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Trade: AVAX/USDT/720/LINREG/VWAP/2076

Strategy
AVAX/USDT/720/LINREG/VWAP/2076
Pair
AVAX_USDT
Interval
12h
Score
336600
Daily Profit
0.889059
Profit Factor
4.110393
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
1815.500000
Evaluation Time
2025-09-11 07:35
Expiration Time
2025-11-04 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1614086.4263 1468264.4005 145822.0258 26371999.9231 18420052.2945 7951947.6286
Total P&L (%) 1614.0864 1468.2644 145.822 26371.9999 18420.0523 7951.9476
Avg Daily Profit (%) 0.8891 0.8087 0.0803 0.3078 0.288 0.242
Buy And Hold Return (%) 757.9437 757.9437 757.9437 757.9437 757.9437 757.9437
Max Trade Drawdown -113441 -68891 -66428 -68163531 -37442449 -36301867
Profit Factor 4.1104 6.6595 1.5619 1.2077 1.294 1.1237
Total Trades 110 55 55 110 55 55
Winning Trades 40 19 21 40 19 21
Losing Trades 70 36 34 70 36 34
Profitability (%) 36.3636 34.5455 38.1818 36.3636 34.5455 38.1818
Ratio Avg Win / Avg Loss 7.1932 12.6179 2.5289 2.1135 2.4517 1.8193
Largest Winning Trade 812575 812575 68680 29549485 26615588 29549485
Largest Losing Trade -22529 -21250 -22529 -12155694 -11156483 -12155694
Avg Bars in Trades 31 32 29 31 32 29
Avg Bars in Winners 61 65 57 61 65 57
Avg Bars in Losers 14 15 13 14 15 13
Bars Traded 3452 1809 1642 3452 1809 1642
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 336600 -171949 -433067 164847 -176395 -259347

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3631,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1607342400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757565316615,
    "expiration_time": 1762254576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1614086.426342737,
            1468264.400512585,
            145822.0258301525,
            26371999.92307867,
            18420052.294476703,
            7951947.628601985
        ],
        [
            1614.086426,
            1468.264401,
            145.822026,
            26371.999923,
            18420.052294,
            7951.947629
        ],
        [
            0.889059,
            0.808738,
            0.080321,
            0.307753,
            0.288017,
            0.242016
        ],
        [
            757.94365,
            757.94365,
            757.94365,
            757.94365,
            757.94365,
            757.94365
        ],
        [
            -113441,
            -68891,
            -66428,
            -68163531,
            -37442449,
            -36301867
        ],
        [
            4.110393,
            6.659452,
            1.56194,
            1.207725,
            1.293965,
            1.123678
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            36.363636,
            34.545455,
            38.181818,
            36.363636,
            34.545455,
            38.181818
        ],
        [
            7.193187,
            12.61791,
            2.528855,
            2.113519,
            2.451724,
            1.819288
        ],
        [
            812575,
            812575,
            68680,
            29549485,
            26615588,
            29549485
        ],
        [
            -22529,
            -21250,
            -22529,
            -12155694,
            -11156483,
            -12155694
        ],
        [
            31,
            32,
            29,
            31,
            32,
            29
        ],
        [
            61,
            65,
            57,
            61,
            65,
            57
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            3452,
            1809,
            1642,
            3452,
            1809,
            1642
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336600,
            -171949,
            -433067,
            164847,
            -176395,
            -259347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3631,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1607342400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757565316615,
    "expiration_time": 1762254576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)