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Trade: AVAX/USDT/360/VWMA/DCM/1251

Strategy
AVAX/USDT/360/VWMA/DCM/1251
Pair
AVAX_USDT
Interval
6h
Score
355806
Daily Profit
0.671621
Profit Factor
4.731577
Profitability
40.425532
Streak
98.375199
Best Strategy
Training Data Length
1815.250000
Evaluation Time
2025-09-11 12:00
Expiration Time
2025-11-04 18:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1199041.1072 1219159.8379 -20118.7307 530851.9065 1792617.9749 -1261766.0683
Total P&L (%) 1199.0411 1219.1598 -20.1187 530.8519 1792.618 -1261.7661
Avg Daily Profit (%) 0.6605 0.6716 -0.0111 0.1015 0.1621 0
Buy And Hold Return (%) 601.1061 601.1061 601.1061 601.1061 601.1061 601.1061
Max Trade Drawdown -136317 -115395 -112480 -2214240 -1935129 -1746128
Profit Factor 2.7745 4.7316 0.9424 1.0623 1.4389 0.7153
Total Trades 94 47 47 94 47 47
Winning Trades 39 19 20 39 19 20
Losing Trades 55 28 27 55 28 27
Profitability (%) 41.4894 40.4255 42.5532 41.4894 40.4255 42.5532
Ratio Avg Win / Avg Loss 3.9127 6.9729 1.2722 1.4982 2.1205 0.9656
Largest Winning Trade 863615 863615 59081 1941827 1941827 625147
Largest Losing Trade -36034 -36034 -34186 -760043 -760043 -644487
Avg Bars in Trades 74 73 76 74 73 76
Avg Bars in Winners 105 102 108 105 102 108
Avg Bars in Losers 53 53 53 53 53 53
Bars Traded 7042 3435 3608 7042 3435 3608
Profit Streak 0 98.3752 0 0 98.3752 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 262284 355806 -581926 -377824 127742 -583592

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7261,
    "evaluation_days": 1815.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757581217166,
    "expiration_time": 1762275528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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": [
        [
            1199041.1072426767,
            1219159.8379131476,
            -20118.7306704709,
            530851.9065389633,
            1792617.9748873068,
            -1261766.068348345
        ],
        [
            1199.041107,
            1219.159838,
            -20.118731,
            530.851907,
            1792.617975,
            -1261.766068
        ],
        [
            0.660538,
            0.671621,
            -0.011083,
            0.10152,
            0.162123,
            0
        ],
        [
            601.106114,
            601.106114,
            601.106114,
            601.106114,
            601.106114,
            601.106114
        ],
        [
            -136317,
            -115395,
            -112480,
            -2214240,
            -1935129,
            -1746128
        ],
        [
            2.774477,
            4.731577,
            0.942353,
            1.062336,
            1.43889,
            0.715277
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            41.489362,
            40.425532,
            42.553191,
            41.489362,
            40.425532,
            42.553191
        ],
        [
            3.912724,
            6.972851,
            1.272177,
            1.498166,
            2.120469,
            0.965624
        ],
        [
            863615,
            863615,
            59081,
            1941827,
            1941827,
            625147
        ],
        [
            -36034,
            -36034,
            -34186,
            -760043,
            -760043,
            -644487
        ],
        [
            74,
            73,
            76,
            74,
            73,
            76
        ],
        [
            105,
            102,
            108,
            105,
            102,
            108
        ],
        [
            53,
            53,
            53,
            53,
            53,
            53
        ],
        [
            7042,
            3435,
            3608,
            7042,
            3435,
            3608
        ],
        [
            0,
            98.375199,
            0,
            0,
            98.375199,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            262284,
            355806,
            -581926,
            -377824,
            127742,
            -583592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7261,
    "evaluation_days": 1815.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757581217166,
    "expiration_time": 1762275528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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)