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Trade: AVAX/USDT/15/VWMA/VWMA/8727

Strategy
AVAX/USDT/15/VWMA/VWMA/8727
Pair
AVAX_USDT
Interval
15m
Score
359817
Daily Profit
0.367227
Profit Factor
1.388579
Profitability
47.435897
Streak
4.576268
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-21 20:19
Expiration Time
2025-12-05 19:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95633.1859 50723.0477 44910.1382 108750.4775 72059.7772 36690.7004
Total P&L (%) 95.6332 50.723 44.9101 108.7505 72.0598 36.6907
Avg Daily Profit (%) 0.3672 0.1948 0.1725 0.283 0.2086 0.1201
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42587 -36910 -33638 -83932 -55770 -70172
Profit Factor 1.3886 1.3625 1.4229 1.274 1.3292 1.2061
Total Trades 156 78 78 156 78 78
Winning Trades 74 34 40 74 34 40
Losing Trades 82 44 38 82 44 38
Profitability (%) 47.4359 43.5897 51.2821 47.4359 43.5897 51.2821
Ratio Avg Win / Avg Loss 1.5387 1.7632 1.3518 1.4117 1.7201 1.1457
Largest Winning Trade 23498 23498 16957 36675 36675 23281
Largest Losing Trade -11249 -9791 -11249 -17562 -17562 -15883
Avg Bars in Trades 157 162 152 157 162 152
Avg Bars in Winners 218 230 208 218 230 208
Avg Bars in Losers 102 109 93 102 109 93
Bars Traded 24562 12668 11893 24562 12668 11893
Profit Streak 4.5763 4.5763 5.0034 4.5763 4.5763 5.0034
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359817 -30159 -28534 268686 -28960 -70662

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735975800000,
    "first_datapoint_time": 1736190000000,
    "last_datapoint_time": 1758474900000,
    "evaluation_time": 1758475189563,
    "expiration_time": 1764954900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "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": [
        [
            95633.1859403855,
            50723.0476994726,
            44910.1382409128,
            108750.4775406019,
            72059.777175093,
            36690.700365509
        ],
        [
            95.633186,
            50.723048,
            44.910138,
            108.750478,
            72.059777,
            36.6907
        ],
        [
            0.367227,
            0.194774,
            0.172453,
            0.283008,
            0.208601,
            0.12009
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42587,
            -36910,
            -33638,
            -83932,
            -55770,
            -70172
        ],
        [
            1.388579,
            1.3625,
            1.422945,
            1.27395,
            1.329182,
            1.20605
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            47.435897,
            43.589744,
            51.282051,
            47.435897,
            43.589744,
            51.282051
        ],
        [
            1.538696,
            1.763235,
            1.351798,
            1.411674,
            1.720118,
            1.145747
        ],
        [
            23498,
            23498,
            16957,
            36675,
            36675,
            23281
        ],
        [
            -11249,
            -9791,
            -11249,
            -17562,
            -17562,
            -15883
        ],
        [
            157,
            162,
            152,
            157,
            162,
            152
        ],
        [
            218,
            230,
            208,
            218,
            230,
            208
        ],
        [
            102,
            109,
            93,
            102,
            109,
            93
        ],
        [
            24562,
            12668,
            11893,
            24562,
            12668,
            11893
        ],
        [
            4.576268,
            4.576268,
            5.003351,
            4.576268,
            4.576268,
            5.003351
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359817,
            -30159,
            -28534,
            268686,
            -28960,
            -70662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735975800000,
    "first_datapoint_time": 1736190000000,
    "last_datapoint_time": 1758474900000,
    "evaluation_time": 1758475189563,
    "expiration_time": 1764954900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "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)