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Trade: AVAX/USDT/240/MIDPRICE/VWMA/2593

Strategy
AVAX/USDT/240/MIDPRICE/VWMA/2593
Pair
AVAX_USDT
Interval
4h
Score
334738
Daily Profit
0.683815
Profit Factor
5.551013
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1823.670000
Evaluation Time
2025-09-19 19:32
Expiration Time
2025-11-13 11:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1294427.2883 1247053.2213 47374.067 2619095.9809 2359059.9199 260036.061
Total P&L (%) 1294.4273 1247.0532 47.3741 2619.096 2359.0599 260.0361
Avg Daily Profit (%) 0.7098 0.6838 0.026 0.1813 0.1758 0.0703
Buy And Hold Return (%) 723.9319 723.9319 723.9319 723.9319 723.9319 723.9319
Max Trade Drawdown -153505 -112228 -125253 -1155988 -812784 -683917
Profit Factor 3.3904 5.551 1.1771 1.5467 2.0247 1.1045
Total Trades 83 41 42 83 41 42
Winning Trades 34 18 16 34 18 16
Losing Trades 49 23 26 49 23 26
Profitability (%) 40.9639 43.9024 38.0952 40.9639 43.9024 38.0952
Ratio Avg Win / Avg Loss 4.8862 7.093 1.9128 2.229 2.5871 1.7948
Largest Winning Trade 710326 710326 75638 1217950 1217950 1015705
Largest Losing Trade -50298 -47256 -50298 -440896 -440896 -374194
Avg Bars in Trades 127 110 143 127 110 143
Avg Bars in Winners 212 171 259 212 171 259
Avg Bars in Losers 68 63 71 68 63 71
Bars Traded 10562 4541 6021 10562 4541 6021
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 208259 334738 -353129 116159 232620 -373957

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10942,
    "evaluation_days": 1823.67,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603828800000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758299562839,
    "expiration_time": 1763024544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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": [
        [
            1294427.2883203123,
            1247053.2212724807,
            47374.0670478318,
            2619095.980882776,
            2359059.919871631,
            260036.0610111446
        ],
        [
            1294.427288,
            1247.053221,
            47.374067,
            2619.095981,
            2359.05992,
            260.036061
        ],
        [
            0.709792,
            0.683815,
            0.025977,
            0.181276,
            0.175754,
            0.07027
        ],
        [
            723.931873,
            723.931873,
            723.931873,
            723.931873,
            723.931873,
            723.931873
        ],
        [
            -153505,
            -112228,
            -125253,
            -1155988,
            -812784,
            -683917
        ],
        [
            3.390447,
            5.551013,
            1.17711,
            1.546683,
            2.0247,
            1.104487
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            40.963855,
            43.902439,
            38.095238,
            40.963855,
            43.902439,
            38.095238
        ],
        [
            4.886232,
            7.092962,
            1.912804,
            2.229043,
            2.587117,
            1.794791
        ],
        [
            710326,
            710326,
            75638,
            1217950,
            1217950,
            1015705
        ],
        [
            -50298,
            -47256,
            -50298,
            -440896,
            -440896,
            -374194
        ],
        [
            127,
            110,
            143,
            127,
            110,
            143
        ],
        [
            212,
            171,
            259,
            212,
            171,
            259
        ],
        [
            68,
            63,
            71,
            68,
            63,
            71
        ],
        [
            10562,
            4541,
            6021,
            10562,
            4541,
            6021
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            208259,
            334738,
            -353129,
            116159,
            232620,
            -373957
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10942,
    "evaluation_days": 1823.67,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603828800000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758299562839,
    "expiration_time": 1763024544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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)