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Trade: AVAX/USDT/360/SINWMA/VWAP/3479

Strategy
AVAX/USDT/360/SINWMA/VWAP/3479
Pair
AVAX_USDT
Interval
6h
Score
344839
Daily Profit
0.889166
Profit Factor
3.434277
Profitability
30.601093
Streak
0.000000
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-09-13 08:43
Expiration Time
2025-11-06 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1615613.7883 1462569.806 153043.9823 32871328.0107 21892044.692 10979283.3188
Total P&L (%) 1615.6138 1462.5698 153.044 32871.328 21892.0447 10979.2833
Avg Daily Profit (%) 0.8892 0.8049 0.0842 0.3196 0.2973 0.2594
Buy And Hold Return (%) 649.8072 649.8072 649.8072 649.8072 649.8072 649.8072
Max Trade Drawdown -73813 -50185 -41287 -28789593 -27188350 -20808962
Profit Factor 3.4343 5.6797 1.4358 1.2527 1.3396 1.1674
Total Trades 183 91 92 183 91 92
Winning Trades 56 26 30 56 26 30
Losing Trades 127 65 62 127 65 62
Profitability (%) 30.6011 28.5714 32.6087 30.6011 28.5714 32.6087
Ratio Avg Win / Avg Loss 7.7885 14.1993 2.9674 2.841 3.3489 2.4126
Largest Winning Trade 927328 927328 78307 24432907 24432907 12533260
Largest Losing Trade -15637 -15637 -13587 -7468241 -4057708 -7468241
Avg Bars in Trades 38 36 41 38 36 41
Avg Bars in Winners 91 87 94 91 87 94
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 7115 3302 3813 7115 3302 3813
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 344839 67011 -251325 121700 -4079 -33804

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7268,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757742205447,
    "expiration_time": 1762431264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 78,
            "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": [
        [
            1615613.7882731433,
            1462569.8059789557,
            153043.9822941874,
            32871328.010735422,
            21892044.69195847,
            10979283.318776952
        ],
        [
            1615.613788,
            1462.569806,
            153.043982,
            32871.328011,
            21892.044692,
            10979.283319
        ],
        [
            0.889166,
            0.804937,
            0.084229,
            0.319619,
            0.297264,
            0.259426
        ],
        [
            649.807247,
            649.807247,
            649.807247,
            649.807247,
            649.807247,
            649.807247
        ],
        [
            -73813,
            -50185,
            -41287,
            -28789593,
            -27188350,
            -20808962
        ],
        [
            3.434277,
            5.67971,
            1.435825,
            1.252737,
            1.339552,
            1.167398
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            127,
            65,
            62,
            127,
            65,
            62
        ],
        [
            30.601093,
            28.571429,
            32.608696,
            30.601093,
            28.571429,
            32.608696
        ],
        [
            7.78845,
            14.199274,
            2.967372,
            2.84103,
            3.34888,
            2.412623
        ],
        [
            927328,
            927328,
            78307,
            24432907,
            24432907,
            12533260
        ],
        [
            -15637,
            -15637,
            -13587,
            -7468241,
            -4057708,
            -7468241
        ],
        [
            38,
            36,
            41,
            38,
            36,
            41
        ],
        [
            91,
            87,
            94,
            91,
            87,
            94
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            7115,
            3302,
            3813,
            7115,
            3302,
            3813
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344839,
            67011,
            -251325,
            121700,
            -4079,
            -33804
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7268,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757742205447,
    "expiration_time": 1762431264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 78,
            "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)