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Trade: AVAX/USDT/15/T3/VWMA/3760

Strategy
AVAX/USDT/15/T3/VWMA/3760
Pair
AVAX_USDT
Interval
15m
Score
301224
Daily Profit
0.425426
Profit Factor
1.447172
Profitability
44.274809
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-10 13:28
Expiration Time
2025-11-24 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 110789.453 46407.1997 64382.2533 136994.0553 72605.2431 64388.8121
Total P&L (%) 110.7895 46.4072 64.3823 136.9941 72.6052 64.3888
Avg Daily Profit (%) 0.4254 0.1782 0.2472 0.3319 0.2098 0.1911
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34793 -29400 -24472 -104759 -47118 -72544
Profit Factor 1.4472 1.3403 1.578 1.2783 1.2807 1.2757
Total Trades 131 65 66 131 65 66
Winning Trades 58 29 29 58 29 29
Losing Trades 73 36 37 73 36 37
Profitability (%) 44.2748 44.6154 43.9394 44.2748 44.6154 43.9394
Ratio Avg Win / Avg Loss 1.8214 1.6638 2.0133 1.6089 1.5898 1.6276
Largest Winning Trade 24573 24573 23130 45908 45908 45794
Largest Losing Trade -8061 -8061 -6524 -18333 -18333 -17293
Avg Bars in Trades 186 197 176 186 197 176
Avg Bars in Winners 258 273 244 258 273 244
Avg Bars in Losers 129 135 123 129 135 123
Bars Traded 24475 12809 11666 24475 12809 11666
Profit Streak 0 8.5403 0 0 8.5403 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 301224 -127553 -117666 235288 -125995 -119993

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735000200000,
    "first_datapoint_time": 1735136100000,
    "last_datapoint_time": 1757499300000,
    "evaluation_time": 1757500080016,
    "expiration_time": 1763979300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 152,
            "offset": 0,
            "a": 0.69759
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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": [
        [
            110789.4530145409,
            46407.199669568,
            64382.2533449729,
            136994.0552690232,
            72605.2431209393,
            64388.8121480838
        ],
        [
            110.789453,
            46.4072,
            64.382253,
            136.994055,
            72.605243,
            64.388812
        ],
        [
            0.425426,
            0.178201,
            0.247225,
            0.331885,
            0.209819,
            0.191052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34793,
            -29400,
            -24472,
            -104759,
            -47118,
            -72544
        ],
        [
            1.447172,
            1.340313,
            1.577992,
            1.278288,
            1.280656,
            1.275666
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            44.274809,
            44.615385,
            43.939394,
            44.274809,
            44.615385,
            43.939394
        ],
        [
            1.821441,
            1.663837,
            2.0133,
            1.60888,
            1.58978,
            1.627573
        ],
        [
            24573,
            24573,
            23130,
            45908,
            45908,
            45794
        ],
        [
            -8061,
            -8061,
            -6524,
            -18333,
            -18333,
            -17293
        ],
        [
            186,
            197,
            176,
            186,
            197,
            176
        ],
        [
            258,
            273,
            244,
            258,
            273,
            244
        ],
        [
            129,
            135,
            123,
            129,
            135,
            123
        ],
        [
            24475,
            12809,
            11666,
            24475,
            12809,
            11666
        ],
        [
            0,
            8.540278,
            0,
            0,
            8.540278,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301224,
            -127553,
            -117666,
            235288,
            -125995,
            -119993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735000200000,
    "first_datapoint_time": 1735136100000,
    "last_datapoint_time": 1757499300000,
    "evaluation_time": 1757500080016,
    "expiration_time": 1763979300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 152,
            "offset": 0,
            "a": 0.69759
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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)