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Trade: AVAX/USDT/480/DCM/VWAP/4898

Strategy
AVAX/USDT/480/DCM/VWAP/4898
Pair
AVAX_USDT
Interval
8h
Score
373742
Daily Profit
0.902958
Profit Factor
3.362672
Profitability
33.898305
Streak
0.000000
Best Strategy
Training Data Length
1825.670000
Evaluation Time
2025-09-21 16:56
Expiration Time
2025-11-15 04:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1648503.5833 1507001.0805 141502.5027 22224539.9827 16657602.9521 5566937.0305
Total P&L (%) 1648.5036 1507.0011 141.5025 22224.54 16657.603 5566.937
Avg Daily Profit (%) 0.903 0.8255 0.0775 0.2967 0.2809 0.2214
Buy And Hold Return (%) 676.1644 676.1644 676.1644 676.1644 676.1644 676.1644
Max Trade Drawdown -95070 -55595 -55726 -20423159 -13201750 -15553666
Profit Factor 3.3627 5.3821 1.3999 1.2365 1.354 1.1187
Total Trades 177 88 89 177 88 89
Winning Trades 60 29 31 60 29 31
Losing Trades 117 59 58 117 59 58
Profitability (%) 33.8983 32.9545 34.8315 33.8983 32.9545 34.8315
Ratio Avg Win / Avg Loss 6.5572 10.9499 2.6192 2.4112 2.7547 2.093
Largest Winning Trade 892964 892964 76086 15342367 15342367 9562499
Largest Losing Trade -18038 -18038 -13874 -4331219 -4331219 -4167826
Avg Bars in Trades 30 27 33 30 27 33
Avg Bars in Winners 68 63 73 68 63 73
Avg Bars in Losers 10 9 12 10 9 12
Bars Traded 5379 2416 2963 5379 2416 2963
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 373742 332259 -259651 156104 129039 -86876

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5477,
    "evaluation_days": 1825.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602259200000,
    "last_datapoint_time": 1758441600000,
    "evaluation_time": 1758462990437,
    "expiration_time": 1763173728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 54,
            "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": [
        [
            1648503.5832569487,
            1507001.0805273876,
            141502.5027295619,
            22224539.98267199,
            16657602.952128276,
            5566937.030543737
        ],
        [
            1648.503583,
            1507.001081,
            141.502503,
            22224.539983,
            16657.602952,
            5566.937031
        ],
        [
            0.902958,
            0.825451,
            0.077507,
            0.296674,
            0.280918,
            0.221382
        ],
        [
            676.164364,
            676.164364,
            676.164364,
            676.164364,
            676.164364,
            676.164364
        ],
        [
            -95070,
            -55595,
            -55726,
            -20423159,
            -13201750,
            -15553666
        ],
        [
            3.362672,
            5.382136,
            1.399914,
            1.236515,
            1.354003,
            1.118668
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            33.898305,
            32.954545,
            34.831461,
            33.898305,
            32.954545,
            34.831461
        ],
        [
            6.55721,
            10.949863,
            2.619194,
            2.411203,
            2.754696,
            2.092991
        ],
        [
            892964,
            892964,
            76086,
            15342367,
            15342367,
            9562499
        ],
        [
            -18038,
            -18038,
            -13874,
            -4331219,
            -4331219,
            -4167826
        ],
        [
            30,
            27,
            33,
            30,
            27,
            33
        ],
        [
            68,
            63,
            73,
            68,
            63,
            73
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            5379,
            2416,
            2963,
            5379,
            2416,
            2963
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373742,
            332259,
            -259651,
            156104,
            129039,
            -86876
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5477,
    "evaluation_days": 1825.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602259200000,
    "last_datapoint_time": 1758441600000,
    "evaluation_time": 1758462990437,
    "expiration_time": 1763173728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 54,
            "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)