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Trade: KAVA/USDT/240/VWAP/KCL/7012

Strategy
KAVA/USDT/240/VWAP/KCL/7012
Pair
KAVA_USDT
Interval
4h
Score
552613
Daily Profit
0.286411
Profit Factor
2.206407
Profitability
79.166667
Streak
281.039824
Best Strategy
Training Data Length
2161.500000
Evaluation Time
2025-09-26 19:57
Expiration Time
2025-11-28 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -78578.2413 145232.8851 -223811.1264 43440520.829 -4851742.68 48292263.509
Total P&L (%) -78.5782 145.2329 -223.8111 43440.5208 -4851.7427 48292.2635
Avg Daily Profit (%) -0.0364 0.0672 -0.1035 0.2815 0 0.2864
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -463866 -59237 -531929 -17570789 -27321943 -14378593
Profit Factor 0.9221 1.6943 0.7201 1.4647 0.9092 2.2064
Total Trades 192 96 96 192 96 96
Winning Trades 167 79 88 143 67 76
Losing Trades 25 17 8 49 29 20
Profitability (%) 86.9792 82.2917 91.6667 74.4792 69.7917 79.1667
Ratio Avg Win / Avg Loss 0.138 0.3646 0.0655 0.5019 0.3935 0.5806
Largest Winning Trade 24121 16699 24121 6034627 2980319 6034627
Largest Losing Trade -414619 -31940 -414619 -14378593 -13479985 -14378593
Avg Bars in Trades 63 22 104 63 22 104
Avg Bars in Winners 43 9 73 51 10 87
Avg Bars in Losers 199 81 449 99 49 172
Bars Traded 12208 2142 10066 12208 2142 10066
Profit Streak 281.0398 388.7065 281.0398 281.0398 388.7065 281.0398
Trades During Streak 10 8 5 10 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573425 -96980 -574382 498179 -576518 552613

Evaluation Data

{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12969,
    "evaluation_days": 2161.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575086400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905840824,
    "expiration_time": 1764317808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "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": [
        [
            -78578.2413171289,
            145232.8851261086,
            -223811.1264432379,
            43440520.8289705,
            -4851742.68001304,
            48292263.50898354
        ],
        [
            -78.578241,
            145.232885,
            -223.811126,
            43440.520829,
            -4851.74268,
            48292.263509
        ],
        [
            -0.036354,
            0.067191,
            -0.103544,
            0.281509,
            0,
            0.286411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -463866,
            -59237,
            -531929,
            -17570789,
            -27321943,
            -14378593
        ],
        [
            0.922103,
            1.694259,
            0.720082,
            1.464712,
            0.909226,
            2.206407
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            167,
            79,
            88,
            143,
            67,
            76
        ],
        [
            25,
            17,
            8,
            49,
            29,
            20
        ],
        [
            86.979167,
            82.291667,
            91.666667,
            74.479167,
            69.791667,
            79.166667
        ],
        [
            0.138039,
            0.364587,
            0.065462,
            0.501894,
            0.393545,
            0.580634
        ],
        [
            24121,
            16699,
            24121,
            6034627,
            2980319,
            6034627
        ],
        [
            -414619,
            -31940,
            -414619,
            -14378593,
            -13479985,
            -14378593
        ],
        [
            63,
            22,
            104,
            63,
            22,
            104
        ],
        [
            43,
            9,
            73,
            51,
            10,
            87
        ],
        [
            199,
            81,
            449,
            99,
            49,
            172
        ],
        [
            12208,
            2142,
            10066,
            12208,
            2142,
            10066
        ],
        [
            281.039824,
            388.706491,
            281.039824,
            281.039824,
            388.706491,
            281.039824
        ],
        [
            10,
            8,
            5,
            10,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573425,
            -96980,
            -574382,
            498179,
            -576518,
            552613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 12969,
    "evaluation_days": 2161.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575086400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905840824,
    "expiration_time": 1764317808000,
    "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": 218,
            "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)