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Trade: AVAX/USDT/360/WMA/VWAP/4675

Strategy
AVAX/USDT/360/WMA/VWAP/4675
Pair
AVAX_USDT
Interval
6h
Score
333723
Daily Profit
0.945388
Profit Factor
3.412013
Profitability
30.046948
Streak
0.000000
Best Strategy
Training Data Length
1827.000000
Evaluation Time
2025-09-23 05:35
Expiration Time
2025-11-16 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1727224.2049 1579584.749 147639.4559 22480978.0993 16383685.6082 6097292.4911
Total P&L (%) 1727.2242 1579.5847 147.6395 22480.9781 16383.6856 6097.2925
Avg Daily Profit (%) 0.9454 0.8646 0.0808 0.2971 0.2798 0.2261
Buy And Hold Return (%) 705.581 705.581 705.581 705.581 705.581 705.581
Max Trade Drawdown -69122 -64404 -39614 -24426272 -23493784 -11995853
Profit Factor 3.412 5.416 1.4119 1.2229 1.3044 1.1296
Total Trades 213 106 107 213 106 107
Winning Trades 64 30 34 64 30 34
Losing Trades 149 76 73 149 76 73
Profitability (%) 30.0469 28.3019 31.7757 30.0469 28.3019 31.7757
Ratio Avg Win / Avg Loss 7.9436 13.7205 3.0315 2.847 3.3045 2.4253
Largest Winning Trade 999429 999429 70145 19443380 19443380 8641119
Largest Losing Trade -25603 -16495 -25603 -5728816 -5616814 -5728816
Avg Bars in Trades 33 31 35 33 31 35
Avg Bars in Winners 80 75 85 80 75 85
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 7120 3311 3809 7120 3311 3809
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 333723 17657 -256314 106072 -5592 -75960

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7308,
    "evaluation_days": 1827,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758594958567,
    "expiration_time": 1763321184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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": [
        [
            1727224.2048804227,
            1579584.7490011754,
            147639.4558792464,
            22480978.09926348,
            16383685.608209072,
            6097292.491054419
        ],
        [
            1727.224205,
            1579.584749,
            147.639456,
            22480.978099,
            16383.685608,
            6097.292491
        ],
        [
            0.945388,
            0.864578,
            0.08081,
            0.297085,
            0.279808,
            0.226128
        ],
        [
            705.580992,
            705.580992,
            705.580992,
            705.580992,
            705.580992,
            705.580992
        ],
        [
            -69122,
            -64404,
            -39614,
            -24426272,
            -23493784,
            -11995853
        ],
        [
            3.412013,
            5.415991,
            1.411945,
            1.222861,
            1.304392,
            1.129592
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            149,
            76,
            73,
            149,
            76,
            73
        ],
        [
            30.046948,
            28.301887,
            31.775701,
            30.046948,
            28.301887,
            31.775701
        ],
        [
            7.943593,
            13.72051,
            3.031529,
            2.846974,
            3.30446,
            2.4253
        ],
        [
            999429,
            999429,
            70145,
            19443380,
            19443380,
            8641119
        ],
        [
            -25603,
            -16495,
            -25603,
            -5728816,
            -5616814,
            -5728816
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            80,
            75,
            85,
            80,
            75,
            85
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            7120,
            3311,
            3809,
            7120,
            3311,
            3809
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333723,
            17657,
            -256314,
            106072,
            -5592,
            -75960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7308,
    "evaluation_days": 1827,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758594958567,
    "expiration_time": 1763321184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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)