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Trade: AVAX/USDT/360/VWAP/VWAP/8515

Strategy
AVAX/USDT/360/VWAP/VWAP/8515
Pair
AVAX_USDT
Interval
6h
Score
438747
Daily Profit
0.796683
Profit Factor
4.468070
Profitability
37.234043
Streak
0.000000
Best Strategy
Training Data Length
1811.750000
Evaluation Time
2025-09-07 21:10
Expiration Time
2025-11-01 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1443391.0919 1344640.2101 98750.8817 6279859.0059 4722683.62 1557175.386
Total P&L (%) 1443.3911 1344.6402 98.7509 6279.859 4722.6836 1557.1754
Avg Daily Profit (%) 0.7967 0.7422 0.0545 0.2296 0.2142 0.1551
Buy And Hold Return (%) 580.3368 580.3368 580.3368 580.3368 580.3368 580.3368
Max Trade Drawdown -76330 -63122 -40626 -4298851 -2732644 -2042790
Profit Factor 4.4681 6.6245 1.5575 1.4638 1.6643 1.2421
Total Trades 94 47 47 94 47 47
Winning Trades 35 12 23 35 12 23
Losing Trades 59 35 24 59 35 24
Profitability (%) 37.234 25.5319 48.9362 37.234 25.5319 48.9362
Ratio Avg Win / Avg Loss 7.5319 19.3215 1.6252 2.4675 4.8541 1.2961
Largest Winning Trade 721674 721674 62979 6175690 6175690 2529620
Largest Losing Trade -29762 -29762 -20210 -1715319 -912897 -1715319
Avg Bars in Trades 74 68 80 74 68 80
Avg Bars in Winners 136 170 119 136 170 119
Avg Bars in Losers 37 33 42 37 33 42
Bars Traded 7001 3226 3776 7001 3226 3776
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 438747 -11242 -283473 207822 -16356 131711

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7247,
    "evaluation_days": 1811.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757268648538,
    "expiration_time": 1761964056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 201
        }
    },
    "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": [
        [
            1443391.0918651791,
            1344640.2101497643,
            98750.8817154151,
            6279859.005932888,
            4722683.619967762,
            1557175.3859651284
        ],
        [
            1443.391092,
            1344.64021,
            98.750882,
            6279.859006,
            4722.68362,
            1557.175386
        ],
        [
            0.796683,
            0.742178,
            0.054506,
            0.22964,
            0.214161,
            0.155092
        ],
        [
            580.336811,
            580.336811,
            580.336811,
            580.336811,
            580.336811,
            580.336811
        ],
        [
            -76330,
            -63122,
            -40626,
            -4298851,
            -2732644,
            -2042790
        ],
        [
            4.46807,
            6.624506,
            1.557517,
            1.46375,
            1.664274,
            1.242101
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            35,
            12,
            23,
            35,
            12,
            23
        ],
        [
            59,
            35,
            24,
            59,
            35,
            24
        ],
        [
            37.234043,
            25.531915,
            48.93617,
            37.234043,
            25.531915,
            48.93617
        ],
        [
            7.53189,
            19.321476,
            1.625235,
            2.467465,
            4.854133,
            1.296105
        ],
        [
            721674,
            721674,
            62979,
            6175690,
            6175690,
            2529620
        ],
        [
            -29762,
            -29762,
            -20210,
            -1715319,
            -912897,
            -1715319
        ],
        [
            74,
            68,
            80,
            74,
            68,
            80
        ],
        [
            136,
            170,
            119,
            136,
            170,
            119
        ],
        [
            37,
            33,
            42,
            37,
            33,
            42
        ],
        [
            7001,
            3226,
            3776,
            7001,
            3226,
            3776
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438747,
            -11242,
            -283473,
            207822,
            -16356,
            131711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7247,
    "evaluation_days": 1811.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757268648538,
    "expiration_time": 1761964056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 201
        }
    },
    "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)