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Trade: AVAX/USDT/360/JMA/VWAP/1355

Strategy
AVAX/USDT/360/JMA/VWAP/1355
Pair
AVAX_USDT
Interval
6h
Score
543203
Daily Profit
0.859512
Profit Factor
4.457086
Profitability
43.801653
Streak
0.000000
Best Strategy
Training Data Length
1817.750000
Evaluation Time
2025-09-13 21:01
Expiration Time
2025-11-07 08:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1562378.2034 1377428.5425 184949.6609 52644102.7273 33166730.3532 19477372.3741
Total P&L (%) 1562.3782 1377.4285 184.9497 52644.1027 33166.7304 19477.3724
Avg Daily Profit (%) 0.8595 0.7578 0.1017 0.3454 0.32 0.2907
Buy And Hold Return (%) 593.0624 593.0624 593.0624 593.0624 593.0624 593.0624
Max Trade Drawdown -92151 -68627 -83960 -23781109 -6576729 -18762763
Profit Factor 4.4571 8.4569 1.6921 2.4793 3.6507 1.8441
Total Trades 121 60 61 121 60 61
Winning Trades 53 22 31 53 22 31
Losing Trades 68 38 30 68 38 30
Profitability (%) 43.8017 36.6667 50.8197 43.8017 36.6667 50.8197
Ratio Avg Win / Avg Loss 5.7185 14.6075 1.6375 3.1809 6.3058 1.7846
Largest Winning Trade 609229 609229 75146 18106718 12192840 18106718
Largest Losing Trade -34121 -15234 -34121 -10539123 -1721362 -10539123
Avg Bars in Trades 58 54 62 58 54 62
Avg Bars in Winners 106 115 99 106 115 99
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 7081 3251 3830 7081 3251 3830
Profit Streak 0 18.7509 0 0 18.7509 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 543203 -157487 -381290 428988 -158213 -149261

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7271,
    "evaluation_days": 1817.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603800000000,
    "last_datapoint_time": 1757786400000,
    "evaluation_time": 1757786476948,
    "expiration_time": 1762498008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 11,
            "offset": 131
        }
    },
    "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": [
        [
            1562378.203417273,
            1377428.5425064391,
            184949.6609108333,
            52644102.727312945,
            33166730.35324198,
            19477372.37407097
        ],
        [
            1562.378203,
            1377.428543,
            184.949661,
            52644.102727,
            33166.730353,
            19477.372374
        ],
        [
            0.859512,
            0.757766,
            0.101746,
            0.345419,
            0.31998,
            0.290724
        ],
        [
            593.062352,
            593.062352,
            593.062352,
            593.062352,
            593.062352,
            593.062352
        ],
        [
            -92151,
            -68627,
            -83960,
            -23781109,
            -6576729,
            -18762763
        ],
        [
            4.457086,
            8.456946,
            1.692131,
            2.479258,
            3.650702,
            1.844063
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            43.801653,
            36.666667,
            50.819672,
            43.801653,
            36.666667,
            50.819672
        ],
        [
            5.718525,
            14.607453,
            1.637547,
            3.180935,
            6.305759,
            1.784577
        ],
        [
            609229,
            609229,
            75146,
            18106718,
            12192840,
            18106718
        ],
        [
            -34121,
            -15234,
            -34121,
            -10539123,
            -1721362,
            -10539123
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            106,
            115,
            99,
            106,
            115,
            99
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            7081,
            3251,
            3830,
            7081,
            3251,
            3830
        ],
        [
            0,
            18.750891,
            0,
            0,
            18.750891,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543203,
            -157487,
            -381290,
            428988,
            -158213,
            -149261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7271,
    "evaluation_days": 1817.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603800000000,
    "last_datapoint_time": 1757786400000,
    "evaluation_time": 1757786476948,
    "expiration_time": 1762498008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 11,
            "offset": 131
        }
    },
    "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)