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Trade: KAVA/USDT/360/VWMA/MIDPRICE/7745

Strategy
KAVA/USDT/360/VWMA/MIDPRICE/7745
Pair
KAVA_USDT
Interval
6h
Score
304383
Daily Profit
0.163879
Profit Factor
1.412623
Profitability
47.142857
Streak
0.000000
Best Strategy
Training Data Length
2172.750000
Evaluation Time
2025-10-05 18:52
Expiration Time
2025-12-09 18:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356067.4947 283182.2324 72885.2623 13608.7409 94350.5876 -80741.8467
Total P&L (%) 356.0675 283.1822 72.8853 13.6087 94.3506 -80.7418
Avg Daily Profit (%) 0.1639 0.1303 0.0335 0.0059 0.0306 -0.0758
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108267 -66046 -180285 -126041 -93513 -191645
Profit Factor 1.4126 1.7045 1.1581 1.0227 1.3499 0.7544
Total Trades 140 70 70 140 70 70
Winning Trades 66 29 37 66 29 37
Losing Trades 74 41 33 74 41 33
Profitability (%) 47.1429 41.4286 52.8571 47.1429 41.4286 52.8571
Ratio Avg Win / Avg Loss 1.5839 2.4099 1.0329 1.1467 1.9085 0.6728
Largest Winning Trade 84926 84926 52774 55425 55425 35395
Largest Losing Trade -68538 -55921 -68538 -79738 -79738 -76212
Avg Bars in Trades 60 79 41 60 79 41
Avg Bars in Winners 63 86 45 63 86 45
Avg Bars in Losers 58 75 36 58 75 36
Bars Traded 8481 5595 2885 8481 5595 2885
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304383 -113589 -288502 -434733 -248313 -674587
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8691,
    "evaluation_days": 2172.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575763200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679530682,
    "expiration_time": 1765297368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "offset": 36
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    }
}
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": [
        [
            356067.4947054456,
            283182.2324413487,
            72885.2622640971,
            13608.7409145764,
            94350.5876410297,
            -80741.8467264533
        ],
        [
            356.067495,
            283.182232,
            72.885262,
            13.608741,
            94.350588,
            -80.741847
        ],
        [
            0.163879,
            0.130334,
            0.033545,
            0.005872,
            0.030588,
            -0.075785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108267,
            -66046,
            -180285,
            -126041,
            -93513,
            -191645
        ],
        [
            1.412623,
            1.704537,
            1.158104,
            1.022743,
            1.349903,
            0.754371
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            74,
            41,
            33,
            74,
            41,
            33
        ],
        [
            47.142857,
            41.428571,
            52.857143,
            47.142857,
            41.428571,
            52.857143
        ],
        [
            1.58385,
            2.409862,
            1.032904,
            1.146712,
            1.908483,
            0.672817
        ],
        [
            84926,
            84926,
            52774,
            55425,
            55425,
            35395
        ],
        [
            -68538,
            -55921,
            -68538,
            -79738,
            -79738,
            -76212
        ],
        [
            60,
            79,
            41,
            60,
            79,
            41
        ],
        [
            63,
            86,
            45,
            63,
            86,
            45
        ],
        [
            58,
            75,
            36,
            58,
            75,
            36
        ],
        [
            8481,
            5595,
            2885,
            8481,
            5595,
            2885
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304383,
            -113589,
            -288502,
            -434733,
            -248313,
            -674587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8691,
    "evaluation_days": 2172.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575763200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679530682,
    "expiration_time": 1765297368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "offset": 36
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    }
}

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)