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Trade: AVAX/USDT/360/HL2/VWAP/4666

Strategy
AVAX/USDT/360/HL2/VWAP/4666
Pair
AVAX_USDT
Interval
6h
Score
391804
Daily Profit
0.824136
Profit Factor
5.193414
Profitability
37.681159
Streak
0.000000
Best Strategy
Training Data Length
1821.250000
Evaluation Time
2025-09-17 09:57
Expiration Time
2025-11-10 23:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1500957.1869 1355436.888 145520.2989 15825594.8372 10121732.6422 5703862.195
Total P&L (%) 1500.9572 1355.4369 145.5203 15825.5948 10121.7326 5703.8622
Avg Daily Profit (%) 0.8241 0.7442 0.0799 0.2788 0.2544 0.2232
Buy And Hold Return (%) 694.5394 694.5394 694.5394 694.5394 694.5394 694.5394
Max Trade Drawdown -99051 -103389 -34593 -13768525 -8781705 -7467743
Profit Factor 5.1934 7.9315 1.8962 1.3715 1.4388 1.292
Total Trades 138 69 69 138 69 69
Winning Trades 52 24 28 52 24 28
Losing Trades 86 45 41 86 45 41
Profitability (%) 37.6812 34.7826 40.5797 37.6812 34.7826 40.5797
Ratio Avg Win / Avg Loss 8.5891 14.8715 2.7765 2.2682 2.6977 1.8918
Largest Winning Trade 729865 729865 64787 12787314 12787314 7852838
Largest Losing Trade -24677 -24282 -24677 -6016775 -2930558 -6016775
Avg Bars in Trades 49 45 54 49 45 54
Avg Bars in Winners 90 92 88 90 92 88
Avg Bars in Losers 25 19 30 25 19 30
Bars Traded 6859 3119 3740 6859 3119 3740
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391804 -93870 -354071 213033 -97330 -96239

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7285,
    "evaluation_days": 1821.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758092235169,
    "expiration_time": 1762809480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 239
        }
    },
    "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": [
        [
            1500957.1868979242,
            1355436.8879977283,
            145520.2989001954,
            15825594.837193076,
            10121732.642192882,
            5703862.195000184
        ],
        [
            1500.957187,
            1355.436888,
            145.520299,
            15825.594837,
            10121.732642,
            5703.862195
        ],
        [
            0.824136,
            0.744234,
            0.079901,
            0.278796,
            0.254385,
            0.223233
        ],
        [
            694.539357,
            694.539357,
            694.539357,
            694.539357,
            694.539357,
            694.539357
        ],
        [
            -99051,
            -103389,
            -34593,
            -13768525,
            -8781705,
            -7467743
        ],
        [
            5.193414,
            7.93146,
            1.896152,
            1.37145,
            1.43878,
            1.291951
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            37.681159,
            34.782609,
            40.57971,
            37.681159,
            34.782609,
            40.57971
        ],
        [
            8.589107,
            14.871488,
            2.776508,
            2.268167,
            2.697713,
            1.891786
        ],
        [
            729865,
            729865,
            64787,
            12787314,
            12787314,
            7852838
        ],
        [
            -24677,
            -24282,
            -24677,
            -6016775,
            -2930558,
            -6016775
        ],
        [
            49,
            45,
            54,
            49,
            45,
            54
        ],
        [
            90,
            92,
            88,
            90,
            92,
            88
        ],
        [
            25,
            19,
            30,
            25,
            19,
            30
        ],
        [
            6859,
            3119,
            3740,
            6859,
            3119,
            3740
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391804,
            -93870,
            -354071,
            213033,
            -97330,
            -96239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7285,
    "evaluation_days": 1821.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758092235169,
    "expiration_time": 1762809480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 239
        }
    },
    "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)