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Trade: AVAX/USDT/720/PWMA/VWAP/5812

Strategy
AVAX/USDT/720/PWMA/VWAP/5812
Pair
AVAX_USDT
Interval
12h
Score
389488
Daily Profit
0.285454
Profit Factor
1.755439
Profitability
52.136752
Streak
0.000000
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-09-16 18:35
Expiration Time
2025-11-10 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519811.556 532401.9293 -12590.3733 -37592.7408 798431.0337 -836023.7746
Total P&L (%) 519.8116 532.4019 -12.5904 -37.5927 798.431 -836.0238
Avg Daily Profit (%) 0.2855 0.2924 -0.0069 -0.0259 0.1206 0
Buy And Hold Return (%) 127.1085 127.1085 127.1085 127.1085 127.1085 127.1085
Max Trade Drawdown -186174 -78387 -188197 -2519057 -1779931 -2515011
Profit Factor 1.7554 2.7771 0.9676 0.9944 1.2422 0.7538
Total Trades 117 59 58 117 59 58
Winning Trades 61 32 29 61 32 29
Losing Trades 56 27 29 56 27 29
Profitability (%) 52.1368 54.2373 50 52.1368 54.2373 50
Ratio Avg Win / Avg Loss 1.6116 2.3432 0.9676 0.9129 1.0481 0.7538
Largest Winning Trade 399382 399382 49219 1164589 1164589 578023
Largest Losing Trade -86110 -44049 -86110 -1787133 -981030 -1787133
Avg Bars in Trades 28 30 27 28 30 27
Avg Bars in Winners 29 34 25 29 34 25
Avg Bars in Losers 27 25 29 27 25 29
Bars Traded 3365 1777 1588 3365 1777 1588
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 389488 -164058 -760555 -579912 -208419 -760555

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1611446400000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758036942505,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 170
        }
    }
}
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": [
        [
            519811.55596765,
            532401.9292741328,
            -12590.3733064826,
            -37592.740841782,
            798431.0337158344,
            -836023.774557616
        ],
        [
            519.811556,
            532.401929,
            -12.590373,
            -37.592741,
            798.431034,
            -836.023775
        ],
        [
            0.285454,
            0.292368,
            -0.006914,
            -0.025888,
            0.120637,
            0
        ],
        [
            127.108512,
            127.108512,
            127.108512,
            127.108512,
            127.108512,
            127.108512
        ],
        [
            -186174,
            -78387,
            -188197,
            -2519057,
            -1779931,
            -2515011
        ],
        [
            1.755439,
            2.777134,
            0.967593,
            0.994383,
            1.242204,
            0.753817
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            52.136752,
            54.237288,
            50,
            52.136752,
            54.237288,
            50
        ],
        [
            1.611551,
            2.343207,
            0.967593,
            0.912876,
            1.04811,
            0.753817
        ],
        [
            399382,
            399382,
            49219,
            1164589,
            1164589,
            578023
        ],
        [
            -86110,
            -44049,
            -86110,
            -1787133,
            -981030,
            -1787133
        ],
        [
            28,
            30,
            27,
            28,
            30,
            27
        ],
        [
            29,
            34,
            25,
            29,
            34,
            25
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            3365,
            1777,
            1588,
            3365,
            1777,
            1588
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389488,
            -164058,
            -760555,
            -579912,
            -208419,
            -760555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1611446400000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758036942505,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 170
        }
    }
}

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)