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Trade: KAVA/USDT/360/VWAP/SINWMA/4144

Strategy
KAVA/USDT/360/VWAP/SINWMA/4144
Pair
KAVA_USDT
Interval
6h
Score
514037
Daily Profit
0.184906
Profit Factor
1.813116
Profitability
82.795699
Streak
296.592409
Best Strategy
Training Data Length
2178.500000
Evaluation Time
2025-10-11 11:13
Expiration Time
2025-12-15 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -376735.4782 53842.4652 -430577.9434 3505662.3092 -1989362.4636 5495024.7728
Total P&L (%) -376.7355 53.8425 -430.5779 3505.6623 -1989.3625 5495.0248
Avg Daily Profit (%) -0.1729 0.0247 -0.1976 0.1647 0 0.1849
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -676208 -121619 -675707 -4648399 -6131690 -2142122
Profit Factor 0.6984 1.1439 0.508 1.1906 0.8291 1.8131
Total Trades 185 92 93 185 92 93
Winning Trades 158 76 82 146 69 77
Losing Trades 27 16 11 39 23 16
Profitability (%) 85.4054 82.6087 88.172 78.9189 75 82.7957
Ratio Avg Win / Avg Loss 0.1194 0.2408 0.0681 0.318 0.2764 0.3768
Largest Winning Trade 28404 28404 18483 1998020 940325 1998020
Largest Losing Trade -494418 -50571 -494418 -2552766 -2552766 -2142122
Avg Bars in Trades 44 53 35 44 53 35
Avg Bars in Winners 18 20 16 23 25 21
Avg Bars in Losers 193 206 174 122 137 101
Bars Traded 8167 4895 3271 8167 4895 3271
Profit Streak 249.3424 249.3424 296.5924 249.3424 249.3424 296.5924
Trades During Streak 25 12 15 25 12 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573339 -219170 -574547 59411 -576018 514037
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8714,
    "evaluation_days": 2178.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1576432800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760170384136,
    "expiration_time": 1765809072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "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": [
        [
            -376735.4781591124,
            53842.4652172872,
            -430577.9433763997,
            3505662.3092363407,
            -1989362.4635873265,
            5495024.772823666
        ],
        [
            -376.735478,
            53.842465,
            -430.577943,
            3505.662309,
            -1989.362464,
            5495.024773
        ],
        [
            -0.172933,
            0.024715,
            -0.197649,
            0.164702,
            0,
            0.184906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -676208,
            -121619,
            -675707,
            -4648399,
            -6131690,
            -2142122
        ],
        [
            0.698444,
            1.143902,
            0.507991,
            1.190557,
            0.829077,
            1.813116
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            158,
            76,
            82,
            146,
            69,
            77
        ],
        [
            27,
            16,
            11,
            39,
            23,
            16
        ],
        [
            85.405405,
            82.608696,
            88.172043,
            78.918919,
            75,
            82.795699
        ],
        [
            0.119354,
            0.240821,
            0.068145,
            0.318025,
            0.276359,
            0.376751
        ],
        [
            28404,
            28404,
            18483,
            1998020,
            940325,
            1998020
        ],
        [
            -494418,
            -50571,
            -494418,
            -2552766,
            -2552766,
            -2142122
        ],
        [
            44,
            53,
            35,
            44,
            53,
            35
        ],
        [
            18,
            20,
            16,
            23,
            25,
            21
        ],
        [
            193,
            206,
            174,
            122,
            137,
            101
        ],
        [
            8167,
            4895,
            3271,
            8167,
            4895,
            3271
        ],
        [
            249.342409,
            249.342409,
            296.592409,
            249.342409,
            249.342409,
            296.592409
        ],
        [
            25,
            12,
            15,
            25,
            12,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573339,
            -219170,
            -574547,
            59411,
            -576018,
            514037
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8714,
    "evaluation_days": 2178.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1576432800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760170384136,
    "expiration_time": 1765809072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "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)