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Trade: AVAX/USDT/3/VWAP/VWMA/9237

Strategy
AVAX/USDT/3/VWAP/VWMA/9237
Pair
AVAX_USDT
Interval
3m
Score
415023
Daily Profit
0.927234
Profit Factor
1.415674
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-09 03:02
Expiration Time
2025-11-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 48290.3306 29775.8258 18514.5047 54844.2593 36264.5907 18579.6686
Total P&L (%) 48.2903 29.7758 18.5145 54.8443 36.2646 18.5797
Avg Daily Profit (%) 0.9272 0.5717 0.3555 0.8431 0.5959 0.3278
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20506 -18221 -9585 -23499 -20344 -15985
Profit Factor 1.4157 1.4778 1.3438 1.343 1.4319 1.2448
Total Trades 168 84 84 168 84 84
Winning Trades 91 47 44 91 47 44
Losing Trades 77 37 40 77 37 40
Profitability (%) 54.1667 55.9524 52.381 54.1667 55.9524 52.381
Ratio Avg Win / Avg Loss 1.1979 1.1633 1.2217 1.1364 1.1272 1.1316
Largest Winning Trade 12252 12252 5158 17247 17247 6988
Largest Losing Trade -6678 -6678 -3914 -8161 -8161 -4917
Avg Bars in Trades 145 148 142 145 148 142
Avg Bars in Winners 142 153 131 142 153 131
Avg Bars in Losers 149 142 154 149 142 154
Bars Traded 24478 12496 11982 24478 12496 11982
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415023 260021 -377 413508 278123 -1176

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752876180000,
    "first_datapoint_time": 1752920100000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757376166186,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 245,
            "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": [
        [
            48290.3305561328,
            29775.8258273356,
            18514.5047287971,
            54844.259262269,
            36264.5907090168,
            18579.6685532522
        ],
        [
            48.290331,
            29.775826,
            18.514505,
            54.844259,
            36.264591,
            18.579669
        ],
        [
            0.927234,
            0.571732,
            0.355501,
            0.843107,
            0.595909,
            0.327753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20506,
            -18221,
            -9585,
            -23499,
            -20344,
            -15985
        ],
        [
            1.415674,
            1.477763,
            1.343815,
            1.343024,
            1.431851,
            1.244759
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            54.166667,
            55.952381,
            52.380952,
            54.166667,
            55.952381,
            52.380952
        ],
        [
            1.197878,
            1.163345,
            1.22165,
            1.136405,
            1.127202,
            1.131599
        ],
        [
            12252,
            12252,
            5158,
            17247,
            17247,
            6988
        ],
        [
            -6678,
            -6678,
            -3914,
            -8161,
            -8161,
            -4917
        ],
        [
            145,
            148,
            142,
            145,
            148,
            142
        ],
        [
            142,
            153,
            131,
            142,
            153,
            131
        ],
        [
            149,
            142,
            154,
            149,
            142,
            154
        ],
        [
            24478,
            12496,
            11982,
            24478,
            12496,
            11982
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415023,
            260021,
            -377,
            413508,
            278123,
            -1176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752876180000,
    "first_datapoint_time": 1752920100000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757376166186,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 245,
            "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)