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Trade: AVAX/USDT/480/MIDPRICE/VWAP/9626

Strategy
AVAX/USDT/480/MIDPRICE/VWAP/9626
Pair
AVAX_USDT
Interval
8h
Score
393104
Daily Profit
0.838488
Profit Factor
5.465200
Profitability
31.914894
Streak
0.000000
Best Strategy
Training Data Length
1812.670000
Evaluation Time
2025-09-08 18:41
Expiration Time
2025-11-01 19:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1660569.9141 1519902.2392 140667.6749 23138208.0608 18374095.9735 4764112.0873
Total P&L (%) 1660.5699 1519.9022 140.6677 23138.2081 18374.096 4764.1121
Avg Daily Profit (%) 0.9161 0.8385 0.0776 0.301 0.2883 0.2145
Buy And Hold Return (%) 558.1779 558.1779 558.1779 558.1779 558.1779 558.1779
Max Trade Drawdown -89193 -48711 -58256 -23621655 -16122449 -16151604
Profit Factor 3.3235 5.4652 1.3758 1.2097 1.3438 1.0838
Total Trades 188 94 94 188 94 94
Winning Trades 60 30 30 60 30 30
Losing Trades 128 64 64 128 64 64
Profitability (%) 31.9149 31.9149 31.9149 31.9149 31.9149 31.9149
Ratio Avg Win / Avg Loss 7.0901 11.6591 2.9351 2.5808 2.8668 2.312
Largest Winning Trade 887631 887631 76086 17234793 17234793 12476968
Largest Losing Trade -22979 -22979 -13874 -4657564 -3423800 -4657564
Avg Bars in Trades 28 25 31 28 25 31
Avg Bars in Winners 67 60 74 67 60 74
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 5378 2430 2948 5378 2430 2948
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 385803 393104 -260792 135851 115090 -126461

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5438,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757346081547,
    "expiration_time": 1762016832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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": [
        [
            1660569.914140367,
            1519902.2392247596,
            140667.6749156076,
            23138208.060813587,
            18374095.973489117,
            4764112.087324457
        ],
        [
            1660.569914,
            1519.902239,
            140.667675,
            23138.208061,
            18374.095973,
            4764.112087
        ],
        [
            0.916091,
            0.838488,
            0.077602,
            0.301024,
            0.28833,
            0.214525
        ],
        [
            558.177905,
            558.177905,
            558.177905,
            558.177905,
            558.177905,
            558.177905
        ],
        [
            -89193,
            -48711,
            -58256,
            -23621655,
            -16122449,
            -16151604
        ],
        [
            3.323465,
            5.4652,
            1.375808,
            1.209733,
            1.343828,
            1.083754
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            31.914894,
            31.914894,
            31.914894,
            31.914894,
            31.914894,
            31.914894
        ],
        [
            7.09006,
            11.659094,
            2.935058,
            2.580764,
            2.866832,
            2.312009
        ],
        [
            887631,
            887631,
            76086,
            17234793,
            17234793,
            12476968
        ],
        [
            -22979,
            -22979,
            -13874,
            -4657564,
            -3423800,
            -4657564
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            67,
            60,
            74,
            67,
            60,
            74
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            5378,
            2430,
            2948,
            5378,
            2430,
            2948
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385803,
            393104,
            -260792,
            135851,
            115090,
            -126461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5438,
    "evaluation_days": 1812.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757346081547,
    "expiration_time": 1762016832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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)