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Trade: AVAX/USDT/5/KCL/SINWMA/1084

Strategy
AVAX/USDT/5/KCL/SINWMA/1084
Pair
AVAX_USDT
Interval
5m
Score
449581
Daily Profit
0.795757
Profit Factor
3.036658
Profitability
69.047619
Streak
9.375749
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-11 01:26
Expiration Time
2025-11-25 00:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83747.2203 69904.2559 13842.9644 122262.1875 98985.6399 23276.5476
Total P&L (%) 83.7472 69.9043 13.843 122.2622 98.9856 23.2765
Avg Daily Profit (%) 0.9647 0.8053 0.1595 0.9243 0.7958 0.2413
Buy And Hold Return (%) 50.7525 50.7525 50.7525 50.7525 50.7525 50.7525
Max Trade Drawdown -14022 -14333 -5552 -22513 -22405 -6449
Profit Factor 2.65 3.2468 1.7047 2.5992 3.0367 1.8358
Total Trades 84 42 42 84 42 42
Winning Trades 60 29 31 60 29 31
Losing Trades 24 13 11 24 13 11
Profitability (%) 71.4286 69.0476 73.8095 71.4286 69.0476 73.8095
Ratio Avg Win / Avg Loss 1.06 1.4555 0.6049 1.0397 1.3613 0.6514
Largest Winning Trade 7008 7008 2685 10135 10135 3153
Largest Losing Trade -11542 -11542 -3544 -18388 -18388 -5781
Avg Bars in Trades 272 488 55 272 488 55
Avg Bars in Winners 157 280 42 157 280 42
Avg Bars in Losers 558 951 93 558 951 93
Bars Traded 22849 20502 2347 22849 20502 2347
Profit Streak 0.4139 9.3757 0 0.4139 9.3757 0
Trades During Streak 1 8 0 1 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 194938 -28223 -156311 372277 449581 -155636

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750043100000,
    "first_datapoint_time": 1750113600000,
    "last_datapoint_time": 1757542800000,
    "evaluation_time": 1757543164723,
    "expiration_time": 1764022800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 233,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    }
}
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": [
        [
            83747.2203416223,
            69904.2559141378,
            13842.9644274845,
            122262.1875345475,
            98985.6399285822,
            23276.5476059652
        ],
        [
            83.74722,
            69.904256,
            13.842964,
            122.262188,
            98.98564,
            23.276548
        ],
        [
            0.964719,
            0.805256,
            0.159463,
            0.924286,
            0.795757,
            0.241346
        ],
        [
            50.752465,
            50.752465,
            50.752465,
            50.752465,
            50.752465,
            50.752465
        ],
        [
            -14022,
            -14333,
            -5552,
            -22513,
            -22405,
            -6449
        ],
        [
            2.649992,
            3.24681,
            1.70471,
            2.599204,
            3.036658,
            1.835786
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            71.428571,
            69.047619,
            73.809524,
            71.428571,
            69.047619,
            73.809524
        ],
        [
            1.059997,
            1.455467,
            0.604897,
            1.039682,
            1.36126,
            0.651408
        ],
        [
            7008,
            7008,
            2685,
            10135,
            10135,
            3153
        ],
        [
            -11542,
            -11542,
            -3544,
            -18388,
            -18388,
            -5781
        ],
        [
            272,
            488,
            55,
            272,
            488,
            55
        ],
        [
            157,
            280,
            42,
            157,
            280,
            42
        ],
        [
            558,
            951,
            93,
            558,
            951,
            93
        ],
        [
            22849,
            20502,
            2347,
            22849,
            20502,
            2347
        ],
        [
            0.413943,
            9.375749,
            0,
            0.413944,
            9.375749,
            0
        ],
        [
            1,
            8,
            0,
            1,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            194938,
            -28223,
            -156311,
            372277,
            449581,
            -155636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750043100000,
    "first_datapoint_time": 1750113600000,
    "last_datapoint_time": 1757542800000,
    "evaluation_time": 1757543164723,
    "expiration_time": 1764022800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 233,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    }
}

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)