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Trade: AVAX/USDT/120/VWMA/WMA/1691

Strategy
AVAX/USDT/120/VWMA/WMA/1691
Pair
AVAX_USDT
Interval
2h
Score
553053
Daily Profit
0.747639
Profit Factor
6.059345
Profitability
41.304348
Streak
109.053724
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-09-11 08:17
Expiration Time
2025-11-15 13:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1358312.0355 1356590.9884 1721.0471 739666.9612 985213.3754 -245546.4142
Total P&L (%) 1358.312 1356.591 1.721 739.667 985.2134 -245.5464
Avg Daily Profit (%) 0.7486 0.7476 0.0009 0.1173 0.1315 0
Buy And Hold Return (%) 537.4161 537.4161 537.4161 537.4161 537.4161 537.4161
Max Trade Drawdown -111324 -82964 -138382 -1268896 -748367 -716235
Profit Factor 2.9634 6.0593 1.0041 1.1603 1.4942 0.9063
Total Trades 92 46 46 92 46 46
Winning Trades 38 19 19 38 19 19
Losing Trades 54 27 27 54 27 27
Profitability (%) 41.3043 41.3043 41.3043 41.3043 41.3043 41.3043
Ratio Avg Win / Avg Loss 4.2112 8.6106 1.4268 1.6489 2.1233 1.2879
Largest Winning Trade 1023379 1023379 66359 820218 820218 405026
Largest Losing Trade -55280 -39293 -55280 -367011 -317315 -367011
Avg Bars in Trades 233 204 261 233 204 261
Avg Bars in Winners 340 271 408 340 271 408
Avg Bars in Losers 157 156 158 157 156 158
Bars Traded 21440 9391 12048 21440 9391 12048
Profit Streak 0 109.0537 0 0 109.0537 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421871 553053 -576687 -130817 -25036 -582419

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21774,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602532800000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757567841799,
    "expiration_time": 1763207020800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "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": [
        [
            1358312.0355081477,
            1356590.9884358638,
            1721.047072284,
            739666.961199489,
            985213.3754243462,
            -245546.4142248575
        ],
        [
            1358.312036,
            1356.590988,
            1.721047,
            739.666961,
            985.213375,
            -245.546414
        ],
        [
            0.748588,
            0.747639,
            0.000948,
            0.117337,
            0.131492,
            0
        ],
        [
            537.416129,
            537.416129,
            537.416129,
            537.416129,
            537.416129,
            537.416129
        ],
        [
            -111324,
            -82964,
            -138382,
            -1268896,
            -748367,
            -716235
        ],
        [
            2.963429,
            6.059345,
            1.004062,
            1.160336,
            1.494193,
            0.906268
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            41.304348,
            41.304348,
            41.304348,
            41.304348,
            41.304348,
            41.304348
        ],
        [
            4.211188,
            8.610648,
            1.426825,
            1.648898,
            2.123327,
            1.287854
        ],
        [
            1023379,
            1023379,
            66359,
            820218,
            820218,
            405026
        ],
        [
            -55280,
            -39293,
            -55280,
            -367011,
            -317315,
            -367011
        ],
        [
            233,
            204,
            261,
            233,
            204,
            261
        ],
        [
            340,
            271,
            408,
            340,
            271,
            408
        ],
        [
            157,
            156,
            158,
            157,
            156,
            158
        ],
        [
            21440,
            9391,
            12048,
            21440,
            9391,
            12048
        ],
        [
            0,
            109.053724,
            0,
            0,
            109.053725,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421871,
            553053,
            -576687,
            -130817,
            -25036,
            -582419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21774,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602532800000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757567841799,
    "expiration_time": 1763207020800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "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)