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Trade: AVAX/USDT/480/VWMA/SSF/6468

Strategy
AVAX/USDT/480/VWMA/SSF/6468
Pair
AVAX_USDT
Interval
8h
Score
454979
Daily Profit
0.236192
Profit Factor
1.563488
Profitability
75.862069
Streak
164.591245
Best Strategy
Training Data Length
1814.670000
Evaluation Time
2025-09-10 17:11
Expiration Time
2025-11-03 20:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324891.2318 755945.3737 -431054.1419 11144077.6473 7131683.3195 4012394.3278
Total P&L (%) 324.8912 755.9454 -431.0541 11144.0776 7131.6833 4012.3943
Avg Daily Profit (%) 0.179 0.4166 -0.2375 0.2606 0.2362 0.205
Buy And Hold Return (%) 678.4727 678.4727 678.4727 678.4727 678.4727 678.4727
Max Trade Drawdown -716775 -118743 -610934 -9320497 -9320497 -5291849
Profit Factor 1.3333 4.2679 0.4202 1.4769 1.5635 1.3745
Total Trades 59 29 30 59 29 30
Winning Trades 33 17 16 39 22 17
Losing Trades 26 12 14 20 7 13
Profitability (%) 55.9322 58.6207 53.3333 66.1017 75.8621 56.6667
Ratio Avg Win / Avg Loss 1.0505 3.0127 0.3677 0.7574 0.4975 1.0511
Largest Winning Trade 685428 685428 41200 4996425 4996425 3566224
Largest Losing Trade -365455 -68840 -365455 -9320497 -9320497 -5097915
Avg Bars in Trades 88 78 99 88 78 99
Avg Bars in Winners 67 56 78 84 78 92
Avg Bars in Losers 116 109 122 97 77 107
Bars Traded 5247 2272 2975 5247 2272 2975
Profit Streak 0 164.5912 0 0 164.5912 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -336779 -111077 -580393 -169359 454979 313652

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604160000000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757513483572,
    "expiration_time": 1762194816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            324891.2317919154,
            755945.3737417685,
            -431054.141949853,
            11144077.647252792,
            7131683.3194629885,
            4012394.3277898026
        ],
        [
            324.891232,
            755.945374,
            -431.054142,
            11144.077647,
            7131.683319,
            4012.394328
        ],
        [
            0.179036,
            0.416575,
            -0.237539,
            0.260575,
            0.236192,
            0.205018
        ],
        [
            678.472679,
            678.472679,
            678.472679,
            678.472679,
            678.472679,
            678.472679
        ],
        [
            -716775,
            -118743,
            -610934,
            -9320497,
            -9320497,
            -5291849
        ],
        [
            1.333289,
            4.267938,
            0.420222,
            1.476867,
            1.563488,
            1.374534
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            33,
            17,
            16,
            39,
            22,
            17
        ],
        [
            26,
            12,
            14,
            20,
            7,
            13
        ],
        [
            55.932203,
            58.62069,
            53.333333,
            66.101695,
            75.862069,
            56.666667
        ],
        [
            1.05047,
            3.012662,
            0.367694,
            0.757368,
            0.497473,
            1.051114
        ],
        [
            685428,
            685428,
            41200,
            4996425,
            4996425,
            3566224
        ],
        [
            -365455,
            -68840,
            -365455,
            -9320497,
            -9320497,
            -5097915
        ],
        [
            88,
            78,
            99,
            88,
            78,
            99
        ],
        [
            67,
            56,
            78,
            84,
            78,
            92
        ],
        [
            116,
            109,
            122,
            97,
            77,
            107
        ],
        [
            5247,
            2272,
            2975,
            5247,
            2272,
            2975
        ],
        [
            0,
            164.591245,
            0,
            0,
            164.591245,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -336779,
            -111077,
            -580393,
            -169359,
            454979,
            313652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604160000000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757513483572,
    "expiration_time": 1762194816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 3
        }
    }
}

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)