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Trade: AVAX/USDT/15/VWMA/SSF/6661

Strategy
AVAX/USDT/15/VWMA/SSF/6661
Pair
AVAX_USDT
Interval
15m
Score
394257
Daily Profit
0.481751
Profit Factor
1.345246
Profitability
56.862745
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-09 16:20
Expiration Time
2025-11-23 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 125457.5188 54509.0626 70948.4562 161835.6596 98603.808 63231.8516
Total P&L (%) 125.4575 54.5091 70.9485 161.8357 98.6038 63.2319
Avg Daily Profit (%) 0.4818 0.2093 0.2724 0.3703 0.2638 0.1883
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35264 -23888 -35649 -112913 -73953 -113044
Profit Factor 1.3452 1.2762 1.4274 1.1785 1.2152 1.1409
Total Trades 204 102 102 204 102 102
Winning Trades 116 60 56 116 60 56
Losing Trades 88 42 46 88 42 46
Profitability (%) 56.8627 58.8235 54.902 56.8627 58.8235 54.902
Ratio Avg Win / Avg Loss 1.0205 0.8933 1.1725 0.894 0.8507 0.9372
Largest Winning Trade 15094 13048 15094 32307 32040 32307
Largest Losing Trade -16889 -16889 -10890 -39514 -33083 -39514
Avg Bars in Trades 120 114 127 120 114 127
Avg Bars in Winners 113 108 118 113 108 118
Avg Bars in Losers 130 122 137 130 122 137
Bars Traded 24666 11683 12983 24666 11683 12983
Profit Streak 0 4.2229 0 0 4.2229 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 394257 158145 290169 -16259 198695 -61181

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734924600000,
    "first_datapoint_time": 1735148700000,
    "last_datapoint_time": 1757423700000,
    "evaluation_time": 1757424059209,
    "expiration_time": 1763903700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 231,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            125457.5187847301,
            54509.0626113979,
            70948.4561733322,
            161835.6596357136,
            98603.8079966278,
            63231.851639086
        ],
        [
            125.457519,
            54.509063,
            70.948456,
            161.83566,
            98.603808,
            63.231852
        ],
        [
            0.481751,
            0.209312,
            0.272439,
            0.370297,
            0.263822,
            0.188335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35264,
            -23888,
            -35649,
            -112913,
            -73953,
            -113044
        ],
        [
            1.345246,
            1.276151,
            1.427407,
            1.178451,
            1.215242,
            1.140895
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            56.862745,
            58.823529,
            54.901961,
            56.862745,
            58.823529,
            54.901961
        ],
        [
            1.020531,
            0.893306,
            1.172513,
            0.893997,
            0.85067,
            0.937164
        ],
        [
            15094,
            13048,
            15094,
            32307,
            32040,
            32307
        ],
        [
            -16889,
            -16889,
            -10890,
            -39514,
            -33083,
            -39514
        ],
        [
            120,
            114,
            127,
            120,
            114,
            127
        ],
        [
            113,
            108,
            118,
            113,
            108,
            118
        ],
        [
            130,
            122,
            137,
            130,
            122,
            137
        ],
        [
            24666,
            11683,
            12983,
            24666,
            11683,
            12983
        ],
        [
            0,
            4.222907,
            0,
            0,
            4.222908,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394257,
            158145,
            290169,
            -16259,
            198695,
            -61181
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734924600000,
    "first_datapoint_time": 1735148700000,
    "last_datapoint_time": 1757423700000,
    "evaluation_time": 1757424059209,
    "expiration_time": 1763903700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 231,
            "offset": 0,
            "poles": 3
        }
    }
}

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)