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Trade: AVAX/USDT/480/VWAP/KCL/9138

Strategy
AVAX/USDT/480/VWAP/KCL/9138
Pair
AVAX_USDT
Interval
8h
Score
663342
Daily Profit
0.183267
Profit Factor
9.529017
Profitability
72.727273
Streak
182.053175
Best Strategy
Training Data Length
1815.330000
Evaluation Time
2025-09-11 04:16
Expiration Time
2025-11-04 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -420747.3915 60042.7497 -480790.1412 6596045.6188 2676705.0207 3919340.5981
Total P&L (%) -420.7474 60.0428 -480.7901 6596.0456 2676.705 3919.3406
Avg Daily Profit (%) -0.2318 0.0331 -0.2649 0.2319 0.1833 0.2037
Buy And Hold Return (%) 737.782 737.782 737.782 737.782 737.782 737.782
Max Trade Drawdown -662000 -65010 -627879 -736888 -142492 -953682
Profit Factor 0.5079 1.693 0.3742 5.0073 9.529 3.942
Total Trades 65 33 32 65 33 32
Winning Trades 50 23 27 42 24 18
Losing Trades 15 10 5 23 9 14
Profitability (%) 76.9231 69.697 84.375 64.6154 72.7273 56.25
Ratio Avg Win / Avg Loss 0.1524 0.7361 0.0693 2.7421 3.5734 3.066
Largest Winning Trade 22479 14672 22479 1428612 769232 1428612
Largest Losing Trade -461283 -62407 -461283 -592357 -95085 -592357
Avg Bars in Trades 67 14 121 67 14 121
Avg Bars in Winners 33 5 57 53 16 103
Avg Bars in Losers 180 36 470 92 11 145
Bars Traded 4385 493 3892 4385 493 3892
Profit Streak 182.0532 182.0532 220.0532 182.0532 182.0532 220.0532
Trades During Streak 6 3 11 6 3 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -711849 -309890 -574948 -116556 663342 586409

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5446,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605110400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757553394346,
    "expiration_time": 1762254144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 153,
            "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": [
        [
            -420747.3915018861,
            60042.7497316201,
            -480790.1412335064,
            6596045.618814421,
            2676705.0207084985,
            3919340.598105922
        ],
        [
            -420.747392,
            60.04275,
            -480.790141,
            6596.045619,
            2676.705021,
            3919.340598
        ],
        [
            -0.231775,
            0.033075,
            -0.26485,
            0.231857,
            0.183267,
            0.20368
        ],
        [
            737.781987,
            737.781987,
            737.781987,
            737.781987,
            737.781987,
            737.781987
        ],
        [
            -662000,
            -65010,
            -627879,
            -736888,
            -142492,
            -953682
        ],
        [
            0.507873,
            1.693035,
            0.374232,
            5.007263,
            9.529017,
            3.942034
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            50,
            23,
            27,
            42,
            24,
            18
        ],
        [
            15,
            10,
            5,
            23,
            9,
            14
        ],
        [
            76.923077,
            69.69697,
            84.375,
            64.615385,
            72.727273,
            56.25
        ],
        [
            0.152362,
            0.736102,
            0.069302,
            2.742073,
            3.573381,
            3.066026
        ],
        [
            22479,
            14672,
            22479,
            1428612,
            769232,
            1428612
        ],
        [
            -461283,
            -62407,
            -461283,
            -592357,
            -95085,
            -592357
        ],
        [
            67,
            14,
            121,
            67,
            14,
            121
        ],
        [
            33,
            5,
            57,
            53,
            16,
            103
        ],
        [
            180,
            36,
            470,
            92,
            11,
            145
        ],
        [
            4385,
            493,
            3892,
            4385,
            493,
            3892
        ],
        [
            182.053175,
            182.053175,
            220.053175,
            182.053175,
            182.053175,
            220.053175
        ],
        [
            6,
            3,
            11,
            6,
            3,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -711849,
            -309890,
            -574948,
            -116556,
            663342,
            586409
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5446,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605110400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757553394346,
    "expiration_time": 1762254144000,
    "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": 153,
            "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)