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Trade: AVAX/USDT/720/VWAP/KCB/6404

Strategy
AVAX/USDT/720/VWAP/KCB/6404
Pair
AVAX_USDT
Interval
12h
Score
450783
Daily Profit
0.896158
Profit Factor
3.446785
Profitability
48.484848
Streak
9.693678
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-09-17 19:38
Expiration Time
2025-11-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1632800.7456 1576418.1618 56382.5839 836013.4192 9343916.365 -8507902.9458
Total P&L (%) 1632.8007 1576.4182 56.3826 836.0134 9343.9164 -8507.9029
Avg Daily Profit (%) 0.8962 0.8652 0.0309 0.1228 0.2499 0
Buy And Hold Return (%) 925.8546 925.8546 925.8546 925.8546 925.8546 925.8546
Max Trade Drawdown -211995 -114749 -140073 -11346683 -1694224 -10419473
Profit Factor 3.4468 5.3969 1.1826 1.0567 3.5993 0.2366
Total Trades 132 66 66 132 66 66
Winning Trades 64 31 33 64 31 33
Losing Trades 68 35 33 68 35 33
Profitability (%) 48.4848 46.9697 50 48.4848 46.9697 50
Ratio Avg Win / Avg Loss 3.6622 6.0932 1.1826 1.1228 4.0637 0.2366
Largest Winning Trade 755340 755340 77755 9018240 9018240 540624
Largest Losing Trade -94308 -36344 -94308 -9754117 -1377034 -9754117
Avg Bars in Trades 26 31 20 26 31 20
Avg Bars in Winners 31 41 23 31 41 23
Avg Bars in Losers 20 22 18 20 22 18
Bars Traded 3436 2064 1372 3436 2064 1372
Profit Streak 9.6937 24.6937 9.6937 9.6937 24.6937 9.6937
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450783 -112655 -460240 -351395 -109860 -704015

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609372800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758127133817,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 76
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            1632800.7456040315,
            1576418.1617528168,
            56382.5838512138,
            836013.4191914632,
            9343916.364952413,
            -8507902.945760943
        ],
        [
            1632.800746,
            1576.418162,
            56.382584,
            836.013419,
            9343.916365,
            -8507.902946
        ],
        [
            0.896158,
            0.865213,
            0.030945,
            0.122823,
            0.249925,
            0
        ],
        [
            925.85459,
            925.85459,
            925.85459,
            925.85459,
            925.85459,
            925.85459
        ],
        [
            -211995,
            -114749,
            -140073,
            -11346683,
            -1694224,
            -10419473
        ],
        [
            3.446785,
            5.39687,
            1.18259,
            1.056718,
            3.599293,
            0.236627
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            48.484848,
            46.969697,
            50,
            48.484848,
            46.969697,
            50
        ],
        [
            3.662209,
            6.093241,
            1.18259,
            1.122762,
            4.063717,
            0.236627
        ],
        [
            755340,
            755340,
            77755,
            9018240,
            9018240,
            540624
        ],
        [
            -94308,
            -36344,
            -94308,
            -9754117,
            -1377034,
            -9754117
        ],
        [
            26,
            31,
            20,
            26,
            31,
            20
        ],
        [
            31,
            41,
            23,
            31,
            41,
            23
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            3436,
            2064,
            1372,
            3436,
            2064,
            1372
        ],
        [
            9.693678,
            24.693678,
            9.693678,
            9.693678,
            24.693678,
            9.693678
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450783,
            -112655,
            -460240,
            -351395,
            -109860,
            -704015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609372800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758127133817,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 76
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)