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Trade: AVAX/USDT/720/SINWMA/VWAP/5645

Strategy
AVAX/USDT/720/SINWMA/VWAP/5645
Pair
AVAX_USDT
Interval
12h
Score
379807
Daily Profit
0.827246
Profit Factor
3.409641
Profitability
33.093525
Streak
0.000000
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-09-08 19:05
Expiration Time
2025-11-01 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1499796.936 1385133.374 114663.562 12339190.6194 11137457.234 1201733.3855
Total P&L (%) 1499.7969 1385.1334 114.6636 12339.1906 11137.4572 1201.7334
Avg Daily Profit (%) 0.8272 0.764 0.0632 0.2664 0.2608 0.1416
Buy And Hold Return (%) 523.4704 523.4704 523.4704 523.4704 523.4704 523.4704
Max Trade Drawdown -100649 -63492 -66798 -24478248 -13816464 -16335340
Profit Factor 3.4096 5.6485 1.3534 1.1906 1.3726 1.0345
Total Trades 139 69 70 139 69 70
Winning Trades 46 20 26 46 20 26
Losing Trades 93 49 44 93 49 44
Profitability (%) 33.0935 28.9855 37.1429 33.0935 28.9855 37.1429
Ratio Avg Win / Avg Loss 6.8934 13.8387 2.2904 2.4071 3.3628 1.7507
Largest Winning Trade 812575 812575 74953 12711899 12711899 11680911
Largest Losing Trade -30148 -19763 -30148 -3335485 -2867620 -3335485
Avg Bars in Trades 25 24 27 25 24 27
Avg Bars in Winners 55 53 55 55 53 55
Avg Bars in Losers 11 11 10 11 11 10
Bars Traded 3566 1657 1909 3566 1657 1909
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 379807 -96226 -371916 -7078 -103733 -289102

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757347508148,
    "expiration_time": 1762032096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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": [
        [
            1499796.936028957,
            1385133.3740314287,
            114663.5619975277,
            12339190.619440481,
            11137457.23395982,
            1201733.385480665
        ],
        [
            1499.796936,
            1385.133374,
            114.663562,
            12339.190619,
            11137.457234,
            1201.733385
        ],
        [
            0.827246,
            0.764001,
            0.063245,
            0.266401,
            0.260783,
            0.141649
        ],
        [
            523.470402,
            523.470402,
            523.470402,
            523.470402,
            523.470402,
            523.470402
        ],
        [
            -100649,
            -63492,
            -66798,
            -24478248,
            -13816464,
            -16335340
        ],
        [
            3.409641,
            5.648466,
            1.353421,
            1.190601,
            1.372591,
            1.034487
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            33.093525,
            28.985507,
            37.142857,
            33.093525,
            28.985507,
            37.142857
        ],
        [
            6.893405,
            13.838741,
            2.290406,
            2.407085,
            3.362848,
            1.75067
        ],
        [
            812575,
            812575,
            74953,
            12711899,
            12711899,
            11680911
        ],
        [
            -30148,
            -19763,
            -30148,
            -3335485,
            -2867620,
            -3335485
        ],
        [
            25,
            24,
            27,
            25,
            24,
            27
        ],
        [
            55,
            53,
            55,
            55,
            53,
            55
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            3566,
            1657,
            1909,
            3566,
            1657,
            1909
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379807,
            -96226,
            -371916,
            -7078,
            -103733,
            -289102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757347508148,
    "expiration_time": 1762032096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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)