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Trade: AVAX/USDT/3/VWAP/KCU/3877

Strategy
AVAX/USDT/3/VWAP/KCU/3877
Pair
AVAX_USDT
Interval
3m
Score
308433
Daily Profit
0.861903
Profit Factor
1.465001
Profitability
43.165468
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-11 15:57
Expiration Time
2025-11-25 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44887.8862 31552.1738 13335.7125 48201.2445 35054.8847 13146.3598
Total P&L (%) 44.8879 31.5522 13.3357 48.2012 35.0549 13.1464
Avg Daily Profit (%) 0.8619 0.6058 0.2561 0.7582 0.5787 0.2374
Buy And Hold Return (%) 11.7079 11.7079 11.7079 11.7079 11.7079 11.7079
Max Trade Drawdown -19278 -18361 -8940 -20854 -19657 -10461
Profit Factor 1.465 1.5565 1.3348 1.4363 1.5425 1.2866
Total Trades 139 69 70 139 69 70
Winning Trades 60 29 31 60 29 31
Losing Trades 79 40 39 79 40 39
Profitability (%) 43.1655 42.029 44.2857 43.1655 42.029 44.2857
Ratio Avg Win / Avg Loss 1.9289 2.1468 1.6793 1.8911 2.1276 1.6186
Largest Winning Trade 19776 19776 6861 25055 25055 7665
Largest Losing Trade -4176 -4176 -3443 -5121 -5121 -3834
Avg Bars in Trades 178 269 88 178 269 88
Avg Bars in Winners 301 485 129 301 485 129
Avg Bars in Losers 85 113 56 85 113 56
Bars Traded 24842 18622 6220 24842 18622 6220
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 308433 -96367 -211473 286384 -96696 -216958

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1753095600000,
    "first_datapoint_time": 1753106940000,
    "last_datapoint_time": 1757595420000,
    "evaluation_time": 1757595436993,
    "expiration_time": 1764075420000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 64,
            "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": [
        [
            44887.8862161224,
            31552.1737608539,
            13335.7124552685,
            48201.2445030759,
            35054.8846959004,
            13146.3598071755
        ],
        [
            44.887886,
            31.552174,
            13.335712,
            48.201245,
            35.054885,
            13.14636
        ],
        [
            0.861903,
            0.605841,
            0.256062,
            0.758238,
            0.578686,
            0.23744
        ],
        [
            11.707883,
            11.707883,
            11.707883,
            11.707883,
            11.707883,
            11.707883
        ],
        [
            -19278,
            -18361,
            -8940,
            -20854,
            -19657,
            -10461
        ],
        [
            1.465001,
            1.556458,
            1.334806,
            1.43627,
            1.54253,
            1.286593
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            43.165468,
            42.028986,
            44.285714,
            43.165468,
            42.028986,
            44.285714
        ],
        [
            1.928918,
            2.146839,
            1.679272,
            1.891089,
            2.127628,
            1.618617
        ],
        [
            19776,
            19776,
            6861,
            25055,
            25055,
            7665
        ],
        [
            -4176,
            -4176,
            -3443,
            -5121,
            -5121,
            -3834
        ],
        [
            178,
            269,
            88,
            178,
            269,
            88
        ],
        [
            301,
            485,
            129,
            301,
            485,
            129
        ],
        [
            85,
            113,
            56,
            85,
            113,
            56
        ],
        [
            24842,
            18622,
            6220,
            24842,
            18622,
            6220
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308433,
            -96367,
            -211473,
            286384,
            -96696,
            -216958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1753095600000,
    "first_datapoint_time": 1753106940000,
    "last_datapoint_time": 1757595420000,
    "evaluation_time": 1757595436993,
    "expiration_time": 1764075420000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 64,
            "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)