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Trade: AVAX/USDT/720/VWAP/KCL/6670

Strategy
AVAX/USDT/720/VWAP/KCL/6670
Pair
AVAX_USDT
Interval
12h
Score
323550
Daily Profit
0.177574
Profit Factor
2.295362
Profitability
43.589744
Streak
216.533515
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-09-07 15:48
Expiration Time
2025-10-31 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -355532.4805 72431.2244 -427963.705 3628069.9019 1238262.1669 2389807.735
Total P&L (%) -355.5325 72.4312 -427.9637 3628.0699 1238.2622 2389.8077
Avg Daily Profit (%) -0.1962 0.04 -0.2362 0.1999 0.1433 0.1776
Buy And Hold Return (%) 600.1291 600.1291 600.1291 600.1291 600.1291 600.1291
Max Trade Drawdown -545041 -65072 -540336 -1299075 -340329 -1366262
Profit Factor 0.5563 1.7238 0.3897 2.3821 2.5873 2.2954
Total Trades 79 40 39 79 40 39
Winning Trades 60 26 34 40 23 17
Losing Trades 19 14 5 39 17 22
Profitability (%) 75.9494 65 87.1795 50.6329 57.5 43.5897
Ratio Avg Win / Avg Loss 0.1762 0.9282 0.0573 2.3226 1.9123 2.9705
Largest Winning Trade 20020 19034 20020 1925077 535625 1925077
Largest Losing Trade -463078 -65072 -463078 -677342 -173425 -677342
Avg Bars in Trades 37 12 62 37 12 62
Avg Bars in Winners 17 5 27 37 15 66
Avg Bars in Losers 97 25 301 36 7 59
Bars Traded 2924 488 2436 2924 488 2436
Profit Streak 172.5335 172.5335 216.5335 172.5335 172.5335 216.5335
Trades During Streak 6 3 8 6 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -606974 -301191 -574688 -17818 -280 323550

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757249295665,
    "expiration_time": 1761943104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 133,
            "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": [
        [
            -355532.4805380014,
            72431.2244381042,
            -427963.7049761057,
            3628069.901852103,
            1238262.166893863,
            2389807.7349582394
        ],
        [
            -355.532481,
            72.431224,
            -427.963705,
            3628.069902,
            1238.262167,
            2389.807735
        ],
        [
            -0.19621,
            0.039973,
            -0.236183,
            0.199895,
            0.143257,
            0.177574
        ],
        [
            600.129069,
            600.129069,
            600.129069,
            600.129069,
            600.129069,
            600.129069
        ],
        [
            -545041,
            -65072,
            -540336,
            -1299075,
            -340329,
            -1366262
        ],
        [
            0.556296,
            1.723825,
            0.389684,
            2.382117,
            2.587286,
            2.295362
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            60,
            26,
            34,
            40,
            23,
            17
        ],
        [
            19,
            14,
            5,
            39,
            17,
            22
        ],
        [
            75.949367,
            65,
            87.179487,
            50.632911,
            57.5,
            43.589744
        ],
        [
            0.176161,
            0.928213,
            0.057306,
            2.322564,
            1.912341,
            2.970468
        ],
        [
            20020,
            19034,
            20020,
            1925077,
            535625,
            1925077
        ],
        [
            -463078,
            -65072,
            -463078,
            -677342,
            -173425,
            -677342
        ],
        [
            37,
            12,
            62,
            37,
            12,
            62
        ],
        [
            17,
            5,
            27,
            37,
            15,
            66
        ],
        [
            97,
            25,
            301,
            36,
            7,
            59
        ],
        [
            2924,
            488,
            2436,
            2924,
            488,
            2436
        ],
        [
            172.533515,
            172.533515,
            216.533515,
            172.533515,
            172.533515,
            216.533515
        ],
        [
            6,
            3,
            8,
            6,
            3,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -606974,
            -301191,
            -574688,
            -17818,
            -280,
            323550
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757249295665,
    "expiration_time": 1761943104000,
    "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": 133,
            "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)