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Trade: AVAX/USDT/360/VWAP/HL2/6293

Strategy
AVAX/USDT/360/VWAP/HL2/6293
Pair
AVAX_USDT
Interval
6h
Score
419420
Daily Profit
0.271761
Profit Factor
1.604817
Profitability
48.275862
Streak
13.659139
Best Strategy
Training Data Length
1822.250000
Evaluation Time
2025-09-18 12:49
Expiration Time
2025-11-12 00:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1268865.2576 5511.2048 -1274376.4624 -1232360.7642 -15185819.4256 13953458.6614
Total P&L (%) -1268.8653 5.5112 -1274.3765 -1232.3608 -15185.8194 13953.4587
Avg Daily Profit (%) -0.6963 0.003 -0.6993 0 0 0.2718
Buy And Hold Return (%) 695.3225 695.3225 695.3225 695.3225 695.3225 695.3225
Max Trade Drawdown -1377500 -203773 -1348305 -43590339 -33476595 -10148752
Profit Factor 0.3938 1.0141 0.2519 0.9811 0.6398 1.6048
Total Trades 233 117 116 233 117 116
Winning Trades 150 76 74 115 59 56
Losing Trades 83 41 42 118 58 60
Profitability (%) 64.3777 64.9573 63.7931 49.3562 50.4274 48.2759
Ratio Avg Win / Avg Loss 0.2179 0.5471 0.143 1.0067 0.629 1.7194
Largest Winning Trade 34626 33168 34626 14915636 4567197 14915636
Largest Losing Trade -788212 -78867 -788212 -28518658 -28518658 -4602074
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 14 14 15 28 27 29
Avg Bars in Losers 59 65 54 32 36 29
Bars Traded 7152 3742 3410 7152 3742 3410
Profit Streak 11.6591 12.1591 0 0 0 13.6591
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577065 -558871 -578958 -578142 -580965 419420

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7289,
    "evaluation_days": 1822.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1758175200000,
    "evaluation_time": 1758188949592,
    "expiration_time": 1762898472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 91
        }
    }
}
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": [
        [
            -1268865.257596073,
            5511.204821942,
            -1274376.4624180153,
            -1232360.7641883595,
            -15185819.425551709,
            13953458.661363339
        ],
        [
            -1268.865258,
            5.511205,
            -1274.376462,
            -1232.360764,
            -15185.819426,
            13953.458661
        ],
        [
            -0.696318,
            0.003024,
            -0.699342,
            0,
            0,
            0.271761
        ],
        [
            695.322487,
            695.322487,
            695.322487,
            695.322487,
            695.322487,
            695.322487
        ],
        [
            -1377500,
            -203773,
            -1348305,
            -43590339,
            -33476595,
            -10148752
        ],
        [
            0.393797,
            1.014144,
            0.251899,
            0.981108,
            0.639827,
            1.604817
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            150,
            76,
            74,
            115,
            59,
            56
        ],
        [
            83,
            41,
            42,
            118,
            58,
            60
        ],
        [
            64.377682,
            64.957265,
            63.793103,
            49.356223,
            50.42735,
            48.275862
        ],
        [
            0.217901,
            0.547104,
            0.14297,
            1.006702,
            0.628982,
            1.719447
        ],
        [
            34626,
            33168,
            34626,
            14915636,
            4567197,
            14915636
        ],
        [
            -788212,
            -78867,
            -788212,
            -28518658,
            -28518658,
            -4602074
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            14,
            14,
            15,
            28,
            27,
            29
        ],
        [
            59,
            65,
            54,
            32,
            36,
            29
        ],
        [
            7152,
            3742,
            3410,
            7152,
            3742,
            3410
        ],
        [
            11.659139,
            12.159139,
            0,
            0,
            0,
            13.659139
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577065,
            -558871,
            -578958,
            -578142,
            -580965,
            419420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7289,
    "evaluation_days": 1822.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1758175200000,
    "evaluation_time": 1758188949592,
    "expiration_time": 1762898472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 91
        }
    }
}

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)