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Trade: AVAX/USDT/360/VWMA/DCM/7104

Strategy
AVAX/USDT/360/VWMA/DCM/7104
Pair
AVAX_USDT
Interval
6h
Score
412297
Daily Profit
0.668312
Profit Factor
3.279750
Profitability
47.107438
Streak
83.240298
Best Strategy
Training Data Length
1815.500000
Evaluation Time
2025-09-11 20:46
Expiration Time
2025-11-05 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1164183.1445 1213320.671 -49137.5265 164398.6756 848539.2294 -684140.5539
Total P&L (%) 1164.1831 1213.3207 -49.1375 164.3987 848.5392 -684.1406
Avg Daily Profit (%) 0.6412 0.6683 -0.0271 0.0536 0.124 0
Buy And Hold Return (%) 620.6065 620.6065 620.6065 620.6065 620.6065 620.6065
Max Trade Drawdown -136818 -93111 -120924 -770436 -372720 -910914
Profit Factor 1.9868 3.2798 0.9241 1.0348 1.4043 0.7395
Total Trades 242 121 121 242 121 121
Winning Trades 114 57 57 114 57 57
Losing Trades 128 64 64 128 64 64
Profitability (%) 47.1074 47.1074 47.1074 47.1074 47.1074 47.1074
Ratio Avg Win / Avg Loss 2.2308 3.6825 1.0376 1.1619 1.5768 0.8303
Largest Winning Trade 879734 879734 59473 739016 739016 138915
Largest Losing Trade -65383 -26150 -65383 -445358 -166714 -445358
Avg Bars in Trades 29 29 29 29 29 29
Avg Bars in Winners 34 33 34 34 33 34
Avg Bars in Losers 25 26 23 25 26 23
Bars Traded 7143 3629 3514 7143 3629 3514
Profit Streak 0 83.2403 0 0 83.2403 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 298319 412297 -580191 -468990 -76413 -581857

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7262,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602352800000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757612761783,
    "expiration_time": 1762297776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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": [
        [
            1164183.144491677,
            1213320.6710397557,
            -49137.5265480781,
            164398.6755510389,
            848539.2294084565,
            -684140.5538574173
        ],
        [
            1164.183144,
            1213.320671,
            -49.137527,
            164.398676,
            848.539229,
            -684.140554
        ],
        [
            0.641247,
            0.668312,
            -0.027066,
            0.053569,
            0.123996,
            0
        ],
        [
            620.606513,
            620.606513,
            620.606513,
            620.606513,
            620.606513,
            620.606513
        ],
        [
            -136818,
            -93111,
            -120924,
            -770436,
            -372720,
            -910914
        ],
        [
            1.986804,
            3.27975,
            0.924116,
            1.034797,
            1.404309,
            0.739451
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            47.107438,
            47.107438,
            47.107438,
            47.107438,
            47.107438,
            47.107438
        ],
        [
            2.230798,
            3.682527,
            1.037604,
            1.161877,
            1.576768,
            0.83026
        ],
        [
            879734,
            879734,
            59473,
            739016,
            739016,
            138915
        ],
        [
            -65383,
            -26150,
            -65383,
            -445358,
            -166714,
            -445358
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            34,
            33,
            34,
            34,
            33,
            34
        ],
        [
            25,
            26,
            23,
            25,
            26,
            23
        ],
        [
            7143,
            3629,
            3514,
            7143,
            3629,
            3514
        ],
        [
            0,
            83.240298,
            0,
            0,
            83.240298,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            298319,
            412297,
            -580191,
            -468990,
            -76413,
            -581857
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7262,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602352800000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757612761783,
    "expiration_time": 1762297776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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)