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Trade: AVAX/USDT/360/KCB/VWAP/1941

Strategy
AVAX/USDT/360/KCB/VWAP/1941
Pair
AVAX_USDT
Interval
6h
Score
347948
Daily Profit
0.925576
Profit Factor
3.062534
Profitability
30.223881
Streak
0.000000
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-09-09 04:47
Expiration Time
2025-11-02 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1678069.4838 1553173.4716 124896.0122 14280285.775 11219213.7423 3061072.0327
Total P&L (%) 1678.0695 1553.1735 124.896 14280.2858 11219.2137 3061.072
Avg Daily Profit (%) 0.9256 0.8567 0.0689 0.2744 0.2612 0.1907
Buy And Hold Return (%) 640.6427 640.6427 640.6427 640.6427 640.6427 640.6427
Max Trade Drawdown -109808 -66300 -72518 -7680946 -4151182 -5841440
Profit Factor 3.0625 5.157 1.2839 1.3615 1.5927 1.1488
Total Trades 268 134 134 268 134 134
Winning Trades 81 37 44 81 37 44
Losing Trades 187 97 90 187 97 90
Profitability (%) 30.2239 27.6119 32.8358 30.2239 27.6119 32.8358
Ratio Avg Win / Avg Loss 7.0703 13.5197 2.6261 3.1432 4.1754 2.3498
Largest Winning Trade 999429 999429 70086 7767818 7767818 3630110
Largest Losing Trade -19117 -16495 -19117 -1879998 -1426522 -1879998
Avg Bars in Trades 26 24 29 26 24 29
Avg Bars in Winners 66 60 71 66 60 71
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 7155 3260 3896 7155 3260 3896
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 347948 -1158 -272231 152407 -6679 -55925

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757382465861,
    "expiration_time": 1762075296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1678069.4838181434,
            1553173.4716207653,
            124896.0121973779,
            14280285.77503988,
            11219213.742313124,
            3061072.032726772
        ],
        [
            1678.069484,
            1553.173472,
            124.896012,
            14280.285775,
            11219.213742,
            3061.072033
        ],
        [
            0.925576,
            0.856687,
            0.068889,
            0.274421,
            0.261184,
            0.190667
        ],
        [
            640.642733,
            640.642733,
            640.642733,
            640.642733,
            640.642733,
            640.642733
        ],
        [
            -109808,
            -66300,
            -72518,
            -7680946,
            -4151182,
            -5841440
        ],
        [
            3.062534,
            5.156991,
            1.283876,
            1.361486,
            1.592669,
            1.148781
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            81,
            37,
            44,
            81,
            37,
            44
        ],
        [
            187,
            97,
            90,
            187,
            97,
            90
        ],
        [
            30.223881,
            27.61194,
            32.835821,
            30.223881,
            27.61194,
            32.835821
        ],
        [
            7.070294,
            13.519679,
            2.62611,
            3.143183,
            4.175374,
            2.349778
        ],
        [
            999429,
            999429,
            70086,
            7767818,
            7767818,
            3630110
        ],
        [
            -19117,
            -16495,
            -19117,
            -1879998,
            -1426522,
            -1879998
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            66,
            60,
            71,
            66,
            60,
            71
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            7155,
            3260,
            3896,
            7155,
            3260,
            3896
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347948,
            -1158,
            -272231,
            152407,
            -6679,
            -55925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7252,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757382465861,
    "expiration_time": 1762075296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 64,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)