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Trade: AVAX/USDT/120/VWMA/DCU/5293

Strategy
AVAX/USDT/120/VWMA/DCU/5293
Pair
AVAX_USDT
Interval
2h
Score
351050
Daily Profit
0.732186
Profit Factor
3.592706
Profitability
41.860465
Streak
0.000000
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-09-14 19:38
Expiration Time
2025-11-19 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1331114.45 1332769.0782 -1654.6282 481381.9201 405072.8373 76309.0828
Total P&L (%) 1331.1145 1332.7691 -1.6546 481.3819 405.0728 76.3091
Avg Daily Profit (%) 0.7322 0.7331 -0.0009 0.0969 0.0891 0.0312
Buy And Hold Return (%) 654.4326 654.4326 654.4326 654.4326 654.4326 654.4326
Max Trade Drawdown -144865 -144223 -16940 -1529021 -1585475 -93184
Profit Factor 3.5927 3.9946 0.9758 1.1318 1.1216 1.2375
Total Trades 86 43 43 86 43 43
Winning Trades 36 16 20 36 16 20
Losing Trades 50 27 23 50 27 23
Profitability (%) 41.8605 37.2093 46.5116 41.8605 37.2093 46.5116
Ratio Avg Win / Avg Loss 4.9899 6.7409 1.1222 1.572 1.8927 1.4231
Largest Winning Trade 655038 655038 13369 1449789 1449789 85164
Largest Losing Trade -55850 -55850 -8082 -916364 -916364 -86666
Avg Bars in Trades 246 478 14 246 478 14
Avg Bars in Winners 269 588 13 269 588 13
Avg Bars in Losers 230 413 15 230 413 15
Bars Traded 21218 20587 631 21218 20587 631
Profit Streak 0 87.4433 0 0 87.4433 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351050 311092 -580139 -306779 -329750 -318314

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21816,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601784000000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757867897150,
    "expiration_time": 1763520307200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "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": [
        [
            1331114.450005715,
            1332769.0781628527,
            -1654.6281571373,
            481381.920112011,
            405072.8372997981,
            76309.0828122125
        ],
        [
            1331.11445,
            1332.769078,
            -1.654628,
            481.38192,
            405.072837,
            76.309083
        ],
        [
            0.732186,
            0.733096,
            -0.00091,
            0.09687,
            0.089123,
            0.031197
        ],
        [
            654.432579,
            654.432579,
            654.432579,
            654.432579,
            654.432579,
            654.432579
        ],
        [
            -144865,
            -144223,
            -16940,
            -1529021,
            -1585475,
            -93184
        ],
        [
            3.592706,
            3.994583,
            0.975791,
            1.131815,
            1.121622,
            1.237469
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            41.860465,
            37.209302,
            46.511628,
            41.860465,
            37.209302,
            46.511628
        ],
        [
            4.98987,
            6.740858,
            1.12216,
            1.571966,
            1.892736,
            1.423089
        ],
        [
            655038,
            655038,
            13369,
            1449789,
            1449789,
            85164
        ],
        [
            -55850,
            -55850,
            -8082,
            -916364,
            -916364,
            -86666
        ],
        [
            246,
            478,
            14,
            246,
            478,
            14
        ],
        [
            269,
            588,
            13,
            269,
            588,
            13
        ],
        [
            230,
            413,
            15,
            230,
            413,
            15
        ],
        [
            21218,
            20587,
            631,
            21218,
            20587,
            631
        ],
        [
            0,
            87.443254,
            0,
            0,
            87.443254,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351050,
            311092,
            -580139,
            -306779,
            -329750,
            -318314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21816,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601784000000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757867897150,
    "expiration_time": 1763520307200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "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)