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Trade: AVAX/USDT/240/VWAP/HILO/5059

Strategy
AVAX/USDT/240/VWAP/HILO/5059
Pair
AVAX_USDT
Interval
4h
Score
370783
Daily Profit
0.254695
Profit Factor
1.474108
Profitability
47.959184
Streak
12.101426
Best Strategy
Training Data Length
1820.330000
Evaluation Time
2025-09-16 13:26
Expiration Time
2025-11-10 00:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1208952.8966 17597.5511 -1226550.4477 -1069077.1842 -11224528.1505 10155450.9664
Total P&L (%) -1208.9529 17.5976 -1226.5504 -1069.0772 -11224.5282 10155.451
Avg Daily Profit (%) -0.6641 0.0097 -0.6738 0 0 0.2547
Buy And Hold Return (%) 657.0114 657.0114 657.0114 657.0114 657.0114 657.0114
Max Trade Drawdown -1252262 -179160 -1256685 -36107243 -26723360 -9601788
Profit Factor 0.3935 1.0472 0.243 0.9805 0.6644 1.4741
Total Trades 197 99 98 197 99 98
Winning Trades 138 72 66 95 48 47
Losing Trades 59 27 32 102 51 51
Profitability (%) 70.0508 72.7273 67.3469 48.2234 48.4848 47.9592
Ratio Avg Win / Avg Loss 0.1682 0.3927 0.1178 1.0528 0.7059 1.5996
Largest Winning Trade 35074 28601 35074 14370392 4873710 14370392
Largest Losing Trade -808403 -79122 -808403 -21445251 -21445251 -4147517
Avg Bars in Trades 54 55 53 54 55 53
Avg Bars in Winners 24 19 28 50 47 53
Avg Bars in Losers 125 148 105 58 62 53
Bars Traded 10728 5448 5280 10728 5448 5280
Profit Streak 9.4348 10.4348 0 0 0 12.1014
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576481 -512405 -578544 -578770 -581657 370783

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10922,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1758009600000,
    "evaluation_time": 1758018363184,
    "expiration_time": 1762727904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 119
        }
    }
}
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": [
        [
            -1208952.8965865888,
            17597.5510779877,
            -1226550.4476645763,
            -1069077.184162282,
            -11224528.150539376,
            10155450.966377094
        ],
        [
            -1208.952897,
            17.597551,
            -1226.550448,
            -1069.077184,
            -11224.528151,
            10155.450966
        ],
        [
            -0.664139,
            0.009667,
            -0.673807,
            0,
            0,
            0.254695
        ],
        [
            657.011421,
            657.011421,
            657.011421,
            657.011421,
            657.011421,
            657.011421
        ],
        [
            -1252262,
            -179160,
            -1256685,
            -36107243,
            -26723360,
            -9601788
        ],
        [
            0.393503,
            1.047178,
            0.243026,
            0.980515,
            0.66439,
            1.474108
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            138,
            72,
            66,
            95,
            48,
            47
        ],
        [
            59,
            27,
            32,
            102,
            51,
            51
        ],
        [
            70.050761,
            72.727273,
            67.346939,
            48.22335,
            48.484848,
            47.959184
        ],
        [
            0.168237,
            0.392692,
            0.117831,
            1.052763,
            0.705915,
            1.599564
        ],
        [
            35074,
            28601,
            35074,
            14370392,
            4873710,
            14370392
        ],
        [
            -808403,
            -79122,
            -808403,
            -21445251,
            -21445251,
            -4147517
        ],
        [
            54,
            55,
            53,
            54,
            55,
            53
        ],
        [
            24,
            19,
            28,
            50,
            47,
            53
        ],
        [
            125,
            148,
            105,
            58,
            62,
            53
        ],
        [
            10728,
            5448,
            5280,
            10728,
            5448,
            5280
        ],
        [
            9.434759,
            10.434759,
            0,
            0,
            0,
            12.101426
        ],
        [
            1,
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            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -576481,
            -512405,
            -578544,
            -578770,
            -581657,
            370783
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10922,
    "evaluation_days": 1820.33,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1758009600000,
    "evaluation_time": 1758018363184,
    "expiration_time": 1762727904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 119
        }
    }
}

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)