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Trade: AVAX/USDT/480/VWAP/HWMA/4562

Strategy
AVAX/USDT/480/VWAP/HWMA/4562
Pair
AVAX_USDT
Interval
8h
Score
340423
Daily Profit
0.183805
Profit Factor
1.394201
Profitability
55.984556
Streak
13.917441
Best Strategy
Training Data Length
1825.000000
Evaluation Time
2025-09-21 01:01
Expiration Time
2025-11-14 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381870.7384 467103.7698 -85233.0313 -6461.3814 2754140.3136 -2760601.695
Total P&L (%) 381.8707 467.1038 -85.233 -6.4614 2754.1403 -2760.6017
Avg Daily Profit (%) 0.2092 0.2559 -0.0467 -0.0037 0.1838 0
Buy And Hold Return (%) 579.4851 579.4851 579.4851 579.4851 579.4851 579.4851
Max Trade Drawdown -202430 -153460 -183446 -3279224 -1702364 -4016222
Profit Factor 1.1988 1.4913 0.9122 0.9996 1.3942 0.6758
Total Trades 519 259 260 519 259 260
Winning Trades 293 145 148 293 145 148
Losing Trades 226 114 112 226 114 112
Profitability (%) 56.4547 55.9846 56.9231 56.4547 55.9846 56.9231
Ratio Avg Win / Avg Loss 0.9246 1.1725 0.6903 0.771 1.0961 0.5114
Largest Winning Trade 86019 86019 39364 603697 603697 320972
Largest Losing Trade -68386 -47610 -68386 -2301640 -509849 -2301640
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 12 13 11 12 13 11
Bars Traded 5471 2738 2733 5471 2738 2733
Profit Streak 0 13.9174 0 0 13.9174 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157799 -153974 -578798 -576951 340423 -578798

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5475,
    "evaluation_days": 1825,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758405666913,
    "expiration_time": 1763114400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            381870.7384217712,
            467103.7697632591,
            -85233.0313414889,
            -6461.3814276873,
            2754140.3135966724,
            -2760601.69502436
        ],
        [
            381.870738,
            467.10377,
            -85.233031,
            -6.461381,
            2754.140314,
            -2760.601695
        ],
        [
            0.209244,
            0.255947,
            -0.046703,
            -0.00366,
            0.183805,
            0
        ],
        [
            579.48509,
            579.48509,
            579.48509,
            579.48509,
            579.48509,
            579.48509
        ],
        [
            -202430,
            -153460,
            -183446,
            -3279224,
            -1702364,
            -4016222
        ],
        [
            1.198769,
            1.49134,
            0.912177,
            0.999583,
            1.394201,
            0.67575
        ],
        [
            519,
            259,
            260,
            519,
            259,
            260
        ],
        [
            293,
            145,
            148,
            293,
            145,
            148
        ],
        [
            226,
            114,
            112,
            226,
            114,
            112
        ],
        [
            56.454721,
            55.984556,
            56.923077,
            56.454721,
            55.984556,
            56.923077
        ],
        [
            0.924648,
            1.172502,
            0.690296,
            0.77101,
            1.09613,
            0.511378
        ],
        [
            86019,
            86019,
            39364,
            603697,
            603697,
            320972
        ],
        [
            -68386,
            -47610,
            -68386,
            -2301640,
            -509849,
            -2301640
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            5471,
            2738,
            2733,
            5471,
            2738,
            2733
        ],
        [
            0,
            13.917441,
            0,
            0,
            13.917441,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157799,
            -153974,
            -578798,
            -576951,
            340423,
            -578798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5475,
    "evaluation_days": 1825,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758405666913,
    "expiration_time": 1763114400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)