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Trade: AVAX/USDT/480/VWAP/KCL/9671

Strategy
AVAX/USDT/480/VWAP/KCL/9671
Pair
AVAX_USDT
Interval
8h
Score
339233
Daily Profit
0.159498
Profit Factor
1.678335
Profitability
50.602410
Streak
94.914798
Best Strategy
Training Data Length
1826.670000
Evaluation Time
2025-09-22 16:57
Expiration Time
2025-11-16 05:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1352462.559 30157.5568 -1382620.1157 -137932.9328 1737833.8515 -1875766.7843
Total P&L (%) -1352.4626 30.1576 -1382.6201 -137.9329 1737.8339 -1875.7668
Avg Daily Profit (%) -0.7404 0.0165 -0.7569 0 0.1595 0
Buy And Hold Return (%) 571.9141 571.9141 571.9141 571.9141 571.9141 571.9141
Max Trade Drawdown -1386162 -54770 -1403383 -12617201 -1022082 -12784921
Profit Factor 0.4689 1.1106 0.3919 0.9943 1.6783 0.9126
Total Trades 332 166 166 332 166 166
Winning Trades 212 91 121 174 84 90
Losing Trades 120 75 45 158 82 76
Profitability (%) 63.8554 54.8193 72.8916 52.4096 50.6024 54.2169
Ratio Avg Win / Avg Loss 0.2654 0.9153 0.1457 0.9028 1.6384 0.7707
Largest Winning Trade 27191 24425 27191 13123101 2212252 13123101
Largest Losing Trade -918940 -17621 -918940 -8621987 -264637 -8621987
Avg Bars in Trades 16 3 29 16 3 29
Avg Bars in Winners 8 2 13 15 3 27
Avg Bars in Losers 30 4 73 16 3 31
Bars Traded 5433 559 4874 5433 559 4874
Profit Streak 0 0 0 93.5815 94.9148 93.5815
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576968 -435913 -577218 -577051 339233 -578680

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5480,
    "evaluation_days": 1826.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601049600000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758549438535,
    "expiration_time": 1763262720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 12,
            "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": [
        [
            -1352462.5589762242,
            30157.5567533886,
            -1382620.1157296125,
            -137932.9327992075,
            1737833.8514629852,
            -1875766.7842621943
        ],
        [
            -1352.462559,
            30.157557,
            -1382.620116,
            -137.932933,
            1737.833851,
            -1875.766784
        ],
        [
            -0.740398,
            0.01651,
            -0.756907,
            0,
            0.159498,
            0
        ],
        [
            571.914117,
            571.914117,
            571.914117,
            571.914117,
            571.914117,
            571.914117
        ],
        [
            -1386162,
            -54770,
            -1403383,
            -12617201,
            -1022082,
            -12784921
        ],
        [
            0.468855,
            1.110577,
            0.391877,
            0.99426,
            1.678335,
            0.912625
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            212,
            91,
            121,
            174,
            84,
            90
        ],
        [
            120,
            75,
            45,
            158,
            82,
            76
        ],
        [
            63.855422,
            54.819277,
            72.891566,
            52.409639,
            50.60241,
            54.216867
        ],
        [
            0.26539,
            0.91531,
            0.145739,
            0.902834,
            1.638375,
            0.770662
        ],
        [
            27191,
            24425,
            27191,
            13123101,
            2212252,
            13123101
        ],
        [
            -918940,
            -17621,
            -918940,
            -8621987,
            -264637,
            -8621987
        ],
        [
            16,
            3,
            29,
            16,
            3,
            29
        ],
        [
            8,
            2,
            13,
            15,
            3,
            27
        ],
        [
            30,
            4,
            73,
            16,
            3,
            31
        ],
        [
            5433,
            559,
            4874,
            5433,
            559,
            4874
        ],
        [
            0,
            0,
            0,
            93.581464,
            94.914798,
            93.581464
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576968,
            -435913,
            -577218,
            -577051,
            339233,
            -578680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5480,
    "evaluation_days": 1826.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601049600000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758549438535,
    "expiration_time": 1763262720000,
    "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": 12,
            "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)