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Trade: AVAX/USDT/360/VWMA/VWMA/9397

Strategy
AVAX/USDT/360/VWMA/VWMA/9397
Pair
AVAX_USDT
Interval
6h
Score
385648
Daily Profit
0.560230
Profit Factor
4.065413
Profitability
48.979592
Streak
37.476063
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-09-08 08:25
Expiration Time
2025-11-01 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 977207.9687 1015136.8765 -37928.9078 -522500.0625 -98133.8037 -424366.2589
Total P&L (%) 977.208 1015.1369 -37.9289 -522.5001 -98.1338 -424.3663
Avg Daily Profit (%) 0.5393 0.5602 -0.0209 0 -0.2195 0
Buy And Hold Return (%) 542.9573 542.9573 542.9573 542.9573 542.9573 542.9573
Max Trade Drawdown -145319 -159044 -149716 -2333796 -1460570 -1488581
Profit Factor 2.4284 4.0654 0.8925 0.891 0.9613 0.8123
Total Trades 98 49 49 98 49 49
Winning Trades 51 24 27 51 24 27
Losing Trades 47 25 22 47 25 22
Profitability (%) 52.0408 48.9796 55.102 52.0408 48.9796 55.102
Ratio Avg Win / Avg Loss 2.2379 4.2348 0.7273 0.8211 1.0013 0.6618
Largest Winning Trade 636468 636468 42679 389196 389196 283236
Largest Losing Trade -125478 -46198 -125478 -1340561 -728803 -1340561
Avg Bars in Trades 70 69 70 70 69 70
Avg Bars in Winners 83 81 84 55 74 38
Avg Bars in Losers 56 58 53 86 65 110
Bars Traded 6890 3423 3467 6890 3423 3467
Profit Streak 0 37.4761 0 30.9761 0 69.2261
Trades During Streak 0 1 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 283199 385648 -580020 -579712 -579411 -578641

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7248,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605938400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757309131867,
    "expiration_time": 1761986304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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": [
        [
            977207.9686979479,
            1015136.8764564977,
            -37928.9077585496,
            -522500.0625096785,
            -98133.8036587119,
            -424366.2588509663
        ],
        [
            977.207969,
            1015.136876,
            -37.928908,
            -522.500063,
            -98.133804,
            -424.366259
        ],
        [
            0.539298,
            0.56023,
            -0.020932,
            0,
            -0.219476,
            0
        ],
        [
            542.957344,
            542.957344,
            542.957344,
            542.957344,
            542.957344,
            542.957344
        ],
        [
            -145319,
            -159044,
            -149716,
            -2333796,
            -1460570,
            -1488581
        ],
        [
            2.428398,
            4.065413,
            0.892544,
            0.891017,
            0.961272,
            0.81226
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            52.040816,
            48.979592,
            55.102041,
            52.040816,
            48.979592,
            55.102041
        ],
        [
            2.237936,
            4.234805,
            0.727258,
            0.821133,
            1.001325,
            0.661841
        ],
        [
            636468,
            636468,
            42679,
            389196,
            389196,
            283236
        ],
        [
            -125478,
            -46198,
            -125478,
            -1340561,
            -728803,
            -1340561
        ],
        [
            70,
            69,
            70,
            70,
            69,
            70
        ],
        [
            83,
            81,
            84,
            55,
            74,
            38
        ],
        [
            56,
            58,
            53,
            86,
            65,
            110
        ],
        [
            6890,
            3423,
            3467,
            6890,
            3423,
            3467
        ],
        [
            0,
            37.476063,
            0,
            30.976063,
            0,
            69.226063
        ],
        [
            0,
            1,
            0,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            283199,
            385648,
            -580020,
            -579712,
            -579411,
            -578641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7248,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605938400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757309131867,
    "expiration_time": 1761986304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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)