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Trade: AVAX/USDT/240/VWMA/SINWMA/3261

Strategy
AVAX/USDT/240/VWMA/SINWMA/3261
Pair
AVAX_USDT
Interval
4h
Score
385992
Daily Profit
0.215195
Profit Factor
1.486246
Profitability
48.387097
Streak
182.027688
Best Strategy
Training Data Length
1836.500000
Evaluation Time
2025-10-02 15:39
Expiration Time
2025-11-26 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1111669.4013 14878.5861 -1126547.9873 -778209.7305 -5860393.9241 5082184.1936
Total P&L (%) -1111.6694 14.8786 -1126.548 -778.2097 -5860.3939 5082.1842
Avg Daily Profit (%) -0.6053 0.0081 -0.6134 0 0 0.2152
Buy And Hold Return (%) 739.1397 739.1397 739.1397 739.1397 739.1397 739.1397
Max Trade Drawdown -1149691 -160221 -1150066 -14792166 -11125876 -4027576
Profit Factor 0.3436 1.0543 0.2065 0.9674 0.5622 1.4862
Total Trades 62 31 31 62 31 31
Winning Trades 37 19 18 28 13 15
Losing Trades 25 12 13 34 18 16
Profitability (%) 59.6774 61.2903 58.0645 45.1613 41.9355 48.3871
Ratio Avg Win / Avg Loss 0.2322 0.6659 0.1492 1.1746 0.7785 1.5853
Largest Winning Trade 62237 62237 38391 8592073 1816510 8592073
Largest Losing Trade -644770 -74827 -644770 -9762701 -9762701 -2498467
Avg Bars in Trades 166 175 157 166 175 157
Avg Bars in Winners 82 90 74 173 194 154
Avg Bars in Losers 290 310 272 161 161 160
Bars Traded 10331 5443 4888 10331 5443 4888
Profit Streak 56.0277 83.6944 0 0 0 182.0277
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -737461 -508216 -579772 -739492 -583954 385992
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11019,
    "evaluation_days": 1836.5,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408792266,
    "expiration_time": 1764166608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "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": [
        [
            -1111669.4012701951,
            14878.5860623199,
            -1126547.987332515,
            -778209.7305083522,
            -5860393.92413741,
            5082184.193629057
        ],
        [
            -1111.669401,
            14.878586,
            -1126.547987,
            -778.209731,
            -5860.393924,
            5082.184194
        ],
        [
            -0.60532,
            0.008102,
            -0.613421,
            0,
            0,
            0.215195
        ],
        [
            739.139738,
            739.139738,
            739.139738,
            739.139738,
            739.139738,
            739.139738
        ],
        [
            -1149691,
            -160221,
            -1150066,
            -14792166,
            -11125876,
            -4027576
        ],
        [
            0.343595,
            1.054343,
            0.206535,
            0.967356,
            0.562247,
            1.486246
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            37,
            19,
            18,
            28,
            13,
            15
        ],
        [
            25,
            12,
            13,
            34,
            18,
            16
        ],
        [
            59.677419,
            61.290323,
            58.064516,
            45.16129,
            41.935484,
            48.387097
        ],
        [
            0.232159,
            0.665901,
            0.149164,
            1.174647,
            0.778496,
            1.58533
        ],
        [
            62237,
            62237,
            38391,
            8592073,
            1816510,
            8592073
        ],
        [
            -644770,
            -74827,
            -644770,
            -9762701,
            -9762701,
            -2498467
        ],
        [
            166,
            175,
            157,
            166,
            175,
            157
        ],
        [
            82,
            90,
            74,
            173,
            194,
            154
        ],
        [
            290,
            310,
            272,
            161,
            161,
            160
        ],
        [
            10331,
            5443,
            4888,
            10331,
            5443,
            4888
        ],
        [
            56.027688,
            83.694355,
            0,
            0,
            0,
            182.027688
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -737461,
            -508216,
            -579772,
            -739492,
            -583954,
            385992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11019,
    "evaluation_days": 1836.5,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408792266,
    "expiration_time": 1764166608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 234,
            "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)