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Trade: AVAX/USDT/120/VWMA/SSF/9421

Strategy
AVAX/USDT/120/VWMA/SSF/9421
Pair
AVAX_USDT
Interval
2h
Score
391980
Daily Profit
0.268910
Profit Factor
1.386426
Profitability
56.097561
Streak
0.000000
Best Strategy
Training Data Length
1813.580000
Evaluation Time
2025-09-10 09:06
Expiration Time
2025-11-14 14:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 938828.4541 808819.1361 130009.318 12936746.7285 10519748.2101 2416998.5183
Total P&L (%) 938.8285 808.8191 130.0093 12936.7467 10519.7482 2416.9985
Avg Daily Profit (%) 0.5177 0.446 0.0717 0.2689 0.2576 0.178
Buy And Hold Return (%) 573.3594 573.3594 573.3594 573.3594 573.3594 573.3594
Max Trade Drawdown -59966 -63225 -80152 -6580368 -4126732 -4057589
Profit Factor 2.1989 3.3611 1.2951 1.3864 1.7318 1.1265
Total Trades 164 82 82 164 82 82
Winning Trades 92 48 44 92 48 44
Losing Trades 72 34 38 72 34 38
Profitability (%) 56.0976 58.5366 53.6585 56.0976 58.5366 53.6585
Ratio Avg Win / Avg Loss 1.7209 2.3808 1.1185 1.085 1.2267 0.9729
Largest Winning Trade 245868 245868 76578 4850539 4850539 3280792
Largest Losing Trade -43029 -24971 -43029 -3876258 -2753125 -3876258
Avg Bars in Trades 130 118 143 130 118 143
Avg Bars in Winners 160 132 190 160 132 190
Avg Bars in Losers 92 98 88 92 98 88
Bars Traded 21467 9715 11752 21467 9715 11752
Profit Streak 0 86.3381 0 0 86.3381 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 262096 -23114 -266931 391980 325260 -81176

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21763,
    "evaluation_days": 1813.58,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602194400000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757484413034,
    "expiration_time": 1763124969600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 111,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            938828.4540848281,
            808819.1360879292,
            130009.3179968994,
            12936746.728477484,
            10519748.210130895,
            2416998.518346589
        ],
        [
            938.828454,
            808.819136,
            130.009318,
            12936.746728,
            10519.74821,
            2416.998518
        ],
        [
            0.517666,
            0.445979,
            0.071687,
            0.26891,
            0.257574,
            0.178019
        ],
        [
            573.359389,
            573.359389,
            573.359389,
            573.359389,
            573.359389,
            573.359389
        ],
        [
            -59966,
            -63225,
            -80152,
            -6580368,
            -4126732,
            -4057589
        ],
        [
            2.198925,
            3.361065,
            1.295145,
            1.386426,
            1.731773,
            1.126529
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            92,
            48,
            44,
            92,
            48,
            44
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            56.097561,
            58.536585,
            53.658537,
            56.097561,
            58.536585,
            53.658537
        ],
        [
            1.720898,
            2.380754,
            1.118534,
            1.085029,
            1.226673,
            0.972912
        ],
        [
            245868,
            245868,
            76578,
            4850539,
            4850539,
            3280792
        ],
        [
            -43029,
            -24971,
            -43029,
            -3876258,
            -2753125,
            -3876258
        ],
        [
            130,
            118,
            143,
            130,
            118,
            143
        ],
        [
            160,
            132,
            190,
            160,
            132,
            190
        ],
        [
            92,
            98,
            88,
            92,
            98,
            88
        ],
        [
            21467,
            9715,
            11752,
            21467,
            9715,
            11752
        ],
        [
            0,
            86.338114,
            0,
            0,
            86.338114,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            262096,
            -23114,
            -266931,
            391980,
            325260,
            -81176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21763,
    "evaluation_days": 1813.58,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602194400000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757484413034,
    "expiration_time": 1763124969600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 111,
            "offset": 0,
            "poles": 3
        }
    }
}

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)