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Trade: AVAX/USDT/15/VWMA/SINWMA/5942

Strategy
AVAX/USDT/15/VWMA/SINWMA/5942
Pair
AVAX_USDT
Interval
15m
Score
376174
Daily Profit
0.455878
Profit Factor
1.345278
Profitability
54.128440
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-11 14:39
Expiration Time
2025-11-25 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118719.7509 62052.9751 56666.7757 151162.1608 103038.8575 48123.3033
Total P&L (%) 118.7198 62.053 56.6668 151.1622 103.0389 48.1233
Avg Daily Profit (%) 0.4559 0.2383 0.2176 0.3543 0.2723 0.151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40145 -35690 -27166 -55344 -43827 -50884
Profit Factor 1.3453 1.3413 1.3498 1.2582 1.3546 1.1632
Total Trades 218 109 109 218 109 109
Winning Trades 118 61 57 118 61 57
Losing Trades 100 48 52 100 48 52
Profitability (%) 54.1284 55.9633 52.2936 54.1284 55.9633 52.2936
Ratio Avg Win / Avg Loss 1.1401 1.0554 1.2314 1.0663 1.0659 1.0612
Largest Winning Trade 14217 12923 14217 24760 22498 24760
Largest Losing Trade -15403 -15403 -13014 -21626 -21626 -20290
Avg Bars in Trades 112 106 118 112 106 118
Avg Bars in Winners 113 110 117 113 110 117
Avg Bars in Losers 110 102 118 110 102 118
Bars Traded 24527 11651 12876 24527 11651 12876
Profit Streak 0 6.2673 0 0 6.2673 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376174 308221 212701 325748 340704 -36678

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735091100000,
    "first_datapoint_time": 1735305300000,
    "last_datapoint_time": 1757590200000,
    "evaluation_time": 1757590790895,
    "expiration_time": 1764070200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 151,
            "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": [
        [
            118719.7508721687,
            62052.9751493822,
            56666.7757227865,
            151162.1608488027,
            103038.8575063316,
            48123.3033424709
        ],
        [
            118.719751,
            62.052975,
            56.666776,
            151.162161,
            103.038858,
            48.123303
        ],
        [
            0.455878,
            0.23828,
            0.217598,
            0.354258,
            0.272326,
            0.150976
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40145,
            -35690,
            -27166,
            -55344,
            -43827,
            -50884
        ],
        [
            1.345278,
            1.341266,
            1.349782,
            1.258192,
            1.354605,
            1.16319
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            118,
            61,
            57,
            118,
            61,
            57
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            54.12844,
            55.963303,
            52.293578,
            54.12844,
            55.963303,
            52.293578
        ],
        [
            1.140066,
            1.055422,
            1.23138,
            1.066264,
            1.065919,
            1.061156
        ],
        [
            14217,
            12923,
            14217,
            24760,
            22498,
            24760
        ],
        [
            -15403,
            -15403,
            -13014,
            -21626,
            -21626,
            -20290
        ],
        [
            112,
            106,
            118,
            112,
            106,
            118
        ],
        [
            113,
            110,
            117,
            113,
            110,
            117
        ],
        [
            110,
            102,
            118,
            110,
            102,
            118
        ],
        [
            24527,
            11651,
            12876,
            24527,
            11651,
            12876
        ],
        [
            0,
            6.267256,
            0,
            0,
            6.267256,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376174,
            308221,
            212701,
            325748,
            340704,
            -36678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735091100000,
    "first_datapoint_time": 1735305300000,
    "last_datapoint_time": 1757590200000,
    "evaluation_time": 1757590790895,
    "expiration_time": 1764070200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 151,
            "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)