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Trade: KAVA/USDT/360/BBU/VWAP/7414

Strategy
KAVA/USDT/360/BBU/VWAP/7414
Pair
KAVA_USDT
Interval
6h
Score
501500
Daily Profit
0.187805
Profit Factor
2.310950
Profitability
56.818182
Streak
23.853614
Best Strategy
Training Data Length
2171.000000
Evaluation Time
2025-10-03 23:29
Expiration Time
2025-12-07 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -153838.4053 126531.3136 -280369.7189 7424224.8852 1648400.9696 5775823.9157
Total P&L (%) -153.8384 126.5313 -280.3697 7424.2249 1648.401 5775.8239
Avg Daily Profit (%) -0.0709 0.0583 -0.1291 0.1992 0.1319 0.1878
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -582257 -59215 -592525 -1820501 -1658681 -1547332
Profit Factor 0.8666 1.4139 0.6691 1.8645 1.3942 2.311
Total Trades 176 88 88 176 88 88
Winning Trades 91 43 48 93 43 50
Losing Trades 85 45 40 83 45 38
Profitability (%) 51.7045 48.8636 54.5455 52.8409 48.8636 56.8182
Ratio Avg Win / Avg Loss 0.8094 1.4797 0.5576 1.664 1.459 1.7563
Largest Winning Trade 43105 38301 43105 847644 847644 811230
Largest Losing Trade -406711 -54003 -406711 -872268 -590288 -872268
Avg Bars in Trades 48 22 74 48 22 74
Avg Bars in Winners 43 21 63 46 22 67
Avg Bars in Losers 53 22 87 50 22 83
Bars Traded 8498 1949 6549 8498 1949 6549
Profit Streak 18.6036 0 23.8536 18.6036 0 23.8536
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579073 -114798 -579475 483175 -16369 501500
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8684,
    "evaluation_days": 2171,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574380800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759523352267,
    "expiration_time": 1765141632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 3.48611
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 112
        }
    }
}
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": [
        [
            -153838.4053366001,
            126531.3135702897,
            -280369.7189068898,
            7424224.885235836,
            1648400.9695803027,
            5775823.915655534
        ],
        [
            -153.838405,
            126.531314,
            -280.369719,
            7424.224885,
            1648.40097,
            5775.823916
        ],
        [
            -0.070861,
            0.058283,
            -0.129143,
            0.199218,
            0.131883,
            0.187805
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -582257,
            -59215,
            -592525,
            -1820501,
            -1658681,
            -1547332
        ],
        [
            0.866567,
            1.413897,
            0.669072,
            1.864506,
            1.394167,
            2.31095
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            91,
            43,
            48,
            93,
            43,
            50
        ],
        [
            85,
            45,
            40,
            83,
            45,
            38
        ],
        [
            51.704545,
            48.863636,
            54.545455,
            52.840909,
            48.863636,
            56.818182
        ],
        [
            0.809431,
            1.47966,
            0.55756,
            1.664022,
            1.459012,
            1.756322
        ],
        [
            43105,
            38301,
            43105,
            847644,
            847644,
            811230
        ],
        [
            -406711,
            -54003,
            -406711,
            -872268,
            -590288,
            -872268
        ],
        [
            48,
            22,
            74,
            48,
            22,
            74
        ],
        [
            43,
            21,
            63,
            46,
            22,
            67
        ],
        [
            53,
            22,
            87,
            50,
            22,
            83
        ],
        [
            8498,
            1949,
            6549,
            8498,
            1949,
            6549
        ],
        [
            18.603614,
            0,
            23.853614,
            18.603614,
            0,
            23.853614
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579073,
            -114798,
            -579475,
            483175,
            -16369,
            501500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8684,
    "evaluation_days": 2171,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574380800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759523352267,
    "expiration_time": 1765141632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 234,
            "offset": 0,
            "std": 3.48611
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 112
        }
    }
}

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)