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Trade: AVAX/USDT/120/VWMA/VWAP/2667

Strategy
AVAX/USDT/120/VWMA/VWAP/2667
Pair
AVAX_USDT
Interval
2h
Score
345430
Daily Profit
0.903344
Profit Factor
5.222679
Profitability
31.707317
Streak
0.000000
Best Strategy
Training Data Length
1824.500000
Evaluation Time
2025-09-21 07:03
Expiration Time
2025-11-25 22:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1790393.6861 1648150.5796 142243.1065 19923693.8974 15869437.8385 4054256.0589
Total P&L (%) 1790.3937 1648.1506 142.2431 19923.6939 15869.4378 4054.2561
Avg Daily Profit (%) 0.9813 0.9033 0.078 0.2909 0.2785 0.2045
Buy And Hold Return (%) 689.0995 689.0995 689.0995 689.0995 689.0995 689.0995
Max Trade Drawdown -64297 -51420 -46995 -17307477 -15459667 -11312746
Profit Factor 3.2653 5.2227 1.3556 1.2146 1.3209 1.0934
Total Trades 246 123 123 246 123 123
Winning Trades 73 39 34 73 39 34
Losing Trades 173 84 89 173 84 89
Profitability (%) 29.6748 31.7073 27.6423 29.6748 31.7073 27.6423
Ratio Avg Win / Avg Loss 7.7384 11.2488 3.5484 2.8783 2.8451 2.8621
Largest Winning Trade 1068927 1068927 69419 17350571 17350571 6999992
Largest Losing Trade -19939 -19939 -12877 -4526798 -4526798 -2634831
Avg Bars in Trades 87 80 94 87 80 94
Avg Bars in Winners 226 193 263 226 193 263
Avg Bars in Losers 28 28 29 28 28 29
Bars Traded 21485 9923 11562 21485 9923 11562
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 294236 345430 -271495 56281 96831 -127759

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21894,
    "evaluation_days": 1824.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602338400000,
    "last_datapoint_time": 1758427200000,
    "evaluation_time": 1758427394749,
    "expiration_time": 1764102124800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1790393.6860827813,
            1648150.5796167327,
            142243.1064660487,
            19923693.89735617,
            15869437.838457951,
            4054256.0588982035
        ],
        [
            1790.393686,
            1648.15058,
            142.243106,
            19923.693897,
            15869.437838,
            4054.256059
        ],
        [
            0.981306,
            0.903344,
            0.077963,
            0.290885,
            0.27845,
            0.204468
        ],
        [
            689.099526,
            689.099526,
            689.099526,
            689.099526,
            689.099526,
            689.099526
        ],
        [
            -64297,
            -51420,
            -46995,
            -17307477,
            -15459667,
            -11312746
        ],
        [
            3.265344,
            5.222679,
            1.35558,
            1.214551,
            1.320938,
            1.093384
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            173,
            84,
            89,
            173,
            84,
            89
        ],
        [
            29.674797,
            31.707317,
            27.642276,
            29.674797,
            31.707317,
            27.642276
        ],
        [
            7.738418,
            11.248847,
            3.548429,
            2.87832,
            2.845097,
            2.862093
        ],
        [
            1068927,
            1068927,
            69419,
            17350571,
            17350571,
            6999992
        ],
        [
            -19939,
            -19939,
            -12877,
            -4526798,
            -4526798,
            -2634831
        ],
        [
            87,
            80,
            94,
            87,
            80,
            94
        ],
        [
            226,
            193,
            263,
            226,
            193,
            263
        ],
        [
            28,
            28,
            29,
            28,
            28,
            29
        ],
        [
            21485,
            9923,
            11562,
            21485,
            9923,
            11562
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294236,
            345430,
            -271495,
            56281,
            96831,
            -127759
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21894,
    "evaluation_days": 1824.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602338400000,
    "last_datapoint_time": 1758427200000,
    "evaluation_time": 1758427394749,
    "expiration_time": 1764102124800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)