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Trade: KAVA/USDT/240/VWAP/KCL/3662

Strategy
KAVA/USDT/240/VWAP/KCL/3662
Pair
KAVA_USDT
Interval
4h
Score
522674
Daily Profit
0.262417
Profit Factor
2.227796
Profitability
73.863636
Streak
294.205511
Best Strategy
Training Data Length
2177.000000
Evaluation Time
2025-10-10 03:55
Expiration Time
2025-12-14 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -161634.4376 95317.9459 -256952.3835 18450432.4039 -11495971.7806 29946404.1845
Total P&L (%) -161.6344 95.3179 -256.9524 18450.4324 -11495.9718 29946.4042
Avg Daily Profit (%) -0.0742 0.0438 -0.118 0.2402 0 0.2624
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -450814 -88353 -520577 -23149879 -24268376 -6233765
Profit Factor 0.8394 1.4397 0.6747 1.2975 0.6945 2.2278
Total Trades 177 89 88 177 89 88
Winning Trades 145 68 77 123 58 65
Losing Trades 32 21 11 54 31 23
Profitability (%) 81.9209 76.4045 87.5 69.4915 65.1685 73.8636
Ratio Avg Win / Avg Loss 0.1853 0.4446 0.0964 0.5696 0.3712 0.7883
Largest Winning Trade 24121 16699 24121 6602313 2177201 6602313
Largest Losing Trade -400214 -30678 -400214 -8962493 -8962493 -6233765
Avg Bars in Trades 69 29 110 69 29 110
Avg Bars in Winners 43 11 72 52 12 88
Avg Bars in Losers 186 87 376 109 60 174
Bars Traded 12346 2610 9736 12346 2610 9736
Profit Streak 7.8722 7.8722 294.2055 7.8722 7.8722 294.2055
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573891 -130360 -574767 426362 -577438 522674
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13062,
    "evaluation_days": 2177,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575547200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057756115,
    "expiration_time": 1765697184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 250,
            "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": [
        [
            -161634.4376019734,
            95317.9458767847,
            -256952.3834787582,
            18450432.403912183,
            -11495971.780577369,
            29946404.184489533
        ],
        [
            -161.634438,
            95.317946,
            -256.952383,
            18450.432404,
            -11495.971781,
            29946.404184
        ],
        [
            -0.074246,
            0.043784,
            -0.11803,
            0.240209,
            0,
            0.262417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -450814,
            -88353,
            -520577,
            -23149879,
            -24268376,
            -6233765
        ],
        [
            0.83943,
            1.439675,
            0.674678,
            1.297506,
            0.694473,
            2.227796
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            145,
            68,
            77,
            123,
            58,
            65
        ],
        [
            32,
            21,
            11,
            54,
            31,
            23
        ],
        [
            81.920904,
            76.404494,
            87.5,
            69.491525,
            65.168539,
            73.863636
        ],
        [
            0.185254,
            0.444606,
            0.096383,
            0.569637,
            0.371184,
            0.788297
        ],
        [
            24121,
            16699,
            24121,
            6602313,
            2177201,
            6602313
        ],
        [
            -400214,
            -30678,
            -400214,
            -8962493,
            -8962493,
            -6233765
        ],
        [
            69,
            29,
            110,
            69,
            29,
            110
        ],
        [
            43,
            11,
            72,
            52,
            12,
            88
        ],
        [
            186,
            87,
            376,
            109,
            60,
            174
        ],
        [
            12346,
            2610,
            9736,
            12346,
            2610,
            9736
        ],
        [
            7.872177,
            7.872177,
            294.20551,
            7.872177,
            7.872177,
            294.205511
        ],
        [
            4,
            2,
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            4,
            2,
            7
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573891,
            -130360,
            -574767,
            426362,
            -577438,
            522674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13062,
    "evaluation_days": 2177,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575547200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057756115,
    "expiration_time": 1765697184000,
    "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": 250,
            "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)