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Trade: AVAX/USDT/360/VWMA/JMA/1321

Strategy
AVAX/USDT/360/VWMA/JMA/1321
Pair
AVAX_USDT
Interval
6h
Score
416791
Daily Profit
0.692729
Profit Factor
2.392926
Profitability
44.444444
Streak
16.245832
Best Strategy
Training Data Length
1814.250000
Evaluation Time
2025-09-10 14:54
Expiration Time
2025-11-03 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1256783.9768 1310308.494 -53524.5173 328493.3878 1127306.3096 -798812.9218
Total P&L (%) 1256.784 1310.3085 -53.5245 328.4934 1127.3063 -798.8129
Avg Daily Profit (%) 0.6927 0.7222 -0.0295 0.0802 0.1383 0
Buy And Hold Return (%) 547.1665 547.1665 547.1665 547.1665 547.1665 547.1665
Max Trade Drawdown -125610 -90620 -96721 -1981778 -1264478 -947543
Profit Factor 2.3929 4.1742 0.8906 1.0471 1.3387 0.7807
Total Trades 135 68 67 135 68 67
Winning Trades 60 33 27 60 33 27
Losing Trades 75 35 40 75 35 40
Profitability (%) 44.4444 48.5294 40.2985 44.4444 48.5294 40.2985
Ratio Avg Win / Avg Loss 2.9912 4.4271 1.3195 1.3089 1.4198 1.1565
Largest Winning Trade 956459 956459 79585 711400 711400 507851
Largest Losing Trade -34460 -32660 -34460 -401970 -401970 -376781
Avg Bars in Trades 52 42 64 52 42 64
Avg Bars in Winners 67 50 88 67 50 88
Avg Bars in Losers 41 33 47 41 33 47
Bars Traded 7154 2859 4295 7154 2859 4295
Profit Streak 16.2458 87.2458 16.2458 16.2458 87.2458 16.2458
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416791 -93234 -699266 -420610 -122821 -699266

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757505239857,
    "expiration_time": 1762186536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "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": [
        [
            1256783.9767713079,
            1310308.4940352289,
            -53524.5172639201,
            328493.3877868391,
            1127306.309636326,
            -798812.9218494869
        ],
        [
            1256.783977,
            1310.308494,
            -53.524517,
            328.493388,
            1127.30631,
            -798.812922
        ],
        [
            0.692729,
            0.722231,
            -0.029502,
            0.080236,
            0.138302,
            0
        ],
        [
            547.166538,
            547.166538,
            547.166538,
            547.166538,
            547.166538,
            547.166538
        ],
        [
            -125610,
            -90620,
            -96721,
            -1981778,
            -1264478,
            -947543
        ],
        [
            2.392926,
            4.174151,
            0.890645,
            1.047127,
            1.338694,
            0.78067
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            44.444444,
            48.529412,
            40.298507,
            44.444444,
            48.529412,
            40.298507
        ],
        [
            2.991157,
            4.42713,
            1.319474,
            1.308908,
            1.419827,
            1.156548
        ],
        [
            956459,
            956459,
            79585,
            711400,
            711400,
            507851
        ],
        [
            -34460,
            -32660,
            -34460,
            -401970,
            -401970,
            -376781
        ],
        [
            52,
            42,
            64,
            52,
            42,
            64
        ],
        [
            67,
            50,
            88,
            67,
            50,
            88
        ],
        [
            41,
            33,
            47,
            41,
            33,
            47
        ],
        [
            7154,
            2859,
            4295,
            7154,
            2859,
            4295
        ],
        [
            16.245832,
            87.245832,
            16.245832,
            16.245832,
            87.245832,
            16.245832
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416791,
            -93234,
            -699266,
            -420610,
            -122821,
            -699266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757505239857,
    "expiration_time": 1762186536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "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)