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Trade: AVAX/USDT/360/VWAP/VWMA/4155

Strategy
AVAX/USDT/360/VWAP/VWMA/4155
Pair
AVAX_USDT
Interval
6h
Score
310440
Daily Profit
0.339674
Profit Factor
1.282222
Profitability
44.000000
Streak
0.000000
Best Strategy
Training Data Length
1827.500000
Evaluation Time
2025-09-23 20:37
Expiration Time
2025-11-17 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1190185.0116 995811.7734 194373.2383 43882329.5405 49028154.8806 -5145825.3402
Total P&L (%) 1190.185 995.8118 194.3732 43882.3295 49028.1549 -5145.8253
Avg Daily Profit (%) 0.6513 0.5449 0.1064 0.3336 0.3397 0
Buy And Hold Return (%) 818.4081 818.4081 818.4081 818.4081 818.4081 818.4081
Max Trade Drawdown -106008 -75730 -68611 -96757756 -61179053 -56018870
Profit Factor 2.1024 2.8725 1.3548 1.1278 1.2822 0.9697
Total Trades 350 175 175 350 175 175
Winning Trades 162 77 85 162 77 85
Losing Trades 188 98 90 188 98 90
Profitability (%) 46.2857 44 48.5714 46.2857 44 48.5714
Ratio Avg Win / Avg Loss 2.4398 3.6558 1.4345 1.3088 1.6319 1.0267
Largest Winning Trade 247625 247625 56619 61158653 61158653 14985390
Largest Losing Trade -23746 -23746 -21209 -16606358 -12794783 -16606358
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 15 16 15 15 16 15
Bars Traded 7202 3617 3584 7202 3617 3584
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 -7893 -83564 -216268 -70138 310440 -579028

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7310,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601618400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758649057157,
    "expiration_time": 1763365680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 40
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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": [
        [
            1190185.0116284296,
            995811.7733618342,
            194373.2382665942,
            43882329.54045034,
            49028154.880621426,
            -5145825.340171099
        ],
        [
            1190.185012,
            995.811773,
            194.373238,
            43882.32954,
            49028.154881,
            -5145.82534
        ],
        [
            0.651264,
            0.544904,
            0.10636,
            0.333599,
            0.339674,
            0
        ],
        [
            818.408093,
            818.408093,
            818.408093,
            818.408093,
            818.408093,
            818.408093
        ],
        [
            -106008,
            -75730,
            -68611,
            -96757756,
            -61179053,
            -56018870
        ],
        [
            2.102419,
            2.87245,
            1.354832,
            1.127769,
            1.282222,
            0.969682
        ],
        [
            350,
            175,
            175,
            350,
            175,
            175
        ],
        [
            162,
            77,
            85,
            162,
            77,
            85
        ],
        [
            188,
            98,
            90,
            188,
            98,
            90
        ],
        [
            46.285714,
            44,
            48.571429,
            46.285714,
            44,
            48.571429
        ],
        [
            2.439845,
            3.655846,
            1.434528,
            1.308769,
            1.631918,
            1.026722
        ],
        [
            247625,
            247625,
            56619,
            61158653,
            61158653,
            14985390
        ],
        [
            -23746,
            -23746,
            -21209,
            -16606358,
            -12794783,
            -16606358
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            15,
            16,
            15,
            15,
            16,
            15
        ],
        [
            7202,
            3617,
            3584,
            7202,
            3617,
            3584
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7893,
            -83564,
            -216268,
            -70138,
            310440,
            -579028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7310,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601618400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758649057157,
    "expiration_time": 1763365680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 40
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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)