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Trade: AVAX/USDT/360/VWMA/MIDPRICE/6698

Strategy
AVAX/USDT/360/VWMA/MIDPRICE/6698
Pair
AVAX_USDT
Interval
6h
Score
322210
Daily Profit
0.755696
Profit Factor
3.310060
Profitability
40.229885
Streak
40.275994
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-09-12 03:37
Expiration Time
2025-11-05 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1233554.9955 1372344.5022 -138789.5067 -64407.0822 1014229.7986 -1078636.8807
Total P&L (%) 1233.555 1372.3445 -138.7895 -64.4071 1014.2298 -1078.6369
Avg Daily Profit (%) 0.6793 0.7557 -0.0764 -0.0569 0.1328 0
Buy And Hold Return (%) 693.6163 693.6163 693.6163 693.6163 693.6163 693.6163
Max Trade Drawdown -215217 -162387 -198955 -1796855 -1392259 -1448372
Profit Factor 2.0773 3.3101 0.7481 0.9885 1.3813 0.6309
Total Trades 174 87 87 174 87 87
Winning Trades 70 35 35 70 35 35
Losing Trades 104 52 52 104 52 52
Profitability (%) 40.2299 40.2299 40.2299 40.2299 40.2299 40.2299
Ratio Avg Win / Avg Loss 3.0863 4.9178 1.1115 1.4686 2.0522 0.9374
Largest Winning Trade 1192551 1192551 62019 1171679 1171679 543198
Largest Losing Trade -74088 -52013 -74088 -1353847 -825322 -1353847
Avg Bars in Trades 40 46 34 40 46 34
Avg Bars in Winners 52 58 45 52 58 45
Avg Bars in Losers 32 38 26 32 38 26
Bars Traded 7041 4062 2979 7041 4062 2979
Profit Streak 32.026 40.276 32.026 32.026 40.276 32.026
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 209773 322210 -582691 -581001 -38684 -584358

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757637445892,
    "expiration_time": 1762342272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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": [
        [
            1233554.9955076044,
            1372344.5021830816,
            -138789.5066754764,
            -64407.082186489,
            1014229.7985510565,
            -1078636.880737545
        ],
        [
            1233.554996,
            1372.344502,
            -138.789507,
            -64.407082,
            1014.229799,
            -1078.636881
        ],
        [
            0.67927,
            0.755696,
            -0.076426,
            -0.056868,
            0.132839,
            0
        ],
        [
            693.616328,
            693.616328,
            693.616328,
            693.616328,
            693.616328,
            693.616328
        ],
        [
            -215217,
            -162387,
            -198955,
            -1796855,
            -1392259,
            -1448372
        ],
        [
            2.077305,
            3.31006,
            0.748097,
            0.988463,
            1.38127,
            0.630911
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            40.229885,
            40.229885,
            40.229885,
            40.229885,
            40.229885,
            40.229885
        ],
        [
            3.086282,
            4.917803,
            1.111459,
            1.468573,
            2.052172,
            0.937354
        ],
        [
            1192551,
            1192551,
            62019,
            1171679,
            1171679,
            543198
        ],
        [
            -74088,
            -52013,
            -74088,
            -1353847,
            -825322,
            -1353847
        ],
        [
            40,
            46,
            34,
            40,
            46,
            34
        ],
        [
            52,
            58,
            45,
            52,
            58,
            45
        ],
        [
            32,
            38,
            26,
            32,
            38,
            26
        ],
        [
            7041,
            4062,
            2979,
            7041,
            4062,
            2979
        ],
        [
            32.025994,
            40.275994,
            32.025994,
            32.025994,
            40.275994,
            32.025994
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            209773,
            322210,
            -582691,
            -581001,
            -38684,
            -584358
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757637445892,
    "expiration_time": 1762342272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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)