapoint_time": 1735065900000,
    "last_datapoint_time": 1757411100000,
    "evaluation_time": 1757411413915,
    "expiration_time": 1763891100000,
    "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": 172,
            "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)