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Trade: AVAX/USDT/360/WMA/VWAP/8998

Strategy
AVAX/USDT/360/WMA/VWAP/8998
Pair
AVAX_USDT
Interval
6h
Score
362532
Daily Profit
0.947445
Profit Factor
3.453233
Profitability
30.845771
Streak
0.000000
Best Strategy
Training Data Length
1826.000000
Evaluation Time
2025-09-22 06:36
Expiration Time
2025-11-15 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1730033.9831 1591153.3755 138880.6076 22893443.9309 17819085.9869 5074357.944
Total P&L (%) 1730.034 1591.1534 138.8806 22893.4439 17819.086 5074.3579
Avg Daily Profit (%) 0.9474 0.8714 0.0761 0.2982 0.2845 0.2164
Buy And Hold Return (%) 655.4952 655.4952 655.4952 655.4952 655.4952 655.4952
Max Trade Drawdown -66949 -56801 -45596 -18406466 -18335307 -10564907
Profit Factor 3.4532 5.5516 1.3905 1.2521 1.382 1.1149
Total Trades 201 100 101 201 100 101
Winning Trades 62 29 33 62 29 33
Losing Trades 139 71 68 139 71 68
Profitability (%) 30.8458 29 32.6733 30.8458 29 32.6733
Ratio Avg Win / Avg Loss 7.7419 13.5919 2.8653 2.8072 3.3836 2.2974
Largest Winning Trade 999429 999429 78307 17124043 17124043 7491250
Largest Losing Trade -25603 -16495 -25603 -5045445 -2602035 -5045445
Avg Bars in Trades 35 33 37 35 33 37
Avg Bars in Winners 84 78 89 84 78 89
Avg Bars in Losers 13 14 12 13 14 12
Bars Traded 7119 3320 3800 7119 3320 3800
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 362532 176944 -262449 121798 -2016 -91850

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7304,
    "evaluation_days": 1826,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602957600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758512207545,
    "expiration_time": 1763232192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 103,
            "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": [
        [
            1730033.983117431,
            1591153.3755232731,
            138880.6075941565,
            22893443.930865563,
            17819085.986861516,
            5074357.9440040365
        ],
        [
            1730.033983,
            1591.153376,
            138.880608,
            22893.443931,
            17819.085987,
            5074.357944
        ],
        [
            0.947445,
            0.871387,
            0.076057,
            0.298242,
            0.284547,
            0.216351
        ],
        [
            655.49516,
            655.49516,
            655.49516,
            655.49516,
            655.49516,
            655.49516
        ],
        [
            -66949,
            -56801,
            -45596,
            -18406466,
            -18335307,
            -10564907
        ],
        [
            3.453233,
            5.551641,
            1.390522,
            1.252133,
            1.382032,
            1.114919
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            139,
            71,
            68,
            139,
            71,
            68
        ],
        [
            30.845771,
            29,
            32.673267,
            30.845771,
            29,
            32.673267
        ],
        [
            7.741925,
            13.591947,
            2.865319,
            2.807202,
            3.383595,
            2.297409
        ],
        [
            999429,
            999429,
            78307,
            17124043,
            17124043,
            7491250
        ],
        [
            -25603,
            -16495,
            -25603,
            -5045445,
            -2602035,
            -5045445
        ],
        [
            35,
            33,
            37,
            35,
            33,
            37
        ],
        [
            84,
            78,
            89,
            84,
            78,
            89
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            7119,
            3320,
            3800,
            7119,
            3320,
            3800
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362532,
            176944,
            -262449,
            121798,
            -2016,
            -91850
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7304,
    "evaluation_days": 1826,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602957600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758512207545,
    "expiration_time": 1763232192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 103,
            "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)