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Trade: AVAX/USDT/360/VWAP/KCL/6278

Strategy
AVAX/USDT/360/VWAP/KCL/6278
Pair
AVAX_USDT
Interval
6h
Score
460917
Daily Profit
0.175185
Profit Factor
3.142146
Profitability
51.219512
Streak
220.849836
Best Strategy
Training Data Length
1823.750000
Evaluation Time
2025-09-19 23:23
Expiration Time
2025-11-13 13:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -485796.9057 41609.3981 -527406.3038 9269792.8399 2334060.6409 6935732.199
Total P&L (%) -485.7969 41.6094 -527.4063 9269.7928 2334.0606 6935.7322
Avg Daily Profit (%) -0.2664 0.0228 -0.2892 0.2493 0.1752 0.2335
Buy And Hold Return (%) 741.0193 741.0193 741.0193 741.0193 741.0193 741.0193
Max Trade Drawdown -676582 -81486 -661665 -1615138 -491975 -1728234
Profit Factor 0.4961 1.3838 0.3837 3.102 3.1421 3.0888
Total Trades 81 41 40 81 41 40
Winning Trades 67 31 36 37 21 16
Losing Trades 14 10 4 44 20 24
Profitability (%) 82.716 75.6098 90 45.679 51.2195 40
Ratio Avg Win / Avg Loss 0.1037 0.4464 0.0426 3.6888 2.9925 4.6331
Largest Winning Trade 27602 17720 27602 4084733 765165 4084733
Largest Losing Trade -503551 -54391 -503551 -1262118 -220922 -1262118
Avg Bars in Trades 73 16 132 73 16 132
Avg Bars in Winners 43 7 74 67 20 128
Avg Bars in Losers 217 43 653 79 12 134
Bars Traded 5968 675 5293 5968 675 5293
Profit Streak 220.8498 220.8498 229.0998 220.8498 220.8498 229.0998
Trades During Streak 16 8 8 16 8 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -590981 -324121 -574412 -1929 460917 426265
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7295,
    "evaluation_days": 1823.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758313425858,
    "expiration_time": 1763031960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -485796.905686118,
            41609.3981417524,
            -527406.3038278704,
            9269792.839900956,
            2334060.6409274703,
            6935732.198973484
        ],
        [
            -485.796906,
            41.609398,
            -527.406304,
            9269.79284,
            2334.060641,
            6935.732199
        ],
        [
            -0.266373,
            0.022815,
            -0.289188,
            0.249252,
            0.175185,
            0.233505
        ],
        [
            741.019267,
            741.019267,
            741.019267,
            741.019267,
            741.019267,
            741.019267
        ],
        [
            -676582,
            -81486,
            -661665,
            -1615138,
            -491975,
            -1728234
        ],
        [
            0.496125,
            1.383803,
            0.383661,
            3.101954,
            3.142146,
            3.088765
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            67,
            31,
            36,
            37,
            21,
            16
        ],
        [
            14,
            10,
            4,
            44,
            20,
            24
        ],
        [
            82.716049,
            75.609756,
            90,
            45.679012,
            51.219512,
            40
        ],
        [
            0.103668,
            0.446388,
            0.042629,
            3.68881,
            2.99252,
            4.633147
        ],
        [
            27602,
            17720,
            27602,
            4084733,
            765165,
            4084733
        ],
        [
            -503551,
            -54391,
            -503551,
            -1262118,
            -220922,
            -1262118
        ],
        [
            73,
            16,
            132,
            73,
            16,
            132
        ],
        [
            43,
            7,
            74,
            67,
            20,
            128
        ],
        [
            217,
            43,
            653,
            79,
            12,
            134
        ],
        [
            5968,
            675,
            5293,
            5968,
            675,
            5293
        ],
        [
            220.849836,
            220.849836,
            229.099836,
            220.849836,
            220.849836,
            229.099836
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -590981,
            -324121,
            -574412,
            -1929,
            460917,
            426265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7295,
    "evaluation_days": 1823.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758313425858,
    "expiration_time": 1763031960000,
    "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": 148,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)