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Trade: AVAX/USDT/720/ALMA/VWAP/3601

Strategy
AVAX/USDT/720/ALMA/VWAP/3601
Pair
AVAX_USDT
Interval
12h
Score
307746
Daily Profit
0.355469
Profit Factor
1.376861
Profitability
42.352941
Streak
30.495856
Best Strategy
Training Data Length
1835.000000
Evaluation Time
2025-10-01 02:54
Expiration Time
2025-11-24 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1174424.2032 974060.2229 200363.9803 66399665.9056 67169607.427 -769941.5214
Total P&L (%) 1174.4242 974.0602 200.364 66399.6659 67169.6074 -769.9415
Avg Daily Profit (%) 0.64 0.5308 0.1092 0.3548 0.3555 0
Buy And Hold Return (%) 671.9452 671.9452 671.9452 671.9452 671.9452 671.9452
Max Trade Drawdown -98155 -73291 -53051 -127012046 -87313326 -54798667
Profit Factor 2.7541 4.1308 1.5591 1.1847 1.3769 0.9958
Total Trades 170 85 85 170 85 85
Winning Trades 69 36 33 69 36 33
Losing Trades 101 49 52 101 49 52
Profitability (%) 40.5882 42.3529 38.8235 40.5882 42.3529 38.8235
Ratio Avg Win / Avg Loss 4.0314 5.6224 2.4567 1.7341 1.8741 1.5691
Largest Winning Trade 221886 221886 68967 70114812 70114812 29222721
Largest Losing Trade -25489 -14721 -25489 -19620872 -19620872 -19052095
Avg Bars in Trades 21 20 22 21 20 22
Avg Bars in Winners 39 36 42 39 36 42
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 3633 1727 1905 3633 1727 1905
Profit Streak 27.9959 30.4959 0 27.9959 30.4959 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 235172 -10358 -214614 -8879 307746 -582395
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3670,
    "evaluation_days": 1835,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759276441962,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1174424.2032054581,
            974060.2228791153,
            200363.9803263426,
            66399665.90564714,
            67169607.42701833,
            -769941.5213712505
        ],
        [
            1174.424203,
            974.060223,
            200.36398,
            66399.665906,
            67169.607427,
            -769.941521
        ],
        [
            0.640013,
            0.530823,
            0.10919,
            0.35484,
            0.355469,
            0
        ],
        [
            671.945189,
            671.945189,
            671.945189,
            671.945189,
            671.945189,
            671.945189
        ],
        [
            -98155,
            -73291,
            -53051,
            -127012046,
            -87313326,
            -54798667
        ],
        [
            2.754146,
            4.130757,
            1.559071,
            1.184661,
            1.376861,
            0.995754
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            101,
            49,
            52,
            101,
            49,
            52
        ],
        [
            40.588235,
            42.352941,
            38.823529,
            40.588235,
            42.352941,
            38.823529
        ],
        [
            4.031431,
            5.62242,
            2.456718,
            1.73407,
            1.874061,
            1.569067
        ],
        [
            221886,
            221886,
            68967,
            70114812,
            70114812,
            29222721
        ],
        [
            -25489,
            -14721,
            -25489,
            -19620872,
            -19620872,
            -19052095
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            39,
            36,
            42,
            39,
            36,
            42
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            3633,
            1727,
            1905,
            3633,
            1727,
            1905
        ],
        [
            27.995856,
            30.495856,
            0,
            27.995856,
            30.495856,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            235172,
            -10358,
            -214614,
            -8879,
            307746,
            -582395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3670,
    "evaluation_days": 1835,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759276441962,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)