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Trade: AVAX/USDT/240/DCM/VWAP/5005

Strategy
AVAX/USDT/240/DCM/VWAP/5005
Pair
AVAX_USDT
Interval
4h
Score
404898
Daily Profit
0.829921
Profit Factor
5.460206
Profitability
33.684211
Streak
0.000000
Best Strategy
Training Data Length
1819.670000
Evaluation Time
2025-09-15 20:13
Expiration Time
2025-11-09 08:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1668564.833 1510182.0202 158382.8128 25980434.7502 21569583.2244 4410851.5258
Total P&L (%) 1668.5648 1510.182 158.3828 25980.4348 21569.5832 4410.8515
Avg Daily Profit (%) 0.917 0.8299 0.087 0.3062 0.296 0.2095
Buy And Hold Return (%) 572.1423 572.1423 572.1423 572.1423 572.1423 572.1423
Max Trade Drawdown -104083 -60993 -60101 -31238995 -24509813 -20485325
Profit Factor 3.3508 5.4602 1.4267 1.2028 1.3391 1.0684
Total Trades 191 95 96 191 95 96
Winning Trades 64 32 32 64 32 32
Losing Trades 127 63 64 127 63 64
Profitability (%) 33.5079 33.6842 33.3333 33.5079 33.6842 33.3333
Ratio Avg Win / Avg Loss 6.6493 10.7498 2.8534 2.3868 2.6364 2.1368
Largest Winning Trade 889719 889719 68465 23007422 23007422 11636964
Largest Losing Trade -22398 -20429 -22398 -7731580 -7731580 -7467295
Avg Bars in Trades 56 50 61 56 50 61
Avg Bars in Winners 126 112 139 126 112 139
Avg Bars in Losers 21 19 22 21 19 22
Bars Traded 10758 4825 5933 10758 4825 5933
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398720 404898 -247342 148794 131281 -142846

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10918,
    "evaluation_days": 1819.67,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602273600000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757956406613,
    "expiration_time": 1762668576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1668564.8329636056,
            1510182.0201988833,
            158382.8127647217,
            25980434.750200965,
            21569583.224431522,
            4410851.525769457
        ],
        [
            1668.564833,
            1510.18202,
            158.382813,
            25980.43475,
            21569.583224,
            4410.851526
        ],
        [
            0.91696,
            0.829921,
            0.087039,
            0.306225,
            0.296013,
            0.209547
        ],
        [
            572.142336,
            572.142336,
            572.142336,
            572.142336,
            572.142336,
            572.142336
        ],
        [
            -104083,
            -60993,
            -60101,
            -31238995,
            -24509813,
            -20485325
        ],
        [
            3.350823,
            5.460206,
            1.426691,
            1.202813,
            1.339115,
            1.068391
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            33.507853,
            33.684211,
            33.333333,
            33.507853,
            33.684211,
            33.333333
        ],
        [
            6.649288,
            10.74978,
            2.853381,
            2.386832,
            2.636382,
            2.136781
        ],
        [
            889719,
            889719,
            68465,
            23007422,
            23007422,
            11636964
        ],
        [
            -22398,
            -20429,
            -22398,
            -7731580,
            -7731580,
            -7467295
        ],
        [
            56,
            50,
            61,
            56,
            50,
            61
        ],
        [
            126,
            112,
            139,
            126,
            112,
            139
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            10758,
            4825,
            5933,
            10758,
            4825,
            5933
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398720,
            404898,
            -247342,
            148794,
            131281,
            -142846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10918,
    "evaluation_days": 1819.67,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602273600000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757956406613,
    "expiration_time": 1762668576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)