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Trade: AVAX/USDT/30/PWMA/VWAP/5130

Strategy
AVAX/USDT/30/PWMA/VWAP/5130
Pair
AVAX_USDT
Interval
30m
Score
352329
Daily Profit
0.269813
Profit Factor
1.273602
Profitability
50.545455
Streak
5.513316
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-22 21:19
Expiration Time
2025-12-06 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140526.4941 95278.0966 45248.3976 147780.3071 129255.0834 18525.2237
Total P&L (%) 140.5265 95.2781 45.2484 147.7803 129.2551 18.5252
Avg Daily Profit (%) 0.2698 0.1829 0.0869 0.1744 0.1594 0.0326
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45050 -50217 -46929 -117639 -121061 -133921
Profit Factor 1.2736 1.3589 1.1823 1.133 1.233 1.0333
Total Trades 275 138 137 275 138 137
Winning Trades 139 70 69 139 70 69
Losing Trades 136 68 68 136 68 68
Profitability (%) 50.5455 50.7246 50.365 50.5455 50.7246 50.365
Ratio Avg Win / Avg Loss 1.2461 1.3201 1.1652 1.1085 1.1978 1.0183
Largest Winning Trade 24414 24414 18246 50025 50025 40608
Largest Losing Trade -19816 -19816 -17698 -45384 -45384 -41652
Avg Bars in Trades 88 93 84 88 93 84
Avg Bars in Winners 86 85 86 86 85 86
Avg Bars in Losers 91 100 83 91 100 83
Bars Traded 24469 12850 11618 24469 12850 11618
Profit Streak 5.5133 7.2842 0 5.5133 7.2842 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352329 285733 -99406 -65203 250797 -341791

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713565800000,
    "first_datapoint_time": 1713997800000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758565150548,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 197
        }
    }
}
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": [
        [
            140526.4941211776,
            95278.0965509342,
            45248.3975702432,
            147780.3070792481,
            129255.0833616823,
            18525.2237175656
        ],
        [
            140.526494,
            95.278097,
            45.248398,
            147.780307,
            129.255083,
            18.525224
        ],
        [
            0.269813,
            0.182935,
            0.086877,
            0.174368,
            0.159424,
            0.032637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45050,
            -50217,
            -46929,
            -117639,
            -121061,
            -133921
        ],
        [
            1.273602,
            1.358938,
            1.182327,
            1.132977,
            1.233018,
            1.033282
        ],
        [
            275,
            138,
            137,
            275,
            138,
            137
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            50.545455,
            50.724638,
            50.364964,
            50.545455,
            50.724638,
            50.364964
        ],
        [
            1.246114,
            1.320112,
            1.165192,
            1.108524,
            1.197789,
            1.018306
        ],
        [
            24414,
            24414,
            18246,
            50025,
            50025,
            40608
        ],
        [
            -19816,
            -19816,
            -17698,
            -45384,
            -45384,
            -41652
        ],
        [
            88,
            93,
            84,
            88,
            93,
            84
        ],
        [
            86,
            85,
            86,
            86,
            85,
            86
        ],
        [
            91,
            100,
            83,
            91,
            100,
            83
        ],
        [
            24469,
            12850,
            11618,
            24469,
            12850,
            11618
        ],
        [
            5.513316,
            7.28415,
            0,
            5.513316,
            7.28415,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352329,
            285733,
            -99406,
            -65203,
            250797,
            -341791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713565800000,
    "first_datapoint_time": 1713997800000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758565150548,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 197
        }
    }
}

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)