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Trade: AVAX/USDT/720/VWAP/KCL/7396

Strategy
AVAX/USDT/720/VWAP/KCL/7396
Pair
AVAX_USDT
Interval
12h
Score
358505
Daily Profit
0.160483
Profit Factor
1.967248
Profitability
50.000000
Streak
223.329188
Best Strategy
Training Data Length
1818.500000
Evaluation Time
2025-09-14 10:54
Expiration Time
2025-11-07 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -407943.4251 34287.9968 -442231.4219 2654624.1142 907815.4823 1746808.6319
Total P&L (%) -407.9434 34.288 -442.2314 2654.6241 907.8155 1746.8086
Avg Daily Profit (%) -0.2243 0.0189 -0.2432 0.1825 0.1271 0.1605
Buy And Hold Return (%) 553.0095 553.0095 553.0095 553.0095 553.0095 553.0095
Max Trade Drawdown -558314 -55391 -535065 -1244252 -176902 -1530356
Profit Factor 0.4783 1.3391 0.3505 2.0845 2.4143 1.9672
Total Trades 77 39 38 77 39 38
Winning Trades 61 28 33 41 22 19
Losing Trades 16 11 5 36 17 19
Profitability (%) 79.2208 71.7949 86.8421 53.2468 56.4103 50
Ratio Avg Win / Avg Loss 0.1255 0.5261 0.0531 1.8303 1.8656 1.9672
Largest Winning Trade 17298 15644 17298 1993480 507680 1993480
Largest Losing Trade -456064 -55391 -456064 -690661 -108992 -690661
Avg Bars in Trades 38 20 56 38 20 56
Avg Bars in Winners 15 8 21 39 27 54
Avg Bars in Losers 124 51 283 36 11 57
Bars Traded 2926 796 2130 2926 796 2130
Profit Streak 155.8292 155.8292 223.3292 155.8292 155.8292 223.3292
Trades During Streak 2 1 8 2 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -622025 -331088 -574732 -34551 -25857 358505

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3637,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609934400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757836441884,
    "expiration_time": 1762521552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "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": [
        [
            -407943.4251428633,
            34287.9968057945,
            -442231.4219486578,
            2654624.1142132324,
            907815.4823403511,
            1746808.6318728814
        ],
        [
            -407.943425,
            34.287997,
            -442.231422,
            2654.624114,
            907.815482,
            1746.808632
        ],
        [
            -0.22433,
            0.018855,
            -0.243185,
            0.182507,
            0.127129,
            0.160483
        ],
        [
            553.009522,
            553.009522,
            553.009522,
            553.009522,
            553.009522,
            553.009522
        ],
        [
            -558314,
            -55391,
            -535065,
            -1244252,
            -176902,
            -1530356
        ],
        [
            0.478347,
            1.339116,
            0.35053,
            2.084484,
            2.414341,
            1.967248
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            61,
            28,
            33,
            41,
            22,
            19
        ],
        [
            16,
            11,
            5,
            36,
            17,
            19
        ],
        [
            79.220779,
            71.794872,
            86.842105,
            53.246753,
            56.410256,
            50
        ],
        [
            0.125468,
            0.526081,
            0.053111,
            1.830279,
            1.865627,
            1.967248
        ],
        [
            17298,
            15644,
            17298,
            1993480,
            507680,
            1993480
        ],
        [
            -456064,
            -55391,
            -456064,
            -690661,
            -108992,
            -690661
        ],
        [
            38,
            20,
            56,
            38,
            20,
            56
        ],
        [
            15,
            8,
            21,
            39,
            27,
            54
        ],
        [
            124,
            51,
            283,
            36,
            11,
            57
        ],
        [
            2926,
            796,
            2130,
            2926,
            796,
            2130
        ],
        [
            155.829188,
            155.829188,
            223.329188,
            155.829188,
            155.829188,
            223.329188
        ],
        [
            2,
            1,
            8,
            2,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -622025,
            -331088,
            -574732,
            -34551,
            -25857,
            358505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3637,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609934400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757836441884,
    "expiration_time": 1762521552000,
    "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": 214,
            "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)