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Trade: AVAX/USDT/120/VWMA/SSF/7638

Strategy
AVAX/USDT/120/VWMA/SSF/7638
Pair
AVAX_USDT
Interval
2h
Score
586235
Daily Profit
0.344236
Profit Factor
2.497658
Profitability
58.139535
Streak
95.562070
Best Strategy
Training Data Length
1822.420000
Evaluation Time
2025-09-19 06:29
Expiration Time
2025-11-23 18:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1113356.4114 901244.0488 212112.3626 76800816.1419 52360476.4916 24440339.6502
Total P&L (%) 1113.3564 901.244 212.1124 76800.8161 52360.4765 24440.3397
Avg Daily Profit (%) 0.6109 0.4945 0.1164 0.3653 0.3442 0.3024
Buy And Hold Return (%) 900.5713 900.5713 900.5713 900.5713 900.5713 900.5713
Max Trade Drawdown -64356 -54002 -73154 -28782828 -12079709 -20920224
Profit Factor 2.6008 4.1166 1.522 1.8788 2.4977 1.4662
Total Trades 172 86 86 172 86 86
Winning Trades 97 50 47 97 50 47
Losing Trades 75 36 39 75 36 39
Profitability (%) 56.3953 58.1395 54.6512 56.3953 58.1395 54.6512
Ratio Avg Win / Avg Loss 2.0109 2.964 1.2629 1.4527 1.7983 1.2166
Largest Winning Trade 240601 240601 70376 13871060 13871060 12162538
Largest Losing Trade -44905 -31105 -44905 -20435868 -7679273 -20435868
Avg Bars in Trades 125 113 137 125 113 137
Avg Bars in Winners 147 124 172 147 124 172
Avg Bars in Losers 95 96 95 95 96 95
Bars Traded 21518 9720 11797 21518 9720 11797
Profit Streak 0 95.5621 0 0 95.5621 0
Trades During Streak 0 7 0 0 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74029 -145589 -201678 490888 586235 370482

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21869,
    "evaluation_days": 1822.42,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602043200000,
    "last_datapoint_time": 1758247200000,
    "evaluation_time": 1758252562848,
    "expiration_time": 1763915644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1113356.411413116,
            901244.0488174944,
            212112.3625956217,
            76800816.1418613,
            52360476.49162392,
            24440339.65023737
        ],
        [
            1113.356411,
            901.244049,
            212.112363,
            76800.816142,
            52360.476492,
            24440.33965
        ],
        [
            0.610922,
            0.494531,
            0.11639,
            0.365296,
            0.344236,
            0.302412
        ],
        [
            900.571265,
            900.571265,
            900.571265,
            900.571265,
            900.571265,
            900.571265
        ],
        [
            -64356,
            -54002,
            -73154,
            -28782828,
            -12079709,
            -20920224
        ],
        [
            2.600751,
            4.116628,
            1.521996,
            1.878833,
            2.497658,
            1.46617
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            97,
            50,
            47,
            97,
            50,
            47
        ],
        [
            75,
            36,
            39,
            75,
            36,
            39
        ],
        [
            56.395349,
            58.139535,
            54.651163,
            56.395349,
            58.139535,
            54.651163
        ],
        [
            2.01089,
            2.963972,
            1.262933,
            1.452706,
            1.798314,
            1.216609
        ],
        [
            240601,
            240601,
            70376,
            13871060,
            13871060,
            12162538
        ],
        [
            -44905,
            -31105,
            -44905,
            -20435868,
            -7679273,
            -20435868
        ],
        [
            125,
            113,
            137,
            125,
            113,
            137
        ],
        [
            147,
            124,
            172,
            147,
            124,
            172
        ],
        [
            95,
            96,
            95,
            95,
            96,
            95
        ],
        [
            21518,
            9720,
            11797,
            21518,
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        ],
        [
            0,
            95.56207,
            0,
            0,
            95.56207,
            0
        ],
        [
            0,
            7,
            0,
            0,
            7,
            0
        ],
        [
            0.8,
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            0.8,
            1.45,
            1.45
        ],
        [
            -74029,
            -145589,
            -201678,
            490888,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21869,
    "evaluation_days": 1822.42,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602043200000,
    "last_datapoint_time": 1758247200000,
    "evaluation_time": 1758252562848,
    "expiration_time": 1763915644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 2
        }
    }
}

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)