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Trade: AVAX/USDT/240/VWMA/PSAR/2832

Strategy
AVAX/USDT/240/VWMA/PSAR/2832
Pair
AVAX_USDT
Interval
4h
Score
313080
Daily Profit
0.186797
Profit Factor
1.396997
Profitability
46.842105
Streak
14.444169
Best Strategy
Training Data Length
1817.830000
Evaluation Time
2025-09-14 01:39
Expiration Time
2025-11-07 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 791076.3276 779184.2017 11892.1258 645222.559 2873975.2543 -2228752.6953
Total P&L (%) 791.0763 779.1842 11.8921 645.2226 2873.9753 -2228.7527
Avg Daily Profit (%) 0.4352 0.4286 0.0065 0.1106 0.1868 0
Buy And Hold Return (%) 608.4747 608.4747 608.4747 608.4747 608.4747 608.4747
Max Trade Drawdown -133637 -105875 -113040 -3931575 -1523525 -2914540
Profit Factor 1.6068 2.2736 1.0172 1.0408 1.397 0.7401
Total Trades 380 190 190 380 190 190
Winning Trades 180 89 91 180 89 91
Losing Trades 200 101 99 200 101 99
Profitability (%) 47.3684 46.8421 47.8947 47.3684 46.8421 47.8947
Ratio Avg Win / Avg Loss 1.7854 2.5801 1.1066 1.1564 1.5854 0.8051
Largest Winning Trade 271921 271921 52343 3166284 3166284 432474
Largest Losing Trade -66793 -32393 -66793 -2216813 -1017517 -2216813
Avg Bars in Trades 28 25 30 28 25 30
Avg Bars in Winners 36 32 40 36 32 40
Avg Bars in Losers 21 20 21 21 20 21
Bars Traded 10764 4939 5825 10764 4939 5825
Profit Streak 0 14.4442 0 0 14.4442 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58084 -63611 -551859 -366382 313080 -581157

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10907,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757803176222,
    "expiration_time": 1762505424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            791076.3275678154,
            779184.2017431327,
            11892.1258246825,
            645222.5590246819,
            2873975.254315062,
            -2228752.6952903843
        ],
        [
            791.076328,
            779.184202,
            11.892126,
            645.222559,
            2873.975254,
            -2228.752695
        ],
        [
            0.435176,
            0.428634,
            0.006542,
            0.110551,
            0.186797,
            0
        ],
        [
            608.474657,
            608.474657,
            608.474657,
            608.474657,
            608.474657,
            608.474657
        ],
        [
            -133637,
            -105875,
            -113040,
            -3931575,
            -1523525,
            -2914540
        ],
        [
            1.606825,
            2.273574,
            1.01719,
            1.040801,
            1.396997,
            0.740074
        ],
        [
            380,
            190,
            190,
            380,
            190,
            190
        ],
        [
            180,
            89,
            91,
            180,
            89,
            91
        ],
        [
            200,
            101,
            99,
            200,
            101,
            99
        ],
        [
            47.368421,
            46.842105,
            47.894737,
            47.368421,
            46.842105,
            47.894737
        ],
        [
            1.785361,
            2.580123,
            1.106613,
            1.156446,
            1.585356,
            0.805135
        ],
        [
            271921,
            271921,
            52343,
            3166284,
            3166284,
            432474
        ],
        [
            -66793,
            -32393,
            -66793,
            -2216813,
            -1017517,
            -2216813
        ],
        [
            28,
            25,
            30,
            28,
            25,
            30
        ],
        [
            36,
            32,
            40,
            36,
            32,
            40
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            10764,
            4939,
            5825,
            10764,
            4939,
            5825
        ],
        [
            0,
            14.444169,
            0,
            0,
            14.444169,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58084,
            -63611,
            -551859,
            -366382,
            313080,
            -581157
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10907,
    "evaluation_days": 1817.83,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757803176222,
    "expiration_time": 1762505424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)