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Trade: AVAX/USDT/360/VWMA/KCU/3112

Strategy
AVAX/USDT/360/VWMA/KCU/3112
Pair
AVAX_USDT
Interval
6h
Score
503477
Daily Profit
0.862608
Profit Factor
2.802593
Profitability
42.857143
Streak
14.333166
Best Strategy
Training Data Length
1818.750000
Evaluation Time
2025-09-14 22:59
Expiration Time
2025-11-08 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1568868.6965 1534235.6105 34633.086 969881.128 797893.1968 171987.9311
Total P&L (%) 1568.8687 1534.2356 34.6331 969.8811 797.8932 171.9879
Avg Daily Profit (%) 0.8626 0.8436 0.019 0.1304 0.1208 0.055
Buy And Hold Return (%) 592.7936 592.7936 592.7936 592.7936 592.7936 592.7936
Max Trade Drawdown -137645 -149933 -28875 -2037175 -2228451 -276325
Profit Factor 2.8026 3.4199 1.1465 1.1269 1.1374 1.0935
Total Trades 196 98 98 196 98 98
Winning Trades 84 36 48 84 36 48
Losing Trades 112 62 50 112 62 50
Profitability (%) 42.8571 36.7347 48.9796 42.8571 36.7347 48.9796
Ratio Avg Win / Avg Loss 3.7368 5.8899 1.1943 1.5025 1.9589 1.1391
Largest Winning Trade 862614 862614 20300 1170321 1170321 170896
Largest Losing Trade -70708 -70708 -17881 -1194953 -1194953 -135079
Avg Bars in Trades 36 64 9 36 64 9
Avg Bars in Winners 51 106 10 51 106 10
Avg Bars in Losers 25 39 7 25 39 7
Bars Traded 7185 6288 897 7185 6288 897
Profit Streak 14.3332 0 23.3332 14.3332 0 23.3332
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503477 389355 -392392 -108868 -163246 -402702

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7275,
    "evaluation_days": 1818.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1757872800000,
    "evaluation_time": 1757879985574,
    "expiration_time": 1762587000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 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": [
        [
            1568868.6965344409,
            1534235.6105177333,
            34633.0860167073,
            969881.1279675006,
            797893.1968361649,
            171987.9311313358
        ],
        [
            1568.868697,
            1534.235611,
            34.633086,
            969.881128,
            797.893197,
            171.987931
        ],
        [
            0.862608,
            0.843566,
            0.019042,
            0.130402,
            0.120754,
            0.05503
        ],
        [
            592.793636,
            592.793636,
            592.793636,
            592.793636,
            592.793636,
            592.793636
        ],
        [
            -137645,
            -149933,
            -28875,
            -2037175,
            -2228451,
            -276325
        ],
        [
            2.802593,
            3.419918,
            1.146541,
            1.126856,
            1.137402,
            1.093547
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            112,
            62,
            50,
            112,
            62,
            50
        ],
        [
            42.857143,
            36.734694,
            48.979592,
            42.857143,
            36.734694,
            48.979592
        ],
        [
            3.73679,
            5.889858,
            1.194314,
            1.502475,
            1.958859,
            1.139112
        ],
        [
            862614,
            862614,
            20300,
            1170321,
            1170321,
            170896
        ],
        [
            -70708,
            -70708,
            -17881,
            -1194953,
            -1194953,
            -135079
        ],
        [
            36,
            64,
            9,
            36,
            64,
            9
        ],
        [
            51,
            106,
            10,
            51,
            106,
            10
        ],
        [
            25,
            39,
            7,
            25,
            39,
            7
        ],
        [
            7185,
            6288,
            897,
            7185,
            6288,
            897
        ],
        [
            14.333166,
            0,
            23.333166,
            14.333166,
            0,
            23.333166
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503477,
            389355,
            -392392,
            -108868,
            -163246,
            -402702
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7275,
    "evaluation_days": 1818.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1757872800000,
    "evaluation_time": 1757879985574,
    "expiration_time": 1762587000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 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)