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Trade: AVAX/USDT/240/VWAP/SWMA/4410

Strategy
AVAX/USDT/240/VWAP/SWMA/4410
Pair
AVAX_USDT
Interval
4h
Score
311090
Daily Profit
0.255509
Profit Factor
1.292916
Profitability
52.419355
Streak
0.000000
Best Strategy
Training Data Length
1819.830000
Evaluation Time
2025-09-15 23:28
Expiration Time
2025-11-09 12:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1236692.4866 41304.1504 -1277996.6369 -539247.055 -10834144.6181 10294897.5632
Total P&L (%) -1236.6925 41.3042 -1277.9966 -539.2471 -10834.1446 10294.8976
Avg Daily Profit (%) -0.6796 0.0227 -0.7023 0 0 0.2555
Buy And Hold Return (%) 622.0322 622.0322 622.0322 622.0322 622.0322 622.0322
Max Trade Drawdown -1339458 -221826 -1278950 -28369460 -17160064 -16111120
Profit Factor 0.477 1.0711 0.2834 0.9919 0.651 1.2929
Total Trades 248 124 124 248 124 124
Winning Trades 118 59 59 120 55 65
Losing Trades 130 65 65 128 69 59
Profitability (%) 47.5806 47.5806 47.5806 48.3871 44.3548 52.4194
Ratio Avg Win / Avg Loss 0.5255 1.18 0.3123 1.058 0.8167 1.1736
Largest Winning Trade 108030 108030 55891 29657162 4165693 29657162
Largest Losing Trade -711472 -59465 -711472 -11895242 -10046264 -11895242
Avg Bars in Trades 43 46 39 43 46 39
Avg Bars in Winners 40 41 38 41 46 37
Avg Bars in Losers 45 50 41 44 46 41
Bars Traded 10698 5754 4944 10698 5754 4944
Profit Streak 0.8534 0 1.1867 0 3.1867 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -583526 -471841 -584725 -578440 -584170 311090

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10919,
    "evaluation_days": 1819.83,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603828800000,
    "last_datapoint_time": 1757966400000,
    "evaluation_time": 1757968131353,
    "expiration_time": 1762683408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 58
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "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": [
        [
            -1236692.4865580238,
            41304.1503523631,
            -1277996.6369103864,
            -539247.0549949612,
            -10834144.61814697,
            10294897.563152008
        ],
        [
            -1236.692487,
            41.30415,
            -1277.996637,
            -539.247055,
            -10834.144618,
            10294.897563
        ],
        [
            -0.679565,
            0.022697,
            -0.702262,
            0,
            0,
            0.255509
        ],
        [
            622.032171,
            622.032171,
            622.032171,
            622.032171,
            622.032171,
            622.032171
        ],
        [
            -1339458,
            -221826,
            -1278950,
            -28369460,
            -17160064,
            -16111120
        ],
        [
            0.477025,
            1.071066,
            0.28344,
            0.991853,
            0.651008,
            1.292916
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            118,
            59,
            59,
            120,
            55,
            65
        ],
        [
            130,
            65,
            65,
            128,
            69,
            59
        ],
        [
            47.580645,
            47.580645,
            47.580645,
            48.387097,
            44.354839,
            52.419355
        ],
        [
            0.525536,
            1.179988,
            0.312265,
            1.057977,
            0.816719,
            1.17357
        ],
        [
            108030,
            108030,
            55891,
            29657162,
            4165693,
            29657162
        ],
        [
            -711472,
            -59465,
            -711472,
            -11895242,
            -10046264,
            -11895242
        ],
        [
            43,
            46,
            39,
            43,
            46,
            39
        ],
        [
            40,
            41,
            38,
            41,
            46,
            37
        ],
        [
            45,
            50,
            41,
            44,
            46,
            41
        ],
        [
            10698,
            5754,
            4944,
            10698,
            5754,
            4944
        ],
        [
            0.853372,
            0,
            1.186705,
            0,
            3.186705,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -583526,
            -471841,
            -584725,
            -578440,
            -584170,
            311090
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10919,
    "evaluation_days": 1819.83,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603828800000,
    "last_datapoint_time": 1757966400000,
    "evaluation_time": 1757968131353,
    "expiration_time": 1762683408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 58
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "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)