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Trade: AVAX/USDT/360/KCL/HWMA/2491

Strategy
AVAX/USDT/360/KCL/HWMA/2491
Pair
AVAX_USDT
Interval
6h
Score
394483
Daily Profit
0.870257
Profit Factor
2.933892
Profitability
34.108527
Streak
91.626203
Best Strategy
Training Data Length
1821.750000
Evaluation Time
2025-09-18 00:01
Expiration Time
2025-11-11 11:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1585390.7287 1618068.574 -32677.8452 225923.5527 1089775.3102 -863851.7575
Total P&L (%) 1585.3907 1618.0686 -32.6778 225.9236 1089.7753 -863.8518
Avg Daily Profit (%) 0.8703 0.8882 -0.0179 0.0649 0.136 0
Buy And Hold Return (%) 591.1048 591.1048 591.1048 591.1048 591.1048 591.1048
Max Trade Drawdown -169658 -149082 -72932 -2855732 -2511844 -1081142
Profit Factor 2.9339 3.7989 0.8648 1.0245 1.1711 0.6951
Total Trades 129 64 65 129 64 65
Winning Trades 44 19 25 44 19 25
Losing Trades 85 45 40 85 45 40
Profitability (%) 34.1085 29.6875 38.4615 34.1085 29.6875 38.4615
Ratio Avg Win / Avg Loss 5.6677 8.9973 1.3837 1.9792 2.7736 1.1122
Largest Winning Trade 878143 878143 34332 2674576 2674576 400357
Largest Losing Trade -30326 -30326 -15451 -481499 -481499 -392310
Avg Bars in Trades 53 88 19 53 88 19
Avg Bars in Winners 87 162 31 87 162 31
Avg Bars in Losers 36 57 12 36 57 12
Bars Traded 6952 5665 1287 6952 5665 1287
Profit Streak 91.6262 91.6262 102.8762 91.6262 91.6262 102.8762
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394483 -131242 -714320 -468975 -198240 -714320

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7287,
    "evaluation_days": 1821.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601488800000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758142903935,
    "expiration_time": 1762853976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 35,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04727,
            "nc": 0.1
        }
    }
}
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": [
        [
            1585390.7287456903,
            1618068.5739622714,
            -32677.8452165815,
            225923.5526567065,
            1089775.3101879926,
            -863851.7575312844
        ],
        [
            1585.390729,
            1618.068574,
            -32.677845,
            225.923553,
            1089.77531,
            -863.851758
        ],
        [
            0.870257,
            0.888195,
            -0.017938,
            0.064876,
            0.136025,
            0
        ],
        [
            591.104798,
            591.104798,
            591.104798,
            591.104798,
            591.104798,
            591.104798
        ],
        [
            -169658,
            -149082,
            -72932,
            -2855732,
            -2511844,
            -1081142
        ],
        [
            2.933892,
            3.798866,
            0.864787,
            1.024547,
            1.171077,
            0.695134
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            34.108527,
            29.6875,
            38.461538,
            34.108527,
            29.6875,
            38.461538
        ],
        [
            5.667747,
            8.997314,
            1.383659,
            1.979239,
            2.773604,
            1.112214
        ],
        [
            878143,
            878143,
            34332,
            2674576,
            2674576,
            400357
        ],
        [
            -30326,
            -30326,
            -15451,
            -481499,
            -481499,
            -392310
        ],
        [
            53,
            88,
            19,
            53,
            88,
            19
        ],
        [
            87,
            162,
            31,
            87,
            162,
            31
        ],
        [
            36,
            57,
            12,
            36,
            57,
            12
        ],
        [
            6952,
            5665,
            1287,
            6952,
            5665,
            1287
        ],
        [
            91.626203,
            91.626203,
            102.876203,
            91.626203,
            91.626203,
            102.876203
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394483,
            -131242,
            -714320,
            -468975,
            -198240,
            -714320
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7287,
    "evaluation_days": 1821.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601488800000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758142903935,
    "expiration_time": 1762853976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 35,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04727,
            "nc": 0.1
        }
    }
}

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)