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Trade: AVAX/USDT/360/WMA/VWAP/4012

Strategy
AVAX/USDT/360/WMA/VWAP/4012
Pair
AVAX_USDT
Interval
6h
Score
380152
Daily Profit
0.958854
Profit Factor
3.522467
Profitability
30.303030
Streak
0.000000
Best Strategy
Training Data Length
1812.750000
Evaluation Time
2025-09-08 23:34
Expiration Time
2025-11-02 05:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1738162.166 1589756.5702 148405.5957 25697890.1786 19709819.528 5988070.6505
Total P&L (%) 1738.1622 1589.7566 148.4056 25697.8902 19709.8195 5988.0707
Avg Daily Profit (%) 0.9589 0.877 0.0819 0.3068 0.2922 0.2269
Buy And Hold Return (%) 524.5214 524.5214 524.5214 524.5214 524.5214 524.5214
Max Trade Drawdown -103736 -59668 -54606 -18734435 -15705105 -14977994
Profit Factor 3.5225 5.6487 1.4276 1.2634 1.4089 1.1214
Total Trades 198 99 99 198 99 99
Winning Trades 60 28 32 60 28 32
Losing Trades 138 71 67 138 71 67
Profitability (%) 30.303 28.2828 32.3232 30.303 28.2828 32.3232
Ratio Avg Win / Avg Loss 8.1017 14.3235 2.989 2.9059 3.5725 2.3479
Largest Winning Trade 999429 999429 78307 16936551 16936551 10036843
Largest Losing Trade -19117 -16495 -19117 -4980800 -2710908 -4980800
Avg Bars in Trades 35 33 38 35 33 38
Avg Bars in Winners 88 82 92 88 82 92
Avg Bars in Losers 13 14 12 13 14 12
Bars Traded 7107 3328 3780 7107 3328 3780
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 380152 100207 -254616 118755 -4950 -84811

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7251,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757363648773,
    "expiration_time": 1762053048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1738162.1659628164,
            1589756.5702177903,
            148405.5957450257,
            25697890.17855683,
            19709819.528032087,
            5988070.650524754
        ],
        [
            1738.162166,
            1589.75657,
            148.405596,
            25697.890179,
            19709.819528,
            5988.070651
        ],
        [
            0.958854,
            0.876986,
            0.081868,
            0.306793,
            0.29218,
            0.226925
        ],
        [
            524.521357,
            524.521357,
            524.521357,
            524.521357,
            524.521357,
            524.521357
        ],
        [
            -103736,
            -59668,
            -54606,
            -18734435,
            -15705105,
            -14977994
        ],
        [
            3.522467,
            5.648721,
            1.427565,
            1.263446,
            1.408868,
            1.121365
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            138,
            71,
            67,
            138,
            71,
            67
        ],
        [
            30.30303,
            28.282828,
            32.323232,
            30.30303,
            28.282828,
            32.323232
        ],
        [
            8.101674,
            14.323542,
            2.988964,
            2.905926,
            3.572488,
            2.347857
        ],
        [
            999429,
            999429,
            78307,
            16936551,
            16936551,
            10036843
        ],
        [
            -19117,
            -16495,
            -19117,
            -4980800,
            -2710908,
            -4980800
        ],
        [
            35,
            33,
            38,
            35,
            33,
            38
        ],
        [
            88,
            82,
            92,
            88,
            82,
            92
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            7107,
            3328,
            3780,
            7107,
            3328,
            3780
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380152,
            100207,
            -254616,
            118755,
            -4950,
            -84811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7251,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757363648773,
    "expiration_time": 1762053048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)