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Trade: AVAX/USDT/15/VWMA/SMA/7666

Strategy
AVAX/USDT/15/VWMA/SMA/7666
Pair
AVAX_USDT
Interval
15m
Score
369638
Daily Profit
0.378994
Profit Factor
1.284347
Profitability
51.612903
Streak
5.335697
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 23:18
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98697.6855 50362.9027 48334.7828 104836.5218 88205.684 16630.8378
Total P&L (%) 98.6977 50.3629 48.3348 104.8365 88.2057 16.6308
Avg Daily Profit (%) 0.379 0.1934 0.1856 0.2757 0.2431 0.0591
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42809 -34580 -47727 -86452 -42623 -114385
Profit Factor 1.2843 1.3161 1.2574 1.1612 1.3137 1.045
Total Trades 217 108 109 217 108 109
Winning Trades 112 57 55 112 57 55
Losing Trades 105 51 54 105 51 54
Profitability (%) 51.6129 52.7778 50.4587 51.6129 52.7778 50.4587
Ratio Avg Win / Avg Loss 1.2041 1.1776 1.2345 1.0886 1.1754 1.026
Largest Winning Trade 22866 22866 14714 34148 34148 25764
Largest Losing Trade -13946 -13946 -11747 -26669 -18852 -26669
Avg Bars in Trades 113 108 118 113 108 118
Avg Bars in Winners 130 125 135 130 125 135
Avg Bars in Losers 95 90 100 95 90 100
Bars Traded 24692 11768 12924 24692 11768 12924
Profit Streak 5.3357 6.1378 5.3357 5.3357 6.1378 5.3357
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369638 209912 178198 -33803 271820 -295014

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736244900000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758658704194,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "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": [
        [
            98697.6855198884,
            50362.9026760768,
            48334.7828438117,
            104836.5218013875,
            88205.6839574045,
            16630.8378439831
        ],
        [
            98.697686,
            50.362903,
            48.334783,
            104.836522,
            88.205684,
            16.630838
        ],
        [
            0.378994,
            0.193391,
            0.185603,
            0.27572,
            0.24312,
            0.059093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42809,
            -34580,
            -47727,
            -86452,
            -42623,
            -114385
        ],
        [
            1.284347,
            1.316098,
            1.257406,
            1.161206,
            1.313729,
            1.045049
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            112,
            57,
            55,
            112,
            57,
            55
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            51.612903,
            52.777778,
            50.458716,
            51.612903,
            52.777778,
            50.458716
        ],
        [
            1.204075,
            1.177561,
            1.234544,
            1.088631,
            1.175442,
            1.026048
        ],
        [
            22866,
            22866,
            14714,
            34148,
            34148,
            25764
        ],
        [
            -13946,
            -13946,
            -11747,
            -26669,
            -18852,
            -26669
        ],
        [
            113,
            108,
            118,
            113,
            108,
            118
        ],
        [
            130,
            125,
            135,
            130,
            125,
            135
        ],
        [
            95,
            90,
            100,
            95,
            90,
            100
        ],
        [
            24692,
            11768,
            12924,
            24692,
            11768,
            12924
        ],
        [
            5.335697,
            6.13778,
            5.335697,
            5.335697,
            6.13778,
            5.335697
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369638,
            209912,
            178198,
            -33803,
            271820,
            -295014
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736244900000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758658704194,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "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)