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Trade: KAVA/USDT/720/FWMA/KCL/4731

Strategy
KAVA/USDT/720/FWMA/KCL/4731
Pair
KAVA_USDT
Interval
12h
Score
401204
Daily Profit
0.147189
Profit Factor
2.130665
Profitability
78.070175
Streak
289.348861
Best Strategy
Training Data Length
2172.500000
Evaluation Time
2025-10-05 11:22
Expiration Time
2025-12-09 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101466.3963 154681.5847 -53215.1884 2341843.2013 460018.0863 1881825.115
Total P&L (%) 101.4664 154.6816 -53.2152 2341.8432 460.0181 1881.8251
Avg Daily Profit (%) 0.0467 0.0712 -0.0245 0.1472 0.0793 0.1376
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -267005 -119896 -325850 -746473 -916437 -334445
Profit Factor 1.1469 1.6429 0.8818 2.1307 1.3218 3.9331
Total Trades 114 57 57 114 57 57
Winning Trades 97 47 50 89 43 46
Losing Trades 17 10 7 25 14 11
Profitability (%) 85.0877 82.4561 87.7193 78.0702 75.4386 80.7018
Ratio Avg Win / Avg Loss 0.201 0.3496 0.1234 0.5985 0.4303 0.9405
Largest Winning Trade 35682 35682 25478 485697 109769 485697
Largest Losing Trade -266476 -50019 -266476 -339450 -339450 -182041
Avg Bars in Trades 34 35 33 34 35 33
Avg Bars in Winners 15 13 18 18 12 24
Avg Bars in Losers 142 142 142 92 106 74
Bars Traded 3968 2044 1923 3968 2044 1923
Profit Streak 289.3489 380.8489 289.3489 289.3489 380.8489 289.3489
Trades During Streak 28 17 14 28 17 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -184360 -271895 -754630 401204 -263665 -179266
Evaluation Data
{
    "trading_pair": "KAVA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4345,
    "evaluation_days": 2172.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1578916800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759652541599,
    "expiration_time": 1765253520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            101466.396279918,
            154681.5846663819,
            -53215.1883864639,
            2341843.20129519,
            460018.0862585475,
            1881825.1150366422
        ],
        [
            101.466396,
            154.681585,
            -53.215188,
            2341.843201,
            460.018086,
            1881.825115
        ],
        [
            0.046705,
            0.0712,
            -0.024495,
            0.147189,
            0.079332,
            0.137568
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -267005,
            -119896,
            -325850,
            -746473,
            -916437,
            -334445
        ],
        [
            1.146922,
            1.642934,
            0.881751,
            2.130665,
            1.321777,
            3.933064
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            97,
            47,
            50,
            89,
            43,
            46
        ],
        [
            17,
            10,
            7,
            25,
            14,
            11
        ],
        [
            85.087719,
            82.45614,
            87.719298,
            78.070175,
            75.438596,
            80.701754
        ],
        [
            0.201007,
            0.349561,
            0.123445,
            0.598501,
            0.430346,
            0.940515
        ],
        [
            35682,
            35682,
            25478,
            485697,
            109769,
            485697
        ],
        [
            -266476,
            -50019,
            -266476,
            -339450,
            -339450,
            -182041
        ],
        [
            34,
            35,
            33,
            34,
            35,
            33
        ],
        [
            15,
            13,
            18,
            18,
            12,
            24
        ],
        [
            142,
            142,
            142,
            92,
            106,
            74
        ],
        [
            3968,
            2044,
            1923,
            3968,
            2044,
            1923
        ],
        [
            289.348861,
            380.848861,
            289.348861,
            289.348861,
            380.848861,
            289.348861
        ],
        [
            28,
            17,
            14,
            28,
            17,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -184360,
            -271895,
            -754630,
            401204,
            -263665,
            -179266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4345,
    "evaluation_days": 2172.5,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1578916800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759652541599,
    "expiration_time": 1765253520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)