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Trade: AVAX/USDT/720/HILO/VWMA/1805

Strategy
AVAX/USDT/720/HILO/VWMA/1805
Pair
AVAX_USDT
Interval
12h
Score
374417
Daily Profit
0.291084
Profit Factor
1.381206
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1821.500000
Evaluation Time
2025-09-17 13:19
Expiration Time
2025-11-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1179692.9886 1019077.4872 160615.5014 19821800.68 12643149.195 7178651.485
Total P&L (%) 1179.693 1019.0775 160.6155 19821.8007 12643.1492 7178.6515
Avg Daily Profit (%) 0.6476 0.5595 0.0882 0.2911 0.2665 0.2357
Buy And Hold Return (%) 666.401 666.401 666.401 666.401 666.401 666.401
Max Trade Drawdown -78266 -101954 -64615 -10621839 -9033483 -4818902
Profit Factor 2.2199 2.7951 1.4022 1.3812 1.4107 1.3384
Total Trades 245 122 123 245 122 123
Winning Trades 119 56 63 119 56 63
Losing Trades 126 66 60 126 66 60
Profitability (%) 48.5714 45.9016 51.2195 48.5714 45.9016 51.2195
Ratio Avg Win / Avg Loss 2.3505 3.2943 1.3354 1.4625 1.6626 1.2747
Largest Winning Trade 335024 335024 42623 7649278 7649278 2862628
Largest Losing Trade -33849 -33849 -20354 -4704863 -4704863 -3213997
Avg Bars in Trades 14 22 6 14 22 6
Avg Bars in Winners 19 31 8 19 31 8
Avg Bars in Losers 10 14 5 10 14 5
Bars Traded 3586 2764 822 3586 2764 822
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 312192 175365 -240096 374417 321526 319297

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3643,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758104384803,
    "expiration_time": 1762788528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            1179692.9886077915,
            1019077.487197822,
            160615.5014099689,
            19821800.68000874,
            12643149.195028374,
            7178651.484980359
        ],
        [
            1179.692989,
            1019.077487,
            160.615501,
            19821.80068,
            12643.149195,
            7178.651485
        ],
        [
            0.647649,
            0.559472,
            0.088178,
            0.291084,
            0.266486,
            0.235662
        ],
        [
            666.400981,
            666.400981,
            666.400981,
            666.400981,
            666.400981,
            666.400981
        ],
        [
            -78266,
            -101954,
            -64615,
            -10621839,
            -9033483,
            -4818902
        ],
        [
            2.219912,
            2.795141,
            1.402198,
            1.381206,
            1.410704,
            1.338401
        ],
        [
            245,
            122,
            123,
            245,
            122,
            123
        ],
        [
            119,
            56,
            63,
            119,
            56,
            63
        ],
        [
            126,
            66,
            60,
            126,
            66,
            60
        ],
        [
            48.571429,
            45.901639,
            51.219512,
            48.571429,
            45.901639,
            51.219512
        ],
        [
            2.350495,
            3.294273,
            1.335426,
            1.462454,
            1.662615,
            1.274668
        ],
        [
            335024,
            335024,
            42623,
            7649278,
            7649278,
            2862628
        ],
        [
            -33849,
            -33849,
            -20354,
            -4704863,
            -4704863,
            -3213997
        ],
        [
            14,
            22,
            6,
            14,
            22,
            6
        ],
        [
            19,
            31,
            8,
            19,
            31,
            8
        ],
        [
            10,
            14,
            5,
            10,
            14,
            5
        ],
        [
            3586,
            2764,
            822,
            3586,
            2764,
            822
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312192,
            175365,
            -240096,
            374417,
            321526,
            319297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3643,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758104384803,
    "expiration_time": 1762788528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)