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Trade: AVAX/USDT/120/VWMA/SINWMA/5108

Strategy
AVAX/USDT/120/VWMA/SINWMA/5108
Pair
AVAX_USDT
Interval
2h
Score
305875
Daily Profit
0.184444
Profit Factor
1.567581
Profitability
55.421687
Streak
19.837576
Best Strategy
Training Data Length
1813.920000
Evaluation Time
2025-09-10 17:06
Expiration Time
2025-11-14 23:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 812365.5771 725660.8289 86704.7482 2259551.1169 2729222.808 -469671.6911
Total P&L (%) 812.3656 725.6608 86.7047 2259.5511 2729.2228 -469.6717
Avg Daily Profit (%) 0.4479 0.4001 0.0478 0.1744 0.1844 0
Buy And Hold Return (%) 651.5459 651.5459 651.5459 651.5459 651.5459 651.5459
Max Trade Drawdown -82793 -52561 -104606 -2524090 -1223458 -1412291
Profit Factor 1.9051 2.9434 1.1654 1.1874 1.5676 0.9352
Total Trades 166 83 83 166 83 83
Winning Trades 87 46 41 87 46 41
Losing Trades 79 37 42 79 37 42
Profitability (%) 52.4096 55.4217 49.3976 52.4096 55.4217 49.3976
Ratio Avg Win / Avg Loss 1.7299 2.3675 1.1938 1.0782 1.2609 0.958
Largest Winning Trade 232508 232508 58573 1037585 1037585 1021702
Largest Losing Trade -82793 -30336 -82793 -921711 -500195 -921711
Avg Bars in Trades 129 115 142 129 115 142
Avg Bars in Winners 161 128 197 161 128 197
Avg Bars in Losers 94 99 89 94 99 89
Bars Traded 21484 9625 11859 21484 9625 11859
Profit Streak 0 19.8376 0 0 19.8376 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 -74031 -114092 -333981 -8083 305875 -581344

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21767,
    "evaluation_days": 1813.92,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1757512800000,
    "evaluation_time": 1757513166560,
    "expiration_time": 1763154806400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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": [
        [
            812365.5770890756,
            725660.8289176686,
            86704.7481714074,
            2259551.1169088073,
            2729222.8079783265,
            -469671.6910695188
        ],
        [
            812.365577,
            725.660829,
            86.704748,
            2259.551117,
            2729.222808,
            -469.671691
        ],
        [
            0.447851,
            0.400051,
            0.0478,
            0.174419,
            0.184444,
            0
        ],
        [
            651.545901,
            651.545901,
            651.545901,
            651.545901,
            651.545901,
            651.545901
        ],
        [
            -82793,
            -52561,
            -104606,
            -2524090,
            -1223458,
            -1412291
        ],
        [
            1.90509,
            2.943362,
            1.165421,
            1.187398,
            1.567581,
            0.935208
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            52.409639,
            55.421687,
            49.39759,
            52.409639,
            55.421687,
            49.39759
        ],
        [
            1.72991,
            2.367487,
            1.193846,
            1.078212,
            1.260881,
            0.958018
        ],
        [
            232508,
            232508,
            58573,
            1037585,
            1037585,
            1021702
        ],
        [
            -82793,
            -30336,
            -82793,
            -921711,
            -500195,
            -921711
        ],
        [
            129,
            115,
            142,
            129,
            115,
            142
        ],
        [
            161,
            128,
            197,
            161,
            128,
            197
        ],
        [
            94,
            99,
            89,
            94,
            99,
            89
        ],
        [
            21484,
            9625,
            11859,
            21484,
            9625,
            11859
        ],
        [
            0,
            19.837576,
            0,
            0,
            19.837576,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74031,
            -114092,
            -333981,
            -8083,
            305875,
            -581344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21767,
    "evaluation_days": 1813.92,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1757512800000,
    "evaluation_time": 1757513166560,
    "expiration_time": 1763154806400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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)