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Trade: AVAX/USDT/240/MIDPRICE/VWAP/9246

Strategy
AVAX/USDT/240/MIDPRICE/VWAP/9246
Pair
AVAX_USDT
Interval
4h
Score
394359
Daily Profit
0.827377
Profit Factor
5.332247
Profitability
33.663366
Streak
0.000000
Best Strategy
Training Data Length
1821.500000
Evaluation Time
2025-09-17 16:56
Expiration Time
2025-11-11 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1652134.3415 1507067.9907 145066.3508 21026339.4595 19656102.4146 1370237.0449
Total P&L (%) 1652.1343 1507.068 145.0664 21026.3395 19656.1024 1370.237
Avg Daily Profit (%) 0.907 0.8274 0.0796 0.2943 0.2906 0.1477
Buy And Hold Return (%) 605.7428 605.7428 605.7428 605.7428 605.7428 605.7428
Max Trade Drawdown -95972 -62254 -57195 -35295191 -26421138 -17290861
Profit Factor 3.2372 5.3322 1.3714 1.1602 1.3068 1.0204
Total Trades 203 101 102 203 101 102
Winning Trades 65 34 31 65 34 31
Losing Trades 138 67 71 138 67 71
Profitability (%) 32.0197 33.6634 30.3922 32.0197 33.6634 30.3922
Ratio Avg Win / Avg Loss 6.8728 10.5077 3.1409 2.4633 2.5752 2.3371
Largest Winning Trade 889719 889719 68465 22647015 22647015 12012641
Largest Losing Trade -22398 -20429 -22398 -7350321 -6462283 -7350321
Avg Bars in Trades 53 47 58 53 47 58
Avg Bars in Winners 122 105 141 122 105 141
Avg Bars in Losers 20 18 21 20 18 21
Bars Traded 10760 4844 5916 10760 4844 5916
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 365889 394359 -258672 -40231 122785 -205500

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10929,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758117397576,
    "expiration_time": 1762831728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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": [
        [
            1652134.3415340157,
            1507067.9907141465,
            145066.3508198686,
            21026339.459538102,
            19656102.414590444,
            1370237.044947658
        ],
        [
            1652.134342,
            1507.067991,
            145.066351,
            21026.33946,
            19656.102415,
            1370.237045
        ],
        [
            0.907019,
            0.827377,
            0.079641,
            0.294317,
            0.290624,
            0.14768
        ],
        [
            605.742762,
            605.742762,
            605.742762,
            605.742762,
            605.742762,
            605.742762
        ],
        [
            -95972,
            -62254,
            -57195,
            -35295191,
            -26421138,
            -17290861
        ],
        [
            3.237166,
            5.332247,
            1.371373,
            1.160246,
            1.3068,
            1.020407
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            138,
            67,
            71,
            138,
            67,
            71
        ],
        [
            32.019704,
            33.663366,
            30.392157,
            32.019704,
            33.663366,
            30.392157
        ],
        [
            6.872753,
            10.507663,
            3.140886,
            2.463291,
            2.575165,
            2.337061
        ],
        [
            889719,
            889719,
            68465,
            22647015,
            22647015,
            12012641
        ],
        [
            -22398,
            -20429,
            -22398,
            -7350321,
            -6462283,
            -7350321
        ],
        [
            53,
            47,
            58,
            53,
            47,
            58
        ],
        [
            122,
            105,
            141,
            122,
            105,
            141
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            10760,
            4844,
            5916,
            10760,
            4844,
            5916
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365889,
            394359,
            -258672,
            -40231,
            122785,
            -205500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10929,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758117397576,
    "expiration_time": 1762831728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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)