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Trade: AVAX/USDT/360/WMA/VWAP/9664

Strategy
AVAX/USDT/360/WMA/VWAP/9664
Pair
AVAX_USDT
Interval
6h
Score
366560
Daily Profit
0.947493
Profit Factor
3.576727
Profitability
30.693069
Streak
0.000000
Best Strategy
Training Data Length
1820.250000
Evaluation Time
2025-09-16 13:43
Expiration Time
2025-11-09 22:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1724674.3809 1566576.9008 158097.48 30950768.6091 23054908.0802 7895860.5289
Total P&L (%) 1724.6744 1566.5769 158.0975 30950.7686 23054.9081 7895.8605
Avg Daily Profit (%) 0.9475 0.8606 0.0869 0.3157 0.2996 0.241
Buy And Hold Return (%) 648.0737 648.0737 648.0737 648.0737 648.0737 648.0737
Max Trade Drawdown -100605 -56835 -54308 -24476188 -19765894 -19197391
Profit Factor 3.5767 5.7104 1.4695 1.2691 1.4075 1.1352
Total Trades 202 101 101 202 101 101
Winning Trades 62 28 34 62 28 34
Losing Trades 140 73 67 140 73 67
Profitability (%) 30.6931 27.7228 33.6634 30.6931 27.7228 33.6634
Ratio Avg Win / Avg Loss 8.0765 14.8878 2.8957 2.8658 3.6695 2.2369
Largest Winning Trade 966319 966319 78307 21044213 21044213 12514849
Largest Losing Trade -19117 -12724 -19117 -6210515 -3380207 -6210515
Avg Bars in Trades 35 32 37 35 32 37
Avg Bars in Winners 87 83 90 87 83 90
Avg Bars in Losers 12 13 10 12 13 10
Bars Traded 7108 3317 3791 7108 3317 3791
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 366560 -671 -247184 128972 -7358 -68993

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7281,
    "evaluation_days": 1820.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603108800000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758019432370,
    "expiration_time": 1762720488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "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": [
        [
            1724674.3808611846,
            1566576.9008376228,
            158097.4800235617,
            30950768.60913367,
            23054908.08019101,
            7895860.528942699
        ],
        [
            1724.674381,
            1566.576901,
            158.09748,
            30950.768609,
            23054.90808,
            7895.860529
        ],
        [
            0.947493,
            0.860638,
            0.086855,
            0.31574,
            0.299571,
            0.240999
        ],
        [
            648.073735,
            648.073735,
            648.073735,
            648.073735,
            648.073735,
            648.073735
        ],
        [
            -100605,
            -56835,
            -54308,
            -24476188,
            -19765894,
            -19197391
        ],
        [
            3.576727,
            5.710374,
            1.469484,
            1.269133,
            1.407462,
            1.135157
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            140,
            73,
            67,
            140,
            73,
            67
        ],
        [
            30.693069,
            27.722772,
            33.663366,
            30.693069,
            27.722772,
            33.663366
        ],
        [
            8.076481,
            14.887761,
            2.895748,
            2.865785,
            3.669454,
            2.236927
        ],
        [
            966319,
            966319,
            78307,
            21044213,
            21044213,
            12514849
        ],
        [
            -19117,
            -12724,
            -19117,
            -6210515,
            -3380207,
            -6210515
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            87,
            83,
            90,
            87,
            83,
            90
        ],
        [
            12,
            13,
            10,
            12,
            13,
            10
        ],
        [
            7108,
            3317,
            3791,
            7108,
            3317,
            3791
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366560,
            -671,
            -247184,
            128972,
            -7358,
            -68993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7281,
    "evaluation_days": 1820.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603108800000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758019432370,
    "expiration_time": 1762720488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "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)