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Trade: AVAX/USDT/720/VWMA/MIDPOINT/3787

Strategy
AVAX/USDT/720/VWMA/MIDPOINT/3787
Pair
AVAX_USDT
Interval
12h
Score
478925
Daily Profit
0.162260
Profit Factor
2.216341
Profitability
54.838710
Streak
185.462302
Best Strategy
Training Data Length
1827.500000
Evaluation Time
2025-09-23 14:05
Expiration Time
2025-11-16 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556053.4504 439840.7347 116212.7157 2009229.6934 1835382.2242 173847.4693
Total P&L (%) 556.0535 439.8407 116.2127 2009.2297 1835.3822 173.8475
Avg Daily Profit (%) 0.3043 0.2407 0.0636 0.167 0.1623 0.0551
Buy And Hold Return (%) 273.2648 273.2648 273.2648 273.2648 273.2648 273.2648
Max Trade Drawdown -71693 -46761 -68422 -689122 -590363 -587908
Profit Factor 2.6127 3.759 1.6269 1.6131 2.2163 1.0983
Total Trades 63 31 32 63 31 32
Winning Trades 35 17 18 35 17 18
Losing Trades 28 14 14 28 14 14
Profitability (%) 55.5556 54.8387 56.25 55.5556 54.8387 56.25
Ratio Avg Win / Avg Loss 2.0902 3.0956 1.2654 1.2905 1.8252 0.8542
Largest Winning Trade 220040 220040 56841 854194 854194 485752
Largest Losing Trade -37703 -37703 -28430 -587908 -575553 -587908
Avg Bars in Trades 49 58 41 49 58 41
Avg Bars in Winners 65 86 45 65 86 45
Avg Bars in Losers 30 25 36 30 25 36
Bars Traded 3144 1822 1322 3144 1822 1322
Profit Streak 0 185.4623 0 0 185.4623 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143024 249174 -271049 -140581 478925 -398328

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3655,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610712000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625542898,
    "expiration_time": 1763322480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 196,
            "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": [
        [
            556053.4504433749,
            439840.734707825,
            116212.71573555,
            2009229.6934283962,
            1835382.2241616382,
            173847.4692667582
        ],
        [
            556.05345,
            439.840735,
            116.212716,
            2009.229693,
            1835.382224,
            173.847469
        ],
        [
            0.30427,
            0.240679,
            0.063591,
            0.166974,
            0.16226,
            0.05514
        ],
        [
            273.264814,
            273.264814,
            273.264814,
            273.264814,
            273.264814,
            273.264814
        ],
        [
            -71693,
            -46761,
            -68422,
            -689122,
            -590363,
            -587908
        ],
        [
            2.612728,
            3.758969,
            1.626928,
            1.61311,
            2.216341,
            1.09832
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            55.555556,
            54.83871,
            56.25,
            55.555556,
            54.83871,
            56.25
        ],
        [
            2.090182,
            3.095621,
            1.265388,
            1.290488,
            1.825222,
            0.854249
        ],
        [
            220040,
            220040,
            56841,
            854194,
            854194,
            485752
        ],
        [
            -37703,
            -37703,
            -28430,
            -587908,
            -575553,
            -587908
        ],
        [
            49,
            58,
            41,
            49,
            58,
            41
        ],
        [
            65,
            86,
            45,
            65,
            86,
            45
        ],
        [
            30,
            25,
            36,
            30,
            25,
            36
        ],
        [
            3144,
            1822,
            1322,
            3144,
            1822,
            1322
        ],
        [
            0,
            185.462302,
            0,
            0,
            185.462302,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143024,
            249174,
            -271049,
            -140581,
            478925,
            -398328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3655,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610712000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625542898,
    "expiration_time": 1763322480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 196,
            "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)