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Trade: KAVA/USDT/240/VWAP/PWMA/2264

Strategy
KAVA/USDT/240/VWAP/PWMA/2264
Pair
KAVA_USDT
Interval
4h
Score
438734
Daily Profit
0.248709
Profit Factor
1.419534
Profitability
52.941176
Streak
15.472410
Best Strategy
Training Data Length
2173.000000
Evaluation Time
2025-10-06 06:20
Expiration Time
2025-12-10 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540444.4705 407044.6574 133399.8132 -791389.5187 -160898.4681 -630491.0506
Total P&L (%) 540.4445 407.0447 133.3998 -791.3895 -160.8985 -630.4911
Avg Daily Profit (%) 0.2487 0.1873 0.0614 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -269235 -96115 -280534 -1207956 -499563 -781110
Profit Factor 1.4195 1.6966 1.1895 0.768 0.8973 0.6583
Total Trades 374 187 187 374 187 187
Winning Trades 198 95 103 184 99 85
Losing Trades 176 92 84 190 88 102
Profitability (%) 52.9412 50.8021 55.0802 49.1979 52.9412 45.4545
Ratio Avg Win / Avg Loss 1.2618 1.643 0.9701 0.7931 0.7976 0.79
Largest Winning Trade 56286 56286 55908 126322 126322 110671
Largest Losing Trade -123346 -50019 -123346 -157062 -157062 -152677
Avg Bars in Trades 33 35 32 33 35 32
Avg Bars in Winners 36 38 33 30 33 28
Avg Bars in Losers 31 32 30 36 37 35
Bars Traded 12706 6635 6071 12706 6635 6071
Profit Streak 15.4724 0 63.9724 0 24.3057 0
Trades During Streak 1 0 6 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438734 405181 -122037 -579134 -579428 -582122
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13038,
    "evaluation_days": 2173,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575043200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720816259,
    "expiration_time": 1765341216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 64
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "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": [
        [
            540444.4705127751,
            407044.6573583599,
            133399.813154415,
            -791389.5186532338,
            -160898.4680806251,
            -630491.0505726086
        ],
        [
            540.444471,
            407.044657,
            133.399813,
            -791.389519,
            -160.898468,
            -630.491051
        ],
        [
            0.248709,
            0.187319,
            0.06139,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -269235,
            -96115,
            -280534,
            -1207956,
            -499563,
            -781110
        ],
        [
            1.419534,
            1.696601,
            1.189522,
            0.768023,
            0.897273,
            0.658314
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            198,
            95,
            103,
            184,
            99,
            85
        ],
        [
            176,
            92,
            84,
            190,
            88,
            102
        ],
        [
            52.941176,
            50.802139,
            55.080214,
            49.197861,
            52.941176,
            45.454545
        ],
        [
            1.261808,
            1.643024,
            0.970096,
            0.793067,
            0.797576,
            0.789977
        ],
        [
            56286,
            56286,
            55908,
            126322,
            126322,
            110671
        ],
        [
            -123346,
            -50019,
            -123346,
            -157062,
            -157062,
            -152677
        ],
        [
            33,
            35,
            32,
            33,
            35,
            32
        ],
        [
            36,
            38,
            33,
            30,
            33,
            28
        ],
        [
            31,
            32,
            30,
            36,
            37,
            35
        ],
        [
            12706,
            6635,
            6071,
            12706,
            6635,
            6071
        ],
        [
            15.47241,
            0,
            63.97241,
            0,
            24.305744,
            0
        ],
        [
            1,
            0,
            6,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438734,
            405181,
            -122037,
            -579134,
            -579428,
            -582122
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13038,
    "evaluation_days": 2173,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1575043200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720816259,
    "expiration_time": 1765341216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 64
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "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)