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Trade: AVAX/USDT/360/VWAP/KCL/2935

Strategy
AVAX/USDT/360/VWAP/KCL/2935
Pair
AVAX_USDT
Interval
6h
Score
480349
Daily Profit
0.262532
Profit Factor
2.205368
Profitability
46.666667
Streak
180.730908
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-09-16 08:32
Expiration Time
2025-11-09 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -397863.5862 84091.3427 -481954.9289 11713479.6575 2160934.4746 9552545.1829
Total P&L (%) -397.8636 84.0913 -481.9549 11713.4797 2160.9345 9552.5452
Avg Daily Profit (%) -0.2186 0.0462 -0.2648 0.2625 0.1715 0.2514
Buy And Hold Return (%) 681.6555 681.6555 681.6555 681.6555 681.6555 681.6555
Max Trade Drawdown -604728 -68286 -620759 -3876500 -1323554 -3405574
Profit Factor 0.5738 1.7193 0.4098 2.2054 1.6121 2.5439
Total Trades 105 53 52 105 53 52
Winning Trades 89 42 47 49 24 25
Losing Trades 16 11 5 56 29 27
Profitability (%) 84.7619 79.2453 90.3846 46.6667 45.283 48.0769
Ratio Avg Win / Avg Loss 0.1032 0.4503 0.0436 2.5204 1.9479 2.7474
Largest Winning Trade 30029 30029 27118 7549465 1115323 7549465
Largest Losing Trade -504699 -65835 -504699 -2196936 -713685 -2196936
Avg Bars in Trades 56 22 92 56 22 92
Avg Bars in Winners 28 10 44 56 24 87
Avg Bars in Losers 215 67 539 56 20 96
Bars Traded 5969 1175 4794 5969 1175 4794
Profit Streak 180.7309 180.7309 225.4809 180.7309 180.7309 225.4809
Trades During Streak 12 6 10 12 6 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574277 -471046 -754408 480349 -172287 -165950

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605679200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758000750493,
    "expiration_time": 1762698240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -397863.5861825853,
            84091.3427001023,
            -481954.9288826874,
            11713479.657549458,
            2160934.4746498284,
            9552545.18289963
        ],
        [
            -397.863586,
            84.091343,
            -481.954929,
            11713.479658,
            2160.934475,
            9552.545183
        ],
        [
            -0.218606,
            0.046204,
            -0.26481,
            0.262532,
            0.171486,
            0.251404
        ],
        [
            681.655457,
            681.655457,
            681.655457,
            681.655457,
            681.655457,
            681.655457
        ],
        [
            -604728,
            -68286,
            -620759,
            -3876500,
            -1323554,
            -3405574
        ],
        [
            0.573823,
            1.719274,
            0.409841,
            2.205368,
            1.612094,
            2.54388
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            89,
            42,
            47,
            49,
            24,
            25
        ],
        [
            16,
            11,
            5,
            56,
            29,
            27
        ],
        [
            84.761905,
            79.245283,
            90.384615,
            46.666667,
            45.283019,
            48.076923
        ],
        [
            0.103159,
            0.450286,
            0.0436,
            2.520421,
            1.947946,
            2.747391
        ],
        [
            30029,
            30029,
            27118,
            7549465,
            1115323,
            7549465
        ],
        [
            -504699,
            -65835,
            -504699,
            -2196936,
            -713685,
            -2196936
        ],
        [
            56,
            22,
            92,
            56,
            22,
            92
        ],
        [
            28,
            10,
            44,
            56,
            24,
            87
        ],
        [
            215,
            67,
            539,
            56,
            20,
            96
        ],
        [
            5969,
            1175,
            4794,
            5969,
            1175,
            4794
        ],
        [
            180.730908,
            180.730908,
            225.480908,
            180.730908,
            180.730908,
            225.480908
        ],
        [
            12,
            6,
            10,
            12,
            6,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574277,
            -471046,
            -754408,
            480349,
            -172287,
            -165950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605679200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758000750493,
    "expiration_time": 1762698240000,
    "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": 229,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)