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Trade: AVAX/USDT/360/DCM/VWAP/5999

Strategy
AVAX/USDT/360/DCM/VWAP/5999
Pair
AVAX_USDT
Interval
6h
Score
341810
Daily Profit
0.804895
Profit Factor
5.106026
Profitability
31.632653
Streak
11.980598
Best Strategy
Training Data Length
1820.750000
Evaluation Time
2025-09-17 02:32
Expiration Time
2025-11-10 10:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1567940.517 1465511.709 102428.808 10340825.6145 8289318.511 2051507.1035
Total P&L (%) 1567.9405 1465.5117 102.4288 10340.8256 8289.3185 2051.5071
Avg Daily Profit (%) 0.8612 0.8049 0.0563 0.2556 0.2436 0.1687
Buy And Hold Return (%) 630.9002 630.9002 630.9002 630.9002 630.9002 630.9002
Max Trade Drawdown -114672 -69984 -72756 -10139722 -5356086 -5543797
Profit Factor 3.0593 5.106 1.2532 1.2747 1.4446 1.108
Total Trades 197 98 99 197 98 99
Winning Trades 63 31 32 63 31 32
Losing Trades 134 67 67 134 67 67
Profitability (%) 31.9797 31.6327 32.3232 31.9797 31.6327 32.3232
Ratio Avg Win / Avg Loss 6.5072 11.0356 2.624 2.7112 3.1221 2.3198
Largest Winning Trade 888075 888075 76517 6962224 6962224 3355158
Largest Losing Trade -18236 -18236 -17820 -2054674 -1570520 -2054674
Avg Bars in Trades 36 32 39 36 32 39
Avg Bars in Winners 84 74 93 84 74 93
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 7170 3210 3959 7170 3210 3959
Profit Streak 0 11.9806 0 0 11.9806 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 339593 341810 -289831 128768 132361 -102929

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7283,
    "evaluation_days": 1820.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602309600000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758065523698,
    "expiration_time": 1762764984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1567940.5170416567,
            1465511.7090311018,
            102428.8080105543,
            10340825.614502305,
            8289318.510968979,
            2051507.103533328
        ],
        [
            1567.940517,
            1465.511709,
            102.428808,
            10340.825615,
            8289.318511,
            2051.507104
        ],
        [
            0.861151,
            0.804895,
            0.056256,
            0.255623,
            0.243577,
            0.168685
        ],
        [
            630.900243,
            630.900243,
            630.900243,
            630.900243,
            630.900243,
            630.900243
        ],
        [
            -114672,
            -69984,
            -72756,
            -10139722,
            -5356086,
            -5543797
        ],
        [
            3.059333,
            5.106026,
            1.253245,
            1.274681,
            1.444562,
            1.107971
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            31.979695,
            31.632653,
            32.323232,
            31.979695,
            31.632653,
            32.323232
        ],
        [
            6.507153,
            11.035605,
            2.623982,
            2.711227,
            3.122117,
            2.319814
        ],
        [
            888075,
            888075,
            76517,
            6962224,
            6962224,
            3355158
        ],
        [
            -18236,
            -18236,
            -17820,
            -2054674,
            -1570520,
            -2054674
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            84,
            74,
            93,
            84,
            74,
            93
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            7170,
            3210,
            3959,
            7170,
            3210,
            3959
        ],
        [
            0,
            11.980598,
            0,
            0,
            11.980598,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339593,
            341810,
            -289831,
            128768,
            132361,
            -102929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7283,
    "evaluation_days": 1820.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602309600000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758065523698,
    "expiration_time": 1762764984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)