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Trade: AVAX/USDT/480/VWAP/HL2/8475

Strategy
AVAX/USDT/480/VWAP/HL2/8475
Pair
AVAX_USDT
Interval
8h
Score
328110
Daily Profit
0.776317
Profit Factor
4.388790
Profitability
30.097087
Streak
41.474185
Best Strategy
Training Data Length
1815.330000
Evaluation Time
2025-09-11 06:22
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 1409272.05 1321277.9214 87994.1286 3945408.4461 4405516.3743 -460107.9282
Total P&L (%) 1409.2721 1321.2779 87.9941 3945.4084 4405.5164 -460.1079
Avg Daily Profit (%) 0.7763 0.7278 0.0485 0.204 0.21 0
Buy And Hold Return (%) 589.3278 589.3278 589.3278 589.3278 589.3278 589.3278
Max Trade Drawdown -77779 -102099 -42299 -6362032 -4209956 -2675348
Profit Factor 4.3888 7.1388 1.4386 1.2009 1.433 0.9514
Total Trades 103 51 52 103 51 52
Winning Trades 31 10 21 31 10 21
Losing Trades 72 41 31 72 41 31
Profitability (%) 30.0971 19.6078 40.3846 30.0971 19.6078 40.3846
Ratio Avg Win / Avg Loss 10.1933 29.2692 2.1236 2.7893 5.8752 1.4044
Largest Winning Trade 817666 817666 64794 7571282 7571282 2281741
Largest Losing Trade -20730 -20730 -18584 -1506599 -1506599 -1231031
Avg Bars in Trades 49 44 55 49 44 55
Avg Bars in Winners 118 161 97 118 161 97
Avg Bars in Losers 20 15 26 20 15 26
Bars Traded 5135 2263 2872 5135 2263 2872
Profit Streak 41.4742 0 42.1409 41.4742 0 42.1409
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328110 -218111 -475155 55522 -223782 -762355

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": 1606262400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757560969562,
    "expiration_time": 1762254144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 192
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1409272.0500265637,
            1321277.9214489243,
            87994.1285776387,
            3945408.44614717,
            4405516.374311251,
            -460107.9281640851
        ],
        [
            1409.27205,
            1321.277921,
            87.994129,
            3945.408446,
            4405.516374,
            -460.107928
        ],
        [
            0.776317,
            0.727844,
            0.048473,
            0.204037,
            0.209983,
            0
        ],
        [
            589.327763,
            589.327763,
            589.327763,
            589.327763,
            589.327763,
            589.327763
        ],
        [
            -77779,
            -102099,
            -42299,
            -6362032,
            -4209956,
            -2675348
        ],
        [
            4.38879,
            7.138828,
            1.438589,
            1.200932,
            1.432971,
            0.951365
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            31,
            10,
            21,
            31,
            10,
            21
        ],
        [
            72,
            41,
            31,
            72,
            41,
            31
        ],
        [
            30.097087,
            19.607843,
            40.384615,
            30.097087,
            19.607843,
            40.384615
        ],
        [
            10.19332,
            29.269194,
            2.123632,
            2.789262,
            5.87518,
            1.404396
        ],
        [
            817666,
            817666,
            64794,
            7571282,
            7571282,
            2281741
        ],
        [
            -20730,
            -20730,
            -18584,
            -1506599,
            -1506599,
            -1231031
        ],
        [
            49,
            44,
            55,
            49,
            44,
            55
        ],
        [
            118,
            161,
            97,
            118,
            161,
            97
        ],
        [
            20,
            15,
            26,
            20,
            15,
            26
        ],
        [
            5135,
            2263,
            2872,
            5135,
            2263,
            2872
        ],
        [
            41.474185,
            0,
            42.140851,
            41.474185,
            0,
            42.140851
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328110,
            -218111,
            -475155,
            55522,
            -223782,
            -762355
        ]
    ]
}
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": 1606262400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757560969562,
    "expiration_time": 1762254144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 192
        }
    },
    "second_band": {
        "type": "hl2",
        "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)