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Trade: AVAX/USDT/5/VWMA/DEMA/8364

Strategy
AVAX/USDT/5/VWMA/DEMA/8364
Pair
AVAX_USDT
Interval
5m
Score
339729
Daily Profit
0.790515
Profit Factor
1.678113
Profitability
38.655462
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 22:45
Expiration Time
2025-12-26 21:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89238.3198 68624.6197 20613.7001 67632.4711 76896.1586 -9263.6875
Total P&L (%) 89.2383 68.6246 20.6137 67.6325 76.8962 -9.2637
Avg Daily Profit (%) 1.028 0.7905 0.2375 0.5969 0.6592 -0.1119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56236 -23918 -45353 -46621 -21442 -41185
Profit Factor 1.3751 1.6781 1.1508 1.3066 1.9141 0.9321
Total Trades 238 119 119 238 119 119
Winning Trades 83 46 37 83 46 37
Losing Trades 155 73 82 155 73 82
Profitability (%) 34.874 38.6555 31.0924 34.874 38.6555 31.0924
Ratio Avg Win / Avg Loss 2.5679 2.6631 2.5504 2.44 3.0375 2.0658
Largest Winning Trade 67176 67176 57606 85859 85859 46716
Largest Losing Trade -15909 -4090 -15909 -33993 -3768 -33993
Avg Bars in Trades 103 102 103 103 102 103
Avg Bars in Winners 180 172 190 180 172 190
Avg Bars in Losers 62 59 64 62 59 64
Bars Traded 24619 12253 12366 24619 12253 12366
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 288624 339729 -61641 198244 319023 -587537
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752798300000,
    "first_datapoint_time": 1752837000000,
    "last_datapoint_time": 1760298000000,
    "evaluation_time": 1760298357597,
    "expiration_time": 1766778000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 58,
            "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": [
        [
            89238.3197729509,
            68624.6197205967,
            20613.7000523543,
            67632.4710565338,
            76896.1585585255,
            -9263.6875019917
        ],
        [
            89.23832,
            68.62462,
            20.6137,
            67.632471,
            76.896159,
            -9.263688
        ],
        [
            1.027973,
            0.790515,
            0.237458,
            0.596871,
            0.659222,
            -0.11192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56236,
            -23918,
            -45353,
            -46621,
            -21442,
            -41185
        ],
        [
            1.375078,
            1.678113,
            1.150773,
            1.306564,
            1.914052,
            0.932128
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            155,
            73,
            82,
            155,
            73,
            82
        ],
        [
            34.87395,
            38.655462,
            31.092437,
            34.87395,
            38.655462,
            31.092437
        ],
        [
            2.567916,
            2.663092,
            2.550362,
            2.439968,
            3.037517,
            2.065798
        ],
        [
            67176,
            67176,
            57606,
            85859,
            85859,
            46716
        ],
        [
            -15909,
            -4090,
            -15909,
            -33993,
            -3768,
            -33993
        ],
        [
            103,
            102,
            103,
            103,
            102,
            103
        ],
        [
            180,
            172,
            190,
            180,
            172,
            190
        ],
        [
            62,
            59,
            64,
            62,
            59,
            64
        ],
        [
            24619,
            12253,
            12366,
            24619,
            12253,
            12366
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            288624,
            339729,
            -61641,
            198244,
            319023,
            -587537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752798300000,
    "first_datapoint_time": 1752837000000,
    "last_datapoint_time": 1760298000000,
    "evaluation_time": 1760298357597,
    "expiration_time": 1766778000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 58,
            "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)