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Trade: AVAX/USDT/720/VWAP/DCM/4984

Strategy
AVAX/USDT/720/VWAP/DCM/4984
Pair
AVAX_USDT
Interval
12h
Score
725900
Daily Profit
1.063435
Profit Factor
4.920013
Profitability
59.310345
Streak
49.089976
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-09-16 17:09
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 1936516.0316 1678499.3636 258016.668 207736132.4851 169194698.6948 38541433.7903
Total P&L (%) 1936.516 1678.4994 258.0167 207736.1325 169194.6987 38541.4338
Avg Daily Profit (%) 1.0634 0.9217 0.1417 0.4204 0.4091 0.3277
Buy And Hold Return (%) 808.4025 808.4025 808.4025 808.4025 808.4025 808.4025
Max Trade Drawdown -64591 -92031 -39371 -177885471 -92944676 -91665796
Profit Factor 4.92 6.4042 2.4067 1.5117 1.8016 1.1977
Total Trades 145 73 72 145 73 72
Winning Trades 86 42 44 86 42 44
Losing Trades 59 31 28 59 31 28
Profitability (%) 59.3103 57.5342 61.1111 59.3103 57.5342 61.1111
Ratio Avg Win / Avg Loss 3.3754 4.7269 1.5316 1.0371 1.3298 0.7622
Largest Winning Trade 762393 762393 51988 81708871 81708871 46786553
Largest Losing Trade -34707 -30292 -34707 -92944676 -92944676 -80630984
Avg Bars in Trades 23 29 18 23 29 18
Avg Bars in Winners 27 34 20 27 34 20
Avg Bars in Losers 18 21 15 18 21 15
Bars Traded 3470 2139 1331 3470 2139 1331
Profit Streak 49.09 87.09 49.09 49.09 87.09 49.09
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 725900 -53643 -241978 525031 -56932 -72466

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1608033600000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758031773926,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 170,
            "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": [
        [
            1936516.0316057513,
            1678499.3636188328,
            258016.6679869186,
            207736132.48506314,
            169194698.69477138,
            38541433.79029176
        ],
        [
            1936.516032,
            1678.499364,
            258.016668,
            207736.132485,
            169194.698695,
            38541.43379
        ],
        [
            1.063435,
            0.921746,
            0.14169,
            0.420394,
            0.409084,
            0.327659
        ],
        [
            808.402496,
            808.402496,
            808.402496,
            808.402496,
            808.402496,
            808.402496
        ],
        [
            -64591,
            -92031,
            -39371,
            -177885471,
            -92944676,
            -91665796
        ],
        [
            4.920013,
            6.404169,
            2.406744,
            1.511678,
            1.801623,
            1.197725
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            86,
            42,
            44,
            86,
            42,
            44
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            59.310345,
            57.534247,
            61.111111,
            59.310345,
            57.534247,
            61.111111
        ],
        [
            3.375358,
            4.726887,
            1.531564,
            1.037081,
            1.329769,
            0.762188
        ],
        [
            762393,
            762393,
            51988,
            81708871,
            81708871,
            46786553
        ],
        [
            -34707,
            -30292,
            -34707,
            -92944676,
            -92944676,
            -80630984
        ],
        [
            23,
            29,
            18,
            23,
            29,
            18
        ],
        [
            27,
            34,
            20,
            27,
            34,
            20
        ],
        [
            18,
            21,
            15,
            18,
            21,
            15
        ],
        [
            3470,
            2139,
            1331,
            3470,
            2139,
            1331
        ],
        [
            49.089976,
            87.089976,
            49.089976,
            49.089976,
            87.089976,
            49.089976
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            725900,
            -53643,
            -241978,
            525031,
            -56932,
            -72466
        ]
    ]
}
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": 1608033600000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758031773926,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 170,
            "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)