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Trade: AVAX/USDT/360/VWMA/HWMA/8662

Strategy
AVAX/USDT/360/VWMA/HWMA/8662
Pair
AVAX_USDT
Interval
6h
Score
336549
Daily Profit
0.201984
Profit Factor
1.694881
Profitability
44.852941
Streak
0.000000
Best Strategy
Training Data Length
1816.750000
Evaluation Time
2025-09-13 00:32
Expiration Time
2025-11-06 08:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 723071.2912 734376.9982 -11305.7069 348378.3799 3808938.6534 -3460560.2735
Total P&L (%) 723.0713 734.377 -11.3057 348.3784 3808.9387 -3460.5603
Avg Daily Profit (%) 0.398 0.4042 -0.0062 0.0826 0.202 0
Buy And Hold Return (%) 538.9019 538.9019 538.9019 538.9019 538.9019 538.9019
Max Trade Drawdown -217012 -115226 -117799 -5140839 -1585544 -3865683
Profit Factor 1.5476 2.0838 0.9824 1.0261 1.6949 0.561
Total Trades 272 136 136 272 136 136
Winning Trades 131 61 70 131 61 70
Losing Trades 141 75 66 141 75 66
Profitability (%) 48.1618 44.8529 51.4706 48.1618 44.8529 51.4706
Ratio Avg Win / Avg Loss 1.6658 2.5621 0.9263 1.1044 2.0839 0.5289
Largest Winning Trade 335092 335092 43461 2470799 2470799 405875
Largest Losing Trade -36470 -23859 -36470 -1579716 -570340 -1579716
Avg Bars in Trades 26 26 26 26 26 26
Avg Bars in Winners 32 34 30 32 34 30
Avg Bars in Losers 20 19 22 20 19 22
Bars Traded 7204 3597 3607 7204 3597 3607
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 -46031 -41101 -580503 -439284 336549 -580503

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7267,
    "evaluation_days": 1816.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757712776381,
    "expiration_time": 1762409016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.15246,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            723071.2912431897,
            734376.9981737729,
            -11305.706930583,
            348378.3798988771,
            3808938.653376031,
            -3460560.273477154
        ],
        [
            723.071291,
            734.376998,
            -11.305707,
            348.37838,
            3808.938653,
            -3460.560273
        ],
        [
            0.398003,
            0.404226,
            -0.006223,
            0.082625,
            0.201984,
            0
        ],
        [
            538.901929,
            538.901929,
            538.901929,
            538.901929,
            538.901929,
            538.901929
        ],
        [
            -217012,
            -115226,
            -117799,
            -5140839,
            -1585544,
            -3865683
        ],
        [
            1.547648,
            2.083841,
            0.98241,
            1.026068,
            1.694881,
            0.560997
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            131,
            61,
            70,
            131,
            61,
            70
        ],
        [
            141,
            75,
            66,
            141,
            75,
            66
        ],
        [
            48.161765,
            44.852941,
            51.470588,
            48.161765,
            44.852941,
            51.470588
        ],
        [
            1.665789,
            2.5621,
            0.926273,
            1.104394,
            2.08387,
            0.52894
        ],
        [
            335092,
            335092,
            43461,
            2470799,
            2470799,
            405875
        ],
        [
            -36470,
            -23859,
            -36470,
            -1579716,
            -570340,
            -1579716
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            20,
            19,
            22,
            20,
            19,
            22
        ],
        [
            7204,
            3597,
            3607,
            7204,
            3597,
            3607
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46031,
            -41101,
            -580503,
            -439284,
            336549,
            -580503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7267,
    "evaluation_days": 1816.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757712776381,
    "expiration_time": 1762409016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.15246,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)