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Trade: AVAX/USDT/120/VWMA/VWMA/5270

Strategy
AVAX/USDT/120/VWMA/VWMA/5270
Pair
AVAX_USDT
Interval
2h
Score
303443
Daily Profit
0.242288
Profit Factor
1.331146
Profitability
45.588235
Streak
0.000000
Best Strategy
Training Data Length
1816.670000
Evaluation Time
2025-09-13 11:13
Expiration Time
2025-11-17 19:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1001371.9501 891632.8828 109739.0673 8014590.2777 7434096.0553 580494.2224
Total P&L (%) 1001.372 891.6329 109.7391 8014.5903 7434.0961 580.4942
Avg Daily Profit (%) 0.5512 0.4908 0.0604 0.2423 0.2382 0.1056
Buy And Hold Return (%) 795.7942 795.7942 795.7942 795.7942 795.7942 795.7942
Max Trade Drawdown -95361 -53626 -90927 -3790576 -4045567 -3627578
Profit Factor 2.4833 4.0105 1.2896 1.3311 1.7074 1.0424
Total Trades 136 68 68 136 68 68
Winning Trades 62 31 31 62 31 31
Losing Trades 74 37 37 74 37 37
Profitability (%) 45.5882 45.5882 45.5882 45.5882 45.5882 45.5882
Ratio Avg Win / Avg Loss 2.9639 4.7868 1.5392 1.5888 2.0379 1.2441
Largest Winning Trade 296195 296195 72535 4395541 4395541 3665205
Largest Losing Trade -47885 -21135 -47885 -1798704 -1094714 -1798704
Avg Bars in Trades 157 148 167 157 148 167
Avg Bars in Winners 249 225 274 249 225 274
Avg Bars in Losers 81 84 78 81 84 78
Bars Traded 21481 10100 11381 21481 10100 11381
Profit Streak 0 14.2593 0 0 14.2593 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 -70991 -221297 -388083 303443 -98980 -502419

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21800,
    "evaluation_days": 1816.67,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602122400000,
    "last_datapoint_time": 1757750400000,
    "evaluation_time": 1757751206171,
    "expiration_time": 1763400960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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": [
        [
            1001371.950107587,
            891632.8827719457,
            109739.0673356408,
            8014590.277707766,
            7434096.055337304,
            580494.2223704612
        ],
        [
            1001.37195,
            891.632883,
            109.739067,
            8014.590278,
            7434.096055,
            580.494222
        ],
        [
            0.551213,
            0.490806,
            0.060407,
            0.242288,
            0.238192,
            0.105614
        ],
        [
            795.79419,
            795.79419,
            795.79419,
            795.79419,
            795.79419,
            795.79419
        ],
        [
            -95361,
            -53626,
            -90927,
            -3790576,
            -4045567,
            -3627578
        ],
        [
            2.483251,
            4.010548,
            1.289587,
            1.331146,
            1.707412,
            1.042391
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            45.588235,
            45.588235,
            45.588235,
            45.588235,
            45.588235,
            45.588235
        ],
        [
            2.96388,
            4.786783,
            1.539185,
            1.588787,
            2.037879,
            1.244144
        ],
        [
            296195,
            296195,
            72535,
            4395541,
            4395541,
            3665205
        ],
        [
            -47885,
            -21135,
            -47885,
            -1798704,
            -1094714,
            -1798704
        ],
        [
            157,
            148,
            167,
            157,
            148,
            167
        ],
        [
            249,
            225,
            274,
            249,
            225,
            274
        ],
        [
            81,
            84,
            78,
            81,
            84,
            78
        ],
        [
            21481,
            10100,
            11381,
            21481,
            10100,
            11381
        ],
        [
            0,
            14.259331,
            0,
            0,
            14.259331,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70991,
            -221297,
            -388083,
            303443,
            -98980,
            -502419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21800,
    "evaluation_days": 1816.67,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602122400000,
    "last_datapoint_time": 1757750400000,
    "evaluation_time": 1757751206171,
    "expiration_time": 1763400960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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)