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Trade: AVAX/USDT/5/KCL/WMA/6437

Strategy
AVAX/USDT/5/KCL/WMA/6437
Pair
AVAX_USDT
Interval
5m
Score
355894
Daily Profit
1.611991
Profit Factor
2.273372
Profitability
34.117647
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 20:50
Expiration Time
2025-12-26 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 139936.9487 93311.2852 46625.6635 166290.5589 128301.1973 37989.3616
Total P&L (%) 139.9369 93.3113 46.6257 166.2906 128.3012 37.9894
Avg Daily Profit (%) 1.612 1.0749 0.5371 1.1346 0.9555 0.3716
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42935 -24530 -23221 -37182 -21960 -19628
Profit Factor 2.2734 2.3015 2.2206 2.451 2.8159 1.8643
Total Trades 85 42 43 85 42 43
Winning Trades 29 14 15 29 14 15
Losing Trades 56 28 28 56 28 28
Profitability (%) 34.1176 33.3333 34.8837 34.1176 33.3333 34.8837
Ratio Avg Win / Avg Loss 4.39 4.603 4.1451 4.7329 5.6318 3.4801
Largest Winning Trade 84434 84434 57165 133524 133524 57519
Largest Losing Trade -6882 -6882 -5356 -15622 -9590 -15622
Avg Bars in Trades 273 485 66 273 485 66
Avg Bars in Winners 520 955 114 520 955 114
Avg Bars in Losers 145 250 40 145 250 40
Bars Traded 23233 20381 2852 23233 20381 2852
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355894 323463 191543 353315 355471 88239
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752791400000,
    "first_datapoint_time": 1752831300000,
    "last_datapoint_time": 1760291100000,
    "evaluation_time": 1760291430043,
    "expiration_time": 1766771100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "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": [
        [
            139936.9487095588,
            93311.285234149,
            46625.6634754098,
            166290.5588915174,
            128301.1973361763,
            37989.3615553411
        ],
        [
            139.936949,
            93.311285,
            46.625663,
            166.290559,
            128.301197,
            37.989362
        ],
        [
            1.611991,
            1.074891,
            0.5371,
            1.13462,
            0.955458,
            0.371621
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42935,
            -24530,
            -23221,
            -37182,
            -21960,
            -19628
        ],
        [
            2.273372,
            2.301479,
            2.220615,
            2.450982,
            2.815913,
            1.864344
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            34.117647,
            33.333333,
            34.883721,
            34.117647,
            33.333333,
            34.883721
        ],
        [
            4.389959,
            4.602959,
            4.145148,
            4.732932,
            5.631826,
            3.480109
        ],
        [
            84434,
            84434,
            57165,
            133524,
            133524,
            57519
        ],
        [
            -6882,
            -6882,
            -5356,
            -15622,
            -9590,
            -15622
        ],
        [
            273,
            485,
            66,
            273,
            485,
            66
        ],
        [
            520,
            955,
            114,
            520,
            955,
            114
        ],
        [
            145,
            250,
            40,
            145,
            250,
            40
        ],
        [
            23233,
            20381,
            2852,
            23233,
            20381,
            2852
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355894,
            323463,
            191543,
            353315,
            355471,
            88239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752791400000,
    "first_datapoint_time": 1752831300000,
    "last_datapoint_time": 1760291100000,
    "evaluation_time": 1760291430043,
    "expiration_time": 1766771100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "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)