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Trade: AVAX/USDT/240/VWAP/MIDPOINT/3325

Strategy
AVAX/USDT/240/VWAP/MIDPOINT/3325
Pair
AVAX_USDT
Interval
4h
Score
330951
Daily Profit
0.549698
Profit Factor
2.934621
Profitability
48.031496
Streak
27.668221
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-09-13 03:02
Expiration Time
2025-11-06 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 903117.7495 998802.174 -95684.4245 10914.2979 984795.8066 -973881.5088
Total P&L (%) 903.1178 998.8022 -95.6844 10.9143 984.7958 -973.8815
Avg Daily Profit (%) 0.497 0.5497 -0.0527 0.0057 0.1313 0
Buy And Hold Return (%) 542.8683 542.8683 542.8683 542.8683 542.8683 542.8683
Max Trade Drawdown -215118 -120446 -121272 -1499017 -920272 -978994
Profit Factor 1.8536 2.9346 0.8234 1.0019 1.3648 0.6785
Total Trades 254 127 127 254 127 127
Winning Trades 115 61 54 115 61 54
Losing Trades 139 66 73 139 66 73
Profitability (%) 45.2756 48.0315 42.5197 45.2756 48.0315 42.5197
Ratio Avg Win / Avg Loss 2.2404 3.1752 1.1131 1.211 1.4767 0.9172
Largest Winning Trade 693923 693923 68702 686025 686025 267529
Largest Losing Trade -45067 -45067 -44694 -437258 -437258 -355669
Avg Bars in Trades 42 42 42 42 42 42
Avg Bars in Winners 52 48 58 52 48 58
Avg Bars in Losers 33 36 30 33 36 30
Bars Traded 10735 5348 5387 10735 5348 5387
Profit Streak 0 27.6682 0 0 27.6682 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 160353 330951 -582237 -569922 -24465 -583904

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10902,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757721734334,
    "expiration_time": 1762431264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 126
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 128,
            "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": [
        [
            903117.7495018864,
            998802.1739902664,
            -95684.4244883799,
            10914.29786434,
            984795.806633235,
            -973881.5087688944
        ],
        [
            903.11775,
            998.802174,
            -95.684424,
            10.914298,
            984.795807,
            -973.881509
        ],
        [
            0.497038,
            0.549698,
            -0.052661,
            0.005701,
            0.13129,
            0
        ],
        [
            542.86825,
            542.86825,
            542.86825,
            542.86825,
            542.86825,
            542.86825
        ],
        [
            -215118,
            -120446,
            -121272,
            -1499017,
            -920272,
            -978994
        ],
        [
            1.853558,
            2.934621,
            0.82339,
            1.001905,
            1.364845,
            0.67846
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            115,
            61,
            54,
            115,
            61,
            54
        ],
        [
            139,
            66,
            73,
            139,
            66,
            73
        ],
        [
            45.275591,
            48.031496,
            42.519685,
            45.275591,
            48.031496,
            42.519685
        ],
        [
            2.240388,
            3.175164,
            1.113101,
            1.210999,
            1.476718,
            0.917178
        ],
        [
            693923,
            693923,
            68702,
            686025,
            686025,
            267529
        ],
        [
            -45067,
            -45067,
            -44694,
            -437258,
            -437258,
            -355669
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            52,
            48,
            58,
            52,
            48,
            58
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            10735,
            5348,
            5387,
            10735,
            5348,
            5387
        ],
        [
            0,
            27.668221,
            0,
            0,
            27.668221,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            160353,
            330951,
            -582237,
            -569922,
            -24465,
            -583904
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10902,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757721734334,
    "expiration_time": 1762431264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 126
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 128,
            "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)