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Trade: AVAX/USDT/360/VWAP/JMA/3611

Strategy
AVAX/USDT/360/VWAP/JMA/3611
Pair
AVAX_USDT
Interval
6h
Score
379477
Daily Profit
0.779970
Profit Factor
3.918688
Profitability
41.525424
Streak
0.000000
Best Strategy
Training Data Length
1820.500000
Evaluation Time
2025-09-16 17:53
Expiration Time
2025-11-10 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1419935.9033 1338382.4709 81553.4325 5251588.9491 5153406.1453 98182.8038
Total P&L (%) 1419.9359 1338.3825 81.5534 5251.5889 5153.4061 98.1828
Avg Daily Profit (%) 0.78 0.7352 0.0448 0.2189 0.2178 0.0376
Buy And Hold Return (%) 688.5068 688.5068 688.5068 688.5068 688.5068 688.5068
Max Trade Drawdown -125866 -102966 -77953 -2257571 -1632543 -1532607
Profit Factor 3.9187 6.6787 1.3252 1.5521 2.1058 1.0202
Total Trades 118 59 59 118 59 59
Winning Trades 49 19 30 49 19 30
Losing Trades 69 40 29 69 40 29
Profitability (%) 41.5254 32.2034 50.8475 41.5254 32.2034 50.8475
Ratio Avg Win / Avg Loss 5.5182 14.0605 1.281 2.1855 4.4333 0.9862
Largest Winning Trade 812864 812864 67915 3537438 3537438 1452215
Largest Losing Trade -27361 -16470 -27361 -757729 -756219 -757729
Avg Bars in Trades 59 55 64 59 55 64
Avg Bars in Winners 94 109 85 94 109 85
Avg Bars in Losers 35 30 42 35 30 42
Bars Traded 7078 3285 3792 7078 3285 3792
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 379477 -170001 -475187 286263 -171684 -684985

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7282,
    "evaluation_days": 1820.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758034412723,
    "expiration_time": 1762742736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 149
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 12,
            "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": [
        [
            1419935.9033305852,
            1338382.4708533718,
            81553.4324772143,
            5251588.949097765,
            5153406.145252476,
            98182.8038452918
        ],
        [
            1419.935903,
            1338.382471,
            81.553432,
            5251.588949,
            5153.406145,
            98.182804
        ],
        [
            0.77997,
            0.735173,
            0.044797,
            0.218859,
            0.21784,
            0.03758
        ],
        [
            688.50678,
            688.50678,
            688.50678,
            688.50678,
            688.50678,
            688.50678
        ],
        [
            -125866,
            -102966,
            -77953,
            -2257571,
            -1632543,
            -1532607
        ],
        [
            3.918688,
            6.678722,
            1.325155,
            1.55205,
            2.105809,
            1.020233
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            49,
            19,
            30,
            49,
            19,
            30
        ],
        [
            69,
            40,
            29,
            69,
            40,
            29
        ],
        [
            41.525424,
            32.20339,
            50.847458,
            41.525424,
            32.20339,
            50.847458
        ],
        [
            5.518153,
            14.060467,
            1.280983,
            2.18554,
            4.433283,
            0.986225
        ],
        [
            812864,
            812864,
            67915,
            3537438,
            3537438,
            1452215
        ],
        [
            -27361,
            -16470,
            -27361,
            -757729,
            -756219,
            -757729
        ],
        [
            59,
            55,
            64,
            59,
            55,
            64
        ],
        [
            94,
            109,
            85,
            94,
            109,
            85
        ],
        [
            35,
            30,
            42,
            35,
            30,
            42
        ],
        [
            7078,
            3285,
            3792,
            7078,
            3285,
            3792
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379477,
            -170001,
            -475187,
            286263,
            -171684,
            -684985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7282,
    "evaluation_days": 1820.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758034412723,
    "expiration_time": 1762742736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 149
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 12,
            "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)