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Trade: AVAX/USDT/480/DCM/VWAP/8793

Strategy
AVAX/USDT/480/DCM/VWAP/8793
Pair
AVAX_USDT
Interval
8h
Score
306504
Daily Profit
0.942368
Profit Factor
3.303409
Profitability
31.308411
Streak
0.000000
Best Strategy
Training Data Length
1815.330000
Evaluation Time
2025-09-11 03:05
Expiration Time
2025-11-04 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1710709.0933 1516880.1072 193828.986 60971226.188 45542602.5288 15428623.6592
Total P&L (%) 1710.7091 1516.8801 193.829 60971.2262 45542.6025 15428.6237
Avg Daily Profit (%) 0.9424 0.8356 0.1068 0.354 0.3379 0.2783
Buy And Hold Return (%) 760.2056 760.2056 760.2056 760.2056 760.2056 760.2056
Max Trade Drawdown -67589 -43673 -51460 -53978724 -40741590 -33267678
Profit Factor 3.3034 5.0417 1.5276 1.2425 1.3632 1.1225
Total Trades 214 107 107 214 107 107
Winning Trades 67 33 34 67 33 34
Losing Trades 147 74 73 147 74 73
Profitability (%) 31.3084 30.8411 31.7757 31.3084 30.8411 31.7757
Ratio Avg Win / Avg Loss 7.2478 11.3056 3.2799 2.7262 3.0569 2.41
Largest Winning Trade 887631 887631 76086 42590689 42590689 24780104
Largest Losing Trade -22979 -22979 -18108 -14859399 -14859399 -11591702
Avg Bars in Trades 25 23 27 25 23 27
Avg Bars in Winners 58 53 64 58 53 64
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 5382 2481 2901 5382 2481 2901
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 306504 239770 -220712 155760 120789 -83078

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5446,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757549131575,
    "expiration_time": 1762254144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 46,
            "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": [
        [
            1710709.0932601378,
            1516880.107248798,
            193828.9860113409,
            60971226.18795806,
            45542602.52877755,
            15428623.659180552
        ],
        [
            1710.709093,
            1516.880107,
            193.828986,
            60971.226188,
            45542.602529,
            15428.623659
        ],
        [
            0.942368,
            0.835595,
            0.106773,
            0.353984,
            0.337887,
            0.278312
        ],
        [
            760.20558,
            760.20558,
            760.20558,
            760.20558,
            760.20558,
            760.20558
        ],
        [
            -67589,
            -43673,
            -51460,
            -53978724,
            -40741590,
            -33267678
        ],
        [
            3.303409,
            5.041681,
            1.527603,
            1.242548,
            1.363204,
            1.122463
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            31.308411,
            30.841121,
            31.775701,
            31.308411,
            30.841121,
            31.775701
        ],
        [
            7.247777,
            11.305588,
            3.279853,
            2.726188,
            3.056882,
            2.409994
        ],
        [
            887631,
            887631,
            76086,
            42590689,
            42590689,
            24780104
        ],
        [
            -22979,
            -22979,
            -18108,
            -14859399,
            -14859399,
            -11591702
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            58,
            53,
            64,
            58,
            53,
            64
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5382,
            2481,
            2901,
            5382,
            2481,
            2901
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306504,
            239770,
            -220712,
            155760,
            120789,
            -83078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5446,
    "evaluation_days": 1815.33,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757549131575,
    "expiration_time": 1762254144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 46,
            "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)