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Trade: AVAX/USDT/360/VWAP/FWMA/5650

Strategy
AVAX/USDT/360/VWAP/FWMA/5650
Pair
AVAX_USDT
Interval
6h
Score
437162
Daily Profit
0.812391
Profit Factor
4.846204
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1826.250000
Evaluation Time
2025-09-22 13:25
Expiration Time
2025-11-16 02:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1483628.8656 1372560.6325 111068.2331 6944925.2258 6480179.015 464746.2108
Total P&L (%) 1483.6289 1372.5606 111.0682 6944.9252 6480.179 464.7462
Avg Daily Profit (%) 0.8124 0.7516 0.0608 0.2333 0.2295 0.0948
Buy And Hold Return (%) 705.307 705.307 705.307 705.307 705.307 705.307
Max Trade Drawdown -102325 -89790 -47087 -10015365 -6258655 -5961884
Profit Factor 4.8462 7.9591 1.5892 1.2146 1.3964 1.029
Total Trades 98 49 49 98 49 49
Winning Trades 42 18 24 42 18 24
Losing Trades 56 31 25 56 31 25
Profitability (%) 42.8571 36.7347 48.9796 42.8571 36.7347 48.9796
Ratio Avg Win / Avg Loss 6.4616 13.7074 1.6554 1.6195 2.4049 1.0719
Largest Winning Trade 783969 783969 66813 10624348 10624348 4304449
Largest Losing Trade -31029 -28315 -31029 -3758686 -2681257 -3758686
Avg Bars in Trades 69 63 76 69 63 76
Avg Bars in Winners 122 123 121 122 123 121
Avg Bars in Losers 30 27 33 30 27 33
Bars Traded 6854 3089 3764 6854 3089 3764
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 437162 322894 -274831 233225 180421 -421029

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7305,
    "evaluation_days": 1826.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1606068000000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758536740885,
    "expiration_time": 1763254440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "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": [
        [
            1483628.8656028253,
            1372560.6324531722,
            111068.233149653,
            6944925.225796591,
            6480179.014987165,
            464746.2108094185
        ],
        [
            1483.628866,
            1372.560632,
            111.068233,
            6944.925226,
            6480.179015,
            464.746211
        ],
        [
            0.812391,
            0.751573,
            0.060818,
            0.233257,
            0.229511,
            0.094841
        ],
        [
            705.307004,
            705.307004,
            705.307004,
            705.307004,
            705.307004,
            705.307004
        ],
        [
            -102325,
            -89790,
            -47087,
            -10015365,
            -6258655,
            -5961884
        ],
        [
            4.846204,
            7.959106,
            1.589202,
            1.214621,
            1.396416,
            1.029025
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            42.857143,
            36.734694,
            48.979592,
            42.857143,
            36.734694,
            48.979592
        ],
        [
            6.461606,
            13.70735,
            1.655419,
            1.619494,
            2.404939,
            1.071901
        ],
        [
            783969,
            783969,
            66813,
            10624348,
            10624348,
            4304449
        ],
        [
            -31029,
            -28315,
            -31029,
            -3758686,
            -2681257,
            -3758686
        ],
        [
            69,
            63,
            76,
            69,
            63,
            76
        ],
        [
            122,
            123,
            121,
            122,
            123,
            121
        ],
        [
            30,
            27,
            33,
            30,
            27,
            33
        ],
        [
            6854,
            3089,
            3764,
            6854,
            3089,
            3764
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437162,
            322894,
            -274831,
            233225,
            180421,
            -421029
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7305,
    "evaluation_days": 1826.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1606068000000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758536740885,
    "expiration_time": 1763254440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "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)