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Trade: AVAX/USDT/240/VWAP/MIDPOINT/4165

Strategy
AVAX/USDT/240/VWAP/MIDPOINT/4165
Pair
AVAX_USDT
Interval
4h
Score
351001
Daily Profit
0.226501
Profit Factor
1.495420
Profitability
47.058824
Streak
17.593117
Best Strategy
Training Data Length
1820.170000
Evaluation Time
2025-09-16 09:14
Expiration Time
2025-11-09 20:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1347471.6867 -44892.8841 -1302578.8026 -394940.3947 -6438809.7481 6043869.3534
Total P&L (%) -1347.4717 -44.8929 -1302.5788 -394.9404 -6438.8097 6043.8694
Avg Daily Profit (%) -0.7403 -0.0247 -0.7156 0 0 0.2265
Buy And Hold Return (%) 614.1487 614.1487 614.1487 614.1487 614.1487 614.1487
Max Trade Drawdown -1429146 -217960 -1342552 -21461432 -17427372 -4071388
Profit Factor 0.3265 0.8806 0.1982 0.9879 0.6843 1.4954
Total Trades 170 85 85 170 85 85
Winning Trades 129 63 66 78 38 40
Losing Trades 41 22 19 92 47 45
Profitability (%) 75.8824 74.1176 77.6471 45.8824 44.7059 47.0588
Ratio Avg Win / Avg Loss 0.1038 0.3075 0.057 1.1652 0.8464 1.6823
Largest Winning Trade 21931 21931 17137 6781994 2055007 6781994
Largest Losing Trade -764635 -75542 -764635 -14980362 -14980362 -3841693
Avg Bars in Trades 62 71 53 62 71 53
Avg Bars in Winners 20 21 19 62 72 54
Avg Bars in Losers 194 217 168 62 71 52
Bars Traded 10619 6109 4509 10619 6109 4509
Profit Streak 14.2598 68.2598 0 0 0 17.5931
Trades During Streak 1 6 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575938 -576162 -577243 -579822 -583163 351001

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10921,
    "evaluation_days": 1820.17,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603785600000,
    "last_datapoint_time": 1757995200000,
    "evaluation_time": 1758003245319,
    "expiration_time": 1762713072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 212,
            "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": [
        [
            -1347471.6867295585,
            -44892.8841447867,
            -1302578.802584772,
            -394940.3946840567,
            -6438809.748071392,
            6043869.353387333
        ],
        [
            -1347.471687,
            -44.892884,
            -1302.578803,
            -394.940395,
            -6438.809748,
            6043.869353
        ],
        [
            -0.7403,
            -0.024664,
            -0.715636,
            0,
            0,
            0.226501
        ],
        [
            614.148681,
            614.148681,
            614.148681,
            614.148681,
            614.148681,
            614.148681
        ],
        [
            -1429146,
            -217960,
            -1342552,
            -21461432,
            -17427372,
            -4071388
        ],
        [
            0.326461,
            0.880631,
            0.198166,
            0.987883,
            0.684304,
            1.49542
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            129,
            63,
            66,
            78,
            38,
            40
        ],
        [
            41,
            22,
            19,
            92,
            47,
            45
        ],
        [
            75.882353,
            74.117647,
            77.647059,
            45.882353,
            44.705882,
            47.058824
        ],
        [
            0.103759,
            0.307522,
            0.057048,
            1.165196,
            0.846377,
            1.682348
        ],
        [
            21931,
            21931,
            17137,
            6781994,
            2055007,
            6781994
        ],
        [
            -764635,
            -75542,
            -764635,
            -14980362,
            -14980362,
            -3841693
        ],
        [
            62,
            71,
            53,
            62,
            71,
            53
        ],
        [
            20,
            21,
            19,
            62,
            72,
            54
        ],
        [
            194,
            217,
            168,
            62,
            71,
            52
        ],
        [
            10619,
            6109,
            4509,
            10619,
            6109,
            4509
        ],
        [
            14.259784,
            68.259784,
            0,
            0,
            0,
            17.593117
        ],
        [
            1,
            6,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575938,
            -576162,
            -577243,
            -579822,
            -583163,
            351001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10921,
    "evaluation_days": 1820.17,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603785600000,
    "last_datapoint_time": 1757995200000,
    "evaluation_time": 1758003245319,
    "expiration_time": 1762713072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 212,
            "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)