← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: AVAX/USDT/5/VWAP/KCU/7001

Strategy
AVAX/USDT/5/VWAP/KCU/7001
Pair
AVAX_USDT
Interval
5m
Score
396661
Daily Profit
0.896939
Profit Factor
1.717727
Profitability
52.252252
Streak
7.829158
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-12 19:58
Expiration Time
2025-11-26 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87322.634 76797.9437 10524.6903 117094.3413 99791.7375 17302.6038
Total P&L (%) 87.3226 76.7979 10.5247 117.0943 99.7917 17.3026
Avg Daily Profit (%) 1.0059 0.8847 0.1212 0.8969 0.8005 0.184
Buy And Hold Return (%) 52.7867 52.7867 52.7867 52.7867 52.7867 52.7867
Max Trade Drawdown -19090 -17957 -5269 -29461 -27968 -7983
Profit Factor 1.8145 1.8692 1.558 1.7177 1.7327 1.6419
Total Trades 111 55 56 111 55 56
Winning Trades 58 30 28 58 30 28
Losing Trades 53 25 28 53 25 28
Profitability (%) 52.2523 54.5455 50 52.2523 54.5455 50
Ratio Avg Win / Avg Loss 1.658 1.5577 1.558 1.5696 1.444 1.6419
Largest Winning Trade 20633 20633 5340 34745 34745 5764
Largest Losing Trade -11156 -11156 -3972 -17007 -17007 -6289
Avg Bars in Trades 210 391 31 210 391 31
Avg Bars in Winners 241 434 34 241 434 34
Avg Bars in Losers 176 340 29 176 340 29
Bars Traded 23342 21551 1791 23342 21551 1791
Profit Streak 7.8292 7.8292 9.5965 7.8292 7.8292 9.5965
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 271427 -187744 -374258 396661 -172549 -335559

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750196400000,
    "first_datapoint_time": 1750231800000,
    "last_datapoint_time": 1757696100000,
    "evaluation_time": 1757696339221,
    "expiration_time": 1764176100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            87322.63399539,
            76797.9436689945,
            10524.6903263954,
            117094.3413034329,
            99791.7375144054,
            17302.6037890275
        ],
        [
            87.322634,
            76.797944,
            10.52469,
            117.094341,
            99.791738,
            17.302604
        ],
        [
            1.005905,
            0.884667,
            0.121238,
            0.896939,
            0.800451,
            0.184004
        ],
        [
            52.78671,
            52.78671,
            52.78671,
            52.78671,
            52.78671,
            52.78671
        ],
        [
            -19090,
            -17957,
            -5269,
            -29461,
            -27968,
            -7983
        ],
        [
            1.814456,
            1.86919,
            1.558039,
            1.717727,
            1.732745,
            1.641856
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            52.252252,
            54.545455,
            50,
            52.252252,
            54.545455,
            50
        ],
        [
            1.658037,
            1.557658,
            1.558039,
            1.569647,
            1.443954,
            1.641856
        ],
        [
            20633,
            20633,
            5340,
            34745,
            34745,
            5764
        ],
        [
            -11156,
            -11156,
            -3972,
            -17007,
            -17007,
            -6289
        ],
        [
            210,
            391,
            31,
            210,
            391,
            31
        ],
        [
            241,
            434,
            34,
            241,
            434,
            34
        ],
        [
            176,
            340,
            29,
            176,
            340,
            29
        ],
        [
            23342,
            21551,
            1791,
            23342,
            21551,
            1791
        ],
        [
            7.829158,
            7.829158,
            9.596519,
            7.829158,
            7.829158,
            9.596519
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            271427,
            -187744,
            -374258,
            396661,
            -172549,
            -335559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750196400000,
    "first_datapoint_time": 1750231800000,
    "last_datapoint_time": 1757696100000,
    "evaluation_time": 1757696339221,
    "expiration_time": 1764176100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)