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Trade: AVAX/USDT/360/VWAP/HMA/5126

Strategy
AVAX/USDT/360/VWAP/HMA/5126
Pair
AVAX_USDT
Interval
6h
Score
319648
Daily Profit
0.256661
Profit Factor
1.318402
Profitability
45.669291
Streak
8.207169
Best Strategy
Training Data Length
1813.750000
Evaluation Time
2025-09-10 01:58
Expiration Time
2025-11-03 05:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1081178.2578 966164.4472 115013.8105 10519247.5214 10350383.0174 168864.5039
Total P&L (%) 1081.1783 966.1644 115.0138 10519.2475 10350.383 168.8645
Avg Daily Profit (%) 0.5961 0.5327 0.0634 0.2575 0.2567 0.0545
Buy And Hold Return (%) 569.0666 569.0666 569.0666 569.0666 569.0666 569.0666
Max Trade Drawdown -100636 -75925 -61069 -14919385 -11061034 -7898508
Profit Factor 2.1716 3.0762 1.2514 1.1491 1.3184 1.0044
Total Trades 255 127 128 255 127 128
Winning Trades 118 58 60 118 58 60
Losing Trades 137 69 68 137 69 68
Profitability (%) 46.2745 45.6693 46.875 46.2745 45.6693 46.875
Ratio Avg Win / Avg Loss 2.5213 3.6597 1.4183 1.3342 1.5684 1.1384
Largest Winning Trade 276634 276634 71071 8432764 8432764 5633546
Largest Losing Trade -26917 -26917 -25095 -3018924 -2771995 -3018924
Avg Bars in Trades 27 26 29 27 26 29
Avg Bars in Winners 36 33 38 36 33 38
Avg Bars in Losers 20 20 21 20 20 21
Bars Traded 7130 3353 3777 7130 3353 3777
Profit Streak 0 8.2072 0 0 8.2072 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 293817 248564 -275399 -47788 319648 -502652

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7255,
    "evaluation_days": 1813.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603173600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757458699390,
    "expiration_time": 1762142040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 39
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 104,
            "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": [
        [
            1081178.2577885864,
            966164.4472494831,
            115013.8105391045,
            10519247.521359267,
            10350383.017416514,
            168864.5039427498
        ],
        [
            1081.178258,
            966.164447,
            115.013811,
            10519.247521,
            10350.383017,
            168.864504
        ],
        [
            0.596101,
            0.532689,
            0.063412,
            0.257547,
            0.256661,
            0.054545
        ],
        [
            569.066598,
            569.066598,
            569.066598,
            569.066598,
            569.066598,
            569.066598
        ],
        [
            -100636,
            -75925,
            -61069,
            -14919385,
            -11061034,
            -7898508
        ],
        [
            2.171596,
            3.076238,
            1.251406,
            1.149133,
            1.318402,
            1.00444
        ],
        [
            255,
            127,
            128,
            255,
            127,
            128
        ],
        [
            118,
            58,
            60,
            118,
            58,
            60
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            46.27451,
            45.669291,
            46.875,
            46.27451,
            45.669291,
            46.875
        ],
        [
            2.521259,
            3.659663,
            1.418261,
            1.334163,
            1.568443,
            1.138366
        ],
        [
            276634,
            276634,
            71071,
            8432764,
            8432764,
            5633546
        ],
        [
            -26917,
            -26917,
            -25095,
            -3018924,
            -2771995,
            -3018924
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            36,
            33,
            38,
            36,
            33,
            38
        ],
        [
            20,
            20,
            21,
            20,
            20,
            21
        ],
        [
            7130,
            3353,
            3777,
            7130,
            3353,
            3777
        ],
        [
            0,
            8.207169,
            0,
            0,
            8.207169,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293817,
            248564,
            -275399,
            -47788,
            319648,
            -502652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7255,
    "evaluation_days": 1813.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603173600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757458699390,
    "expiration_time": 1762142040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 39
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 104,
            "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)