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Trade: AVAX/USDT/480/VWMA/MIDPRICE/3301

Strategy
AVAX/USDT/480/VWMA/MIDPRICE/3301
Pair
AVAX_USDT
Interval
8h
Score
301942
Daily Profit
0.573522
Profit Factor
4.919479
Profitability
42.500000
Streak
159.877237
Best Strategy
Training Data Length
1815.670000
Evaluation Time
2025-09-11 16:03
Expiration Time
2025-11-04 21:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1006788.0021 1041326.2538 -34538.2516 393219.8199 837279.9834 -444060.1635
Total P&L (%) 1006.788 1041.3263 -34.5383 393.2198 837.28 -444.0602
Avg Daily Profit (%) 0.5545 0.5735 -0.019 0.0879 0.1233 0
Buy And Hold Return (%) 622.6376 622.6376 622.6376 622.6376 622.6376 622.6376
Max Trade Drawdown -169276 -67202 -136281 -442424 -282011 -568698
Profit Factor 2.6221 4.9195 0.9027 1.189 1.9943 0.6414
Total Trades 80 40 40 80 40 40
Winning Trades 32 17 15 32 17 15
Losing Trades 48 23 25 48 23 25
Profitability (%) 40 42.5 37.5 40 42.5 37.5
Ratio Avg Win / Avg Loss 3.9332 6.6558 1.5045 1.7835 2.6981 1.069
Largest Winning Trade 575418 575418 77806 426439 426439 189746
Largest Losing Trade -52617 -30301 -52617 -262466 -141749 -262466
Avg Bars in Trades 65 59 70 65 59 70
Avg Bars in Winners 112 103 122 112 103 122
Avg Bars in Losers 33 27 39 33 27 39
Bars Traded 5207 2395 2812 5207 2395 2812
Profit Streak 0 159.8772 0 0 159.8772 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21040 301942 -582833 -280516 -84200 -583944

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5447,
    "evaluation_days": 1815.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757595793258,
    "expiration_time": 1762283808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 26,
            "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": [
        [
            1006788.0021406931,
            1041326.2537869264,
            -34538.251646233,
            393219.8199104372,
            837279.9834078308,
            -444060.1634973937
        ],
        [
            1006.788002,
            1041.326254,
            -34.538252,
            393.21982,
            837.279983,
            -444.060163
        ],
        [
            0.554499,
            0.573522,
            -0.019022,
            0.087928,
            0.123326,
            0
        ],
        [
            622.637627,
            622.637627,
            622.637627,
            622.637627,
            622.637627,
            622.637627
        ],
        [
            -169276,
            -67202,
            -136281,
            -442424,
            -282011,
            -568698
        ],
        [
            2.622149,
            4.919479,
            0.902701,
            1.189012,
            1.994266,
            0.641392
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            40,
            42.5,
            37.5,
            40,
            42.5,
            37.5
        ],
        [
            3.933224,
            6.655765,
            1.504502,
            1.783518,
            2.698125,
            1.068987
        ],
        [
            575418,
            575418,
            77806,
            426439,
            426439,
            189746
        ],
        [
            -52617,
            -30301,
            -52617,
            -262466,
            -141749,
            -262466
        ],
        [
            65,
            59,
            70,
            65,
            59,
            70
        ],
        [
            112,
            103,
            122,
            112,
            103,
            122
        ],
        [
            33,
            27,
            39,
            33,
            27,
            39
        ],
        [
            5207,
            2395,
            2812,
            5207,
            2395,
            2812
        ],
        [
            0,
            159.877237,
            0,
            0,
            159.877237,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21040,
            301942,
            -582833,
            -280516,
            -84200,
            -583944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5447,
    "evaluation_days": 1815.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757595793258,
    "expiration_time": 1762283808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 26,
            "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)