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Trade: AVAX/USDT/360/MIDPRICE/VWMA/2558

Strategy
AVAX/USDT/360/MIDPRICE/VWMA/2558
Pair
AVAX_USDT
Interval
6h
Score
341637
Daily Profit
0.241780
Profit Factor
1.379656
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
1827.750000
Evaluation Time
2025-09-24 02:04
Expiration Time
2025-11-17 15:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 869471.4663 765389.5065 104081.9598 7938151.38 8158324.4912 -220173.1111
Total P&L (%) 869.4715 765.3895 104.082 7938.1514 8158.3245 -220.1731
Avg Daily Profit (%) 0.4757 0.4188 0.0569 0.2403 0.2418 0
Buy And Hold Return (%) 802.8131 802.8131 802.8131 802.8131 802.8131 802.8131
Max Trade Drawdown -107450 -94519 -134494 -13260770 -7655126 -8722870
Profit Factor 1.8514 2.7093 1.1815 1.1659 1.3797 0.9916
Total Trades 247 123 124 247 123 124
Winning Trades 137 66 71 137 66 71
Losing Trades 110 57 53 110 57 53
Profitability (%) 55.4656 53.6585 57.2581 55.4656 53.6585 57.2581
Ratio Avg Win / Avg Loss 1.4866 2.3398 0.882 0.9362 1.1915 0.7402
Largest Winning Trade 251649 251649 74321 4717073 4717073 4569705
Largest Losing Trade -42655 -33866 -42655 -4697799 -3444745 -4697799
Avg Bars in Trades 29 27 30 29 27 30
Avg Bars in Winners 32 30 33 32 30 33
Avg Bars in Losers 25 24 25 25 24 25
Bars Traded 7191 3410 3781 7191 3410 3781
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 -124870 -150176 -304460 -29003 341637 -580062

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7311,
    "evaluation_days": 1827.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758668654090,
    "expiration_time": 1763387928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            869471.4662798659,
            765389.506525323,
            104081.9597545434,
            7938151.380035905,
            8158324.491150691,
            -220173.1111147828
        ],
        [
            869.471466,
            765.389507,
            104.08196,
            7938.15138,
            8158.324491,
            -220.173111
        ],
        [
            0.475706,
            0.418761,
            0.056945,
            0.240298,
            0.24178,
            0
        ],
        [
            802.813094,
            802.813094,
            802.813094,
            802.813094,
            802.813094,
            802.813094
        ],
        [
            -107450,
            -94519,
            -134494,
            -13260770,
            -7655126,
            -8722870
        ],
        [
            1.851446,
            2.709268,
            1.181523,
            1.165936,
            1.379656,
            0.991644
        ],
        [
            247,
            123,
            124,
            247,
            123,
            124
        ],
        [
            137,
            66,
            71,
            137,
            66,
            71
        ],
        [
            110,
            57,
            53,
            110,
            57,
            53
        ],
        [
            55.465587,
            53.658537,
            57.258065,
            55.465587,
            53.658537,
            57.258065
        ],
        [
            1.486562,
            2.339822,
            0.881982,
            0.936153,
            1.191521,
            0.740241
        ],
        [
            251649,
            251649,
            74321,
            4717073,
            4717073,
            4569705
        ],
        [
            -42655,
            -33866,
            -42655,
            -4697799,
            -3444745,
            -4697799
        ],
        [
            29,
            27,
            30,
            29,
            27,
            30
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            25,
            24,
            25,
            25,
            24,
            25
        ],
        [
            7191,
            3410,
            3781,
            7191,
            3410,
            3781
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124870,
            -150176,
            -304460,
            -29003,
            341637,
            -580062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7311,
    "evaluation_days": 1827.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758668654090,
    "expiration_time": 1763387928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)