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Trade: AVAX/USDT/5/VWAP/HMA/7282

Strategy
AVAX/USDT/5/VWAP/HMA/7282
Pair
AVAX_USDT
Interval
5m
Score
416765
Daily Profit
1.200047
Profit Factor
1.402235
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 13:31
Expiration Time
2025-12-26 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104176.0888 75339.3028 28836.786 86133.4899 81816.7148 4316.7751
Total P&L (%) 104.1761 75.3393 28.8368 86.1335 81.8167 4.3168
Avg Daily Profit (%) 1.2 0.8679 0.3322 0.7183 0.691 0.0487
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57840 -18041 -46237 -55214 -17614 -42518
Profit Factor 1.4022 1.6332 1.206 1.3415 1.7211 1.0311
Total Trades 297 148 149 297 148 149
Winning Trades 126 60 66 126 60 66
Losing Trades 171 88 83 171 88 83
Profitability (%) 42.4242 40.5405 44.2953 42.4242 40.5405 44.2953
Ratio Avg Win / Avg Loss 1.903 2.3953 1.5166 1.8206 2.5243 1.2967
Largest Winning Trade 80947 80947 57260 95723 95723 43057
Largest Losing Trade -8962 -5078 -8962 -13648 -7029 -13648
Avg Bars in Trades 83 81 84 83 81 84
Avg Bars in Winners 102 103 102 102 103 102
Avg Bars in Losers 68 66 70 68 66 70
Bars Traded 24708 12105 12603 24708 12105 12603
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 416765 364062 65946 365756 334525 -484286
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752765300000,
    "first_datapoint_time": 1752815700000,
    "last_datapoint_time": 1760265000000,
    "evaluation_time": 1760265104631,
    "expiration_time": 1766745000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 158,
            "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": [
        [
            104176.0888378237,
            75339.3028468782,
            28836.7859909455,
            86133.4899120134,
            81816.7148239264,
            4316.775088087
        ],
        [
            104.176089,
            75.339303,
            28.836786,
            86.13349,
            81.816715,
            4.316775
        ],
        [
            1.200047,
            0.867864,
            0.332183,
            0.718261,
            0.69104,
            0.048695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57840,
            -18041,
            -46237,
            -55214,
            -17614,
            -42518
        ],
        [
            1.402235,
            1.633153,
            1.205973,
            1.341516,
            1.721102,
            1.031112
        ],
        [
            297,
            148,
            149,
            297,
            148,
            149
        ],
        [
            126,
            60,
            66,
            126,
            60,
            66
        ],
        [
            171,
            88,
            83,
            171,
            88,
            83
        ],
        [
            42.424242,
            40.540541,
            44.295302,
            42.424242,
            40.540541,
            44.295302
        ],
        [
            1.903033,
            2.395292,
            1.516603,
            1.820628,
            2.524283,
            1.296702
        ],
        [
            80947,
            80947,
            57260,
            95723,
            95723,
            43057
        ],
        [
            -8962,
            -5078,
            -8962,
            -13648,
            -7029,
            -13648
        ],
        [
            83,
            81,
            84,
            83,
            81,
            84
        ],
        [
            102,
            103,
            102,
            102,
            103,
            102
        ],
        [
            68,
            66,
            70,
            68,
            66,
            70
        ],
        [
            24708,
            12105,
            12603,
            24708,
            12105,
            12603
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416765,
            364062,
            65946,
            365756,
            334525,
            -484286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752765300000,
    "first_datapoint_time": 1752815700000,
    "last_datapoint_time": 1760265000000,
    "evaluation_time": 1760265104631,
    "expiration_time": 1766745000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 158,
            "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)