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Trade: AVAX/USDT/360/DCM/VWMA/8667

Strategy
AVAX/USDT/360/DCM/VWMA/8667
Pair
AVAX_USDT
Interval
6h
Score
457727
Daily Profit
1.028342
Profit Factor
5.601428
Profitability
34.693878
Streak
30.475909
Best Strategy
Training Data Length
1823.000000
Evaluation Time
2025-09-19 08:25
Expiration Time
2025-11-12 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1865485.7774 1874666.6425 -9180.8652 752754.9828 1370223.4077 -617468.4249
Total P&L (%) 1865.4858 1874.6666 -9.1809 752.755 1370.2234 -617.4684
Avg Daily Profit (%) 1.0233 1.0283 -0.005 0.1176 0.1476 0
Buy And Hold Return (%) 750.497 750.497 750.497 750.497 750.497 750.497
Max Trade Drawdown -176502 -127988 -128437 -1081859 -838486 -779499
Profit Factor 3.3618 5.6014 0.976 1.131 1.4585 0.776
Total Trades 99 49 50 99 49 50
Winning Trades 39 17 22 39 17 22
Losing Trades 60 32 28 60 32 28
Profitability (%) 39.3939 34.6939 44 39.3939 34.6939 44
Ratio Avg Win / Avg Loss 5.172 10.5439 1.2422 1.74 2.7454 0.9877
Largest Winning Trade 1427201 1427201 76133 1143558 1143558 492444
Largest Losing Trade -47629 -47629 -33893 -587192 -587192 -290304
Avg Bars in Trades 72 65 79 72 65 79
Avg Bars in Winners 119 108 127 119 108 127
Avg Bars in Losers 41 41 40 41 41 40
Bars Traded 7147 3193 3954 7147 3193 3954
Profit Streak 0 30.4759 0 0 30.4759 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 441934 457727 -761500 -279543 -6848 -763166

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7292,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602741600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758259518526,
    "expiration_time": 1762965216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "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": [
        [
            1865485.7773665541,
            1874666.6425499648,
            -9180.8651834114,
            752754.9828296358,
            1370223.4077090293,
            -617468.424879394
        ],
        [
            1865.485777,
            1874.666643,
            -9.180865,
            752.754983,
            1370.223408,
            -617.468425
        ],
        [
            1.023305,
            1.028342,
            -0.005036,
            0.117639,
            0.147558,
            0
        ],
        [
            750.497028,
            750.497028,
            750.497028,
            750.497028,
            750.497028,
            750.497028
        ],
        [
            -176502,
            -127988,
            -128437,
            -1081859,
            -838486,
            -779499
        ],
        [
            3.361773,
            5.601428,
            0.975995,
            1.131012,
            1.458479,
            0.77604
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            39.393939,
            34.693878,
            44,
            39.393939,
            34.693878,
            44
        ],
        [
            5.171959,
            10.543864,
            1.242175,
            1.740019,
            2.745371,
            0.987688
        ],
        [
            1427201,
            1427201,
            76133,
            1143558,
            1143558,
            492444
        ],
        [
            -47629,
            -47629,
            -33893,
            -587192,
            -587192,
            -290304
        ],
        [
            72,
            65,
            79,
            72,
            65,
            79
        ],
        [
            119,
            108,
            127,
            119,
            108,
            127
        ],
        [
            41,
            41,
            40,
            41,
            41,
            40
        ],
        [
            7147,
            3193,
            3954,
            7147,
            3193,
            3954
        ],
        [
            0,
            30.475909,
            0,
            0,
            30.475909,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441934,
            457727,
            -761500,
            -279543,
            -6848,
            -763166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7292,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602741600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758259518526,
    "expiration_time": 1762965216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "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)