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Trade: AVAX/USDT/480/VWAP/KCL/7562

Strategy
AVAX/USDT/480/VWAP/KCL/7562
Pair
AVAX_USDT
Interval
8h
Score
633325
Daily Profit
0.242882
Profit Factor
5.068850
Profitability
48.888889
Streak
219.770430
Best Strategy
Training Data Length
1831.670000
Evaluation Time
2025-09-27 21:29
Expiration Time
2025-11-21 08:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -406040.1141 94516.1853 -500556.2994 26134914.7342 8406461.7638 17728452.9704
Total P&L (%) -406.0401 94.5162 -500.5563 26134.9147 8406.4618 17728.453
Avg Daily Profit (%) -0.2217 0.0516 -0.2733 0.3045 0.2429 0.2834
Buy And Hold Return (%) 585.2202 585.2202 585.2202 585.2202 585.2202 585.2202
Max Trade Drawdown -656884 -71807 -657538 -3023799 -1020308 -2855398
Profit Factor 0.5847 1.8935 0.4259 4.2107 5.0689 3.9188
Total Trades 89 45 44 89 45 44
Winning Trades 70 33 37 40 22 18
Losing Trades 19 12 7 49 23 26
Profitability (%) 78.6517 73.3333 84.0909 44.9438 48.8889 40.9091
Ratio Avg Win / Avg Loss 0.1587 0.6886 0.0806 5.1581 5.2993 5.6604
Largest Winning Trade 37310 30543 37310 8397304 3221320 8397304
Largest Losing Trade -488614 -52969 -488614 -2333407 -362587 -2333407
Avg Bars in Trades 50 11 89 50 11 89
Avg Bars in Winners 25 5 42 46 15 83
Avg Bars in Losers 142 27 340 53 7 94
Bars Traded 4477 522 3955 4477 522 3955
Profit Streak 98.4371 219.7704 0 98.4371 219.7704 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575988 -284166 -576432 539226 633325 441920
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5495,
    "evaluation_days": 1831.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603612800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758997765184,
    "expiration_time": 1763707680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -406040.114056406,
            94516.1853002429,
            -500556.2993566492,
            26134914.734198038,
            8406461.763835704,
            17728452.970362328
        ],
        [
            -406.040114,
            94.516185,
            -500.556299,
            26134.914734,
            8406.461764,
            17728.45297
        ],
        [
            -0.221678,
            0.051601,
            -0.273279,
            0.304539,
            0.242882,
            0.283387
        ],
        [
            585.220224,
            585.220224,
            585.220224,
            585.220224,
            585.220224,
            585.220224
        ],
        [
            -656884,
            -71807,
            -657538,
            -3023799,
            -1020308,
            -2855398
        ],
        [
            0.584717,
            1.893534,
            0.425945,
            4.210675,
            5.06885,
            3.918767
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            70,
            33,
            37,
            40,
            22,
            18
        ],
        [
            19,
            12,
            7,
            49,
            23,
            26
        ],
        [
            78.651685,
            73.333333,
            84.090909,
            44.94382,
            48.888889,
            40.909091
        ],
        [
            0.158709,
            0.688558,
            0.080584,
            5.158076,
            5.299252,
            5.660441
        ],
        [
            37310,
            30543,
            37310,
            8397304,
            3221320,
            8397304
        ],
        [
            -488614,
            -52969,
            -488614,
            -2333407,
            -362587,
            -2333407
        ],
        [
            50,
            11,
            89,
            50,
            11,
            89
        ],
        [
            25,
            5,
            42,
            46,
            15,
            83
        ],
        [
            142,
            27,
            340,
            53,
            7,
            94
        ],
        [
            4477,
            522,
            3955,
            4477,
            522,
            3955
        ],
        [
            98.437097,
            219.77043,
            0,
            98.437097,
            219.77043,
            0
        ],
        [
            1,
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            0,
            1,
            6,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575988,
            -284166,
            -576432,
            539226,
            633325,
            441920
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5495,
    "evaluation_days": 1831.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603612800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758997765184,
    "expiration_time": 1763707680000,
    "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": 101,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)