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Trade: AVAX/USDT/720/VWAP/HWMA/8751

Strategy
AVAX/USDT/720/VWAP/HWMA/8751
Pair
AVAX_USDT
Interval
12h
Score
336977
Daily Profit
0.810746
Profit Factor
4.653329
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
1835.000000
Evaluation Time
2025-10-01 00:52
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 1487719.6613 1371224.1462 116495.5152 8677348.477 6179831.0588 2497517.4182
Total P&L (%) 1487.7197 1371.2241 116.4955 8677.3485 6179.8311 2497.5174
Avg Daily Profit (%) 0.8107 0.7473 0.0635 0.2442 0.2259 0.1777
Buy And Hold Return (%) 700.3739 700.3739 700.3739 700.3739 700.3739 700.3739
Max Trade Drawdown -130317 -106760 -56525 -7234557 -5617828 -3817053
Profit Factor 4.6533 7.5424 1.5895 1.3916 1.5727 1.2197
Total Trades 98 49 49 98 49 49
Winning Trades 35 14 21 35 14 21
Losing Trades 63 35 28 63 35 28
Profitability (%) 35.7143 28.5714 42.8571 35.7143 28.5714 42.8571
Ratio Avg Win / Avg Loss 8.376 18.856 2.1193 2.5049 3.9317 1.6263
Largest Winning Trade 718938 718938 67481 6116531 6116531 3845988
Largest Losing Trade -30186 -23703 -30186 -2038781 -1745836 -2038781
Avg Bars in Trades 34 31 38 34 31 38
Avg Bars in Winners 66 66 66 66 66 66
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3408 1538 1870 3408 1538 1870
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 336977 -182 -273655 175513 -3135 117416
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3670,
    "evaluation_days": 1835,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605700800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759269172933,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 115
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.77837,
            "nb": 0.27428,
            "nc": 0.18011
        }
    }
}
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": [
        [
            1487719.6613427927,
            1371224.1461807343,
            116495.5151620582,
            8677348.477029467,
            6179831.058785549,
            2497517.418243913
        ],
        [
            1487.719661,
            1371.224146,
            116.495515,
            8677.348477,
            6179.831059,
            2497.517418
        ],
        [
            0.810746,
            0.747261,
            0.063485,
            0.244154,
            0.225864,
            0.177659
        ],
        [
            700.373882,
            700.373882,
            700.373882,
            700.373882,
            700.373882,
            700.373882
        ],
        [
            -130317,
            -106760,
            -56525,
            -7234557,
            -5617828,
            -3817053
        ],
        [
            4.653329,
            7.542396,
            1.589455,
            1.391606,
            1.572678,
            1.219712
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            35.714286,
            28.571429,
            42.857143,
            35.714286,
            28.571429,
            42.857143
        ],
        [
            8.375992,
            18.85599,
            2.119274,
            2.504891,
            3.931695,
            1.626282
        ],
        [
            718938,
            718938,
            67481,
            6116531,
            6116531,
            3845988
        ],
        [
            -30186,
            -23703,
            -30186,
            -2038781,
            -1745836,
            -2038781
        ],
        [
            34,
            31,
            38,
            34,
            31,
            38
        ],
        [
            66,
            66,
            66,
            66,
            66,
            66
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3408,
            1538,
            1870,
            3408,
            1538,
            1870
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336977,
            -182,
            -273655,
            175513,
            -3135,
            117416
        ]
    ]
}
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": 1605700800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759269172933,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 115
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.77837,
            "nb": 0.27428,
            "nc": 0.18011
        }
    }
}

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)