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Trade: AVAX/USDT/240/VWAP/MIDPRICE/1910

Strategy
AVAX/USDT/240/VWAP/MIDPRICE/1910
Pair
AVAX_USDT
Interval
4h
Score
377012
Daily Profit
0.677641
Profit Factor
2.386805
Profitability
52.765957
Streak
0.000000
Best Strategy
Training Data Length
1821.170000
Evaluation Time
2025-09-17 08:36
Expiration Time
2025-11-10 21:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1234098.9797 1202207.933 31891.0467 1675535.213 4012682.4819 -2337147.2689
Total P&L (%) 1234.099 1202.2079 31.891 1675.5352 4012.6825 -2337.1473
Avg Daily Profit (%) 0.6776 0.6601 0.0175 0.1581 0.2043 0
Buy And Hold Return (%) 661.3782 661.3782 661.3782 661.3782 661.3782 661.3782
Max Trade Drawdown -167145 -93255 -101427 -7261178 -4661386 -3613968
Profit Factor 2.3868 3.6738 1.0724 1.0607 1.2623 0.8101
Total Trades 235 117 118 235 117 118
Winning Trades 124 55 69 124 55 69
Losing Trades 111 62 49 111 62 49
Profitability (%) 52.766 47.0085 58.4746 52.766 47.0085 58.4746
Ratio Avg Win / Avg Loss 2.1366 4.1414 0.7616 0.9495 1.423 0.5753
Largest Winning Trade 761346 761346 64865 4725946 4725946 1061695
Largest Losing Trade -42680 -42680 -35975 -1856009 -1856009 -1421468
Avg Bars in Trades 45 46 44 45 46 44
Avg Bars in Winners 58 64 54 58 64 54
Avg Bars in Losers 30 31 30 30 31 30
Bars Traded 10716 5496 5220 10716 5496 5220
Profit Streak 0 19.9005 0 0 19.9005 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377012 354177 -476891 -149693 232393 -579920

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10927,
    "evaluation_days": 1821.17,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603180800000,
    "last_datapoint_time": 1758081600000,
    "evaluation_time": 1758087399810,
    "expiration_time": 1762802064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 169
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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": [
        [
            1234098.9797124492,
            1202207.9330257478,
            31891.0466867007,
            1675535.2130126636,
            4012682.4819214707,
            -2337147.2689088034
        ],
        [
            1234.09898,
            1202.207933,
            31.891047,
            1675.535213,
            4012.682482,
            -2337.147269
        ],
        [
            0.677641,
            0.660129,
            0.017511,
            0.158083,
            0.204289,
            0
        ],
        [
            661.378246,
            661.378246,
            661.378246,
            661.378246,
            661.378246,
            661.378246
        ],
        [
            -167145,
            -93255,
            -101427,
            -7261178,
            -4661386,
            -3613968
        ],
        [
            2.386805,
            3.673778,
            1.072437,
            1.06069,
            1.262304,
            0.810145
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            124,
            55,
            69,
            124,
            55,
            69
        ],
        [
            111,
            62,
            49,
            111,
            62,
            49
        ],
        [
            52.765957,
            47.008547,
            58.474576,
            52.765957,
            47.008547,
            58.474576
        ],
        [
            2.136576,
            4.14135,
            0.761586,
            0.949489,
            1.422961,
            0.575321
        ],
        [
            761346,
            761346,
            64865,
            4725946,
            4725946,
            1061695
        ],
        [
            -42680,
            -42680,
            -35975,
            -1856009,
            -1856009,
            -1421468
        ],
        [
            45,
            46,
            44,
            45,
            46,
            44
        ],
        [
            58,
            64,
            54,
            58,
            64,
            54
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            10716,
            5496,
            5220,
            10716,
            5496,
            5220
        ],
        [
            0,
            19.900461,
            0,
            0,
            19.900461,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377012,
            354177,
            -476891,
            -149693,
            232393,
            -579920
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10927,
    "evaluation_days": 1821.17,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603180800000,
    "last_datapoint_time": 1758081600000,
    "evaluation_time": 1758087399810,
    "expiration_time": 1762802064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 169
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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)