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Trade: AVAX/USDT/120/VWMA/MIDPRICE/5409

Strategy
AVAX/USDT/120/VWMA/MIDPRICE/5409
Pair
AVAX_USDT
Interval
2h
Score
348872
Daily Profit
0.802184
Profit Factor
2.862154
Profitability
33.544304
Streak
0.000000
Best Strategy
Training Data Length
1815.330000
Evaluation Time
2025-09-12 03:21
Expiration Time
2025-11-16 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1456228.4127 1400628.5119 55599.9008 3816703.4309 4781438.6092 -964735.1783
Total P&L (%) 1456.2284 1400.6285 55.5999 3816.7034 4781.4386 -964.7352
Avg Daily Profit (%) 0.8022 0.7716 0.0306 0.2023 0.2144 0
Buy And Hold Return (%) 537.4563 537.4563 537.4563 537.4563 537.4563 537.4563
Max Trade Drawdown -98723 -52837 -84555 -3281499 -2318571 -2390474
Profit Factor 2.8622 5.009 1.1285 1.1849 1.5114 0.9146
Total Trades 158 79 79 158 79 79
Winning Trades 53 25 28 53 25 28
Losing Trades 105 54 51 105 54 51
Profitability (%) 33.5443 31.6456 35.443 33.5443 31.6456 35.443
Ratio Avg Win / Avg Loss 5.6703 10.8194 2.0555 2.3474 3.2647 1.6658
Largest Winning Trade 864658 864658 75682 4903052 4903052 2271853
Largest Losing Trade -35821 -21167 -35821 -966118 -831767 -966118
Avg Bars in Trades 135 123 147 135 123 147
Avg Bars in Winners 291 268 311 291 268 311
Avg Bars in Losers 57 56 57 57 56 57
Bars Traded 21433 9780 11653 21433 9780 11653
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 348872 -16832 -428417 -13552 -23448 -610619

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21784,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757636492406,
    "expiration_time": 1763281612800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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": [
        [
            1456228.4126789544,
            1400628.511858853,
            55599.9008201011,
            3816703.4308574805,
            4781438.609176242,
            -964735.1783187604
        ],
        [
            1456.228413,
            1400.628512,
            55.599901,
            3816.703431,
            4781.438609,
            -964.735178
        ],
        [
            0.802184,
            0.771556,
            0.030628,
            0.202252,
            0.214407,
            0
        ],
        [
            537.456294,
            537.456294,
            537.456294,
            537.456294,
            537.456294,
            537.456294
        ],
        [
            -98723,
            -52837,
            -84555,
            -3281499,
            -2318571,
            -2390474
        ],
        [
            2.862154,
            5.008973,
            1.128513,
            1.184889,
            1.511438,
            0.914581
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            105,
            54,
            51,
            105,
            54,
            51
        ],
        [
            33.544304,
            31.64557,
            35.443038,
            33.544304,
            31.64557,
            35.443038
        ],
        [
            5.670305,
            10.819381,
            2.055506,
            2.347422,
            3.264705,
            1.665844
        ],
        [
            864658,
            864658,
            75682,
            4903052,
            4903052,
            2271853
        ],
        [
            -35821,
            -21167,
            -35821,
            -966118,
            -831767,
            -966118
        ],
        [
            135,
            123,
            147,
            135,
            123,
            147
        ],
        [
            291,
            268,
            311,
            291,
            268,
            311
        ],
        [
            57,
            56,
            57,
            57,
            56,
            57
        ],
        [
            21433,
            9780,
            11653,
            21433,
            9780,
            11653
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348872,
            -16832,
            -428417,
            -13552,
            -23448,
            -610619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21784,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757636492406,
    "expiration_time": 1763281612800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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)