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Trade: AVAX/USDT/5/VWAP/TEMA/3570

Strategy
AVAX/USDT/5/VWAP/TEMA/3570
Pair
AVAX_USDT
Interval
5m
Score
366637
Daily Profit
1.362248
Profit Factor
1.501123
Profitability
38.095238
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 10:49
Expiration Time
2025-12-26 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118256.7736 82715.7021 35541.0715 107200.8317 100577.1245 6623.7072
Total P&L (%) 118.2568 82.7157 35.5411 107.2008 100.5771 6.6237
Avg Daily Profit (%) 1.3622 0.9528 0.4094 0.8427 0.805 0.0739
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37574 -19865 -33734 -60820 -25099 -36195
Profit Factor 1.5011 1.7335 1.2884 1.3851 1.7781 1.0444
Total Trades 210 105 105 210 105 105
Winning Trades 80 39 41 80 39 41
Losing Trades 130 66 64 130 66 64
Profitability (%) 38.0952 37.1429 39.0476 38.0952 37.1429 39.0476
Ratio Avg Win / Avg Loss 2.4393 2.9337 2.0112 2.2508 3.009 1.6303
Largest Winning Trade 86003 86003 57591 121778 121778 51746
Largest Losing Trade -10257 -7454 -10257 -27492 -17931 -27492
Avg Bars in Trades 118 117 118 118 117 118
Avg Bars in Winners 153 168 139 153 168 139
Avg Bars in Losers 95 87 104 95 87 104
Bars Traded 24782 12381 12401 24782 12381 12401
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 366637 322083 51703 324878 320556 -437070
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752755400000,
    "first_datapoint_time": 1752805200000,
    "last_datapoint_time": 1760255100000,
    "evaluation_time": 1760255358749,
    "expiration_time": 1766735100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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": [
        [
            118256.7735791666,
            82715.7020678904,
            35541.0715112762,
            107200.8317116539,
            100577.1245326546,
            6623.7071789994
        ],
        [
            118.256774,
            82.715702,
            35.541072,
            107.200832,
            100.577125,
            6.623707
        ],
        [
            1.362248,
            0.952836,
            0.409412,
            0.842741,
            0.805007,
            0.073908
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37574,
            -19865,
            -33734,
            -60820,
            -25099,
            -36195
        ],
        [
            1.501123,
            1.733534,
            1.288435,
            1.385101,
            1.778053,
            1.044424
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            130,
            66,
            64,
            130,
            66,
            64
        ],
        [
            38.095238,
            37.142857,
            39.047619,
            38.095238,
            37.142857,
            39.047619
        ],
        [
            2.439325,
            2.933673,
            2.011216,
            2.25079,
            3.009013,
            1.63032
        ],
        [
            86003,
            86003,
            57591,
            121778,
            121778,
            51746
        ],
        [
            -10257,
            -7454,
            -10257,
            -27492,
            -17931,
            -27492
        ],
        [
            118,
            117,
            118,
            118,
            117,
            118
        ],
        [
            153,
            168,
            139,
            153,
            168,
            139
        ],
        [
            95,
            87,
            104,
            95,
            87,
            104
        ],
        [
            24782,
            12381,
            12401,
            24782,
            12381,
            12401
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366637,
            322083,
            51703,
            324878,
            320556,
            -437070
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752755400000,
    "first_datapoint_time": 1752805200000,
    "last_datapoint_time": 1760255100000,
    "evaluation_time": 1760255358749,
    "expiration_time": 1766735100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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)