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Trade: AVAX/USDT/720/VWAP/DCM/9089

Strategy
AVAX/USDT/720/VWAP/DCM/9089
Pair
AVAX_USDT
Interval
12h
Score
366576
Daily Profit
0.143306
Profit Factor
5.052507
Profitability
74.358974
Streak
105.197211
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-09-08 07:43
Expiration Time
2025-11-01 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221.4778 128203.2419 -127981.7641 -42632.3272 1240400.6571 -1283032.9843
Total P&L (%) 0.2215 128.2032 -127.9818 -42.6323 1240.4007 -1283.033
Avg Daily Profit (%) 0.0001 0.0707 -0.0706 -0.0307 0.1433 0
Buy And Hold Return (%) 224.5354 224.5354 224.5354 224.5354 224.5354 224.5354
Max Trade Drawdown -357047 -94534 -304436 -2204418 -219625 -2024393
Profit Factor 1.0004 1.7301 0.657 0.9822 5.0525 0.3859
Total Trades 77 39 38 77 39 38
Winning Trades 63 33 30 57 29 28
Losing Trades 14 6 8 20 10 10
Profitability (%) 81.8182 84.6154 78.9474 74.026 74.359 73.6842
Ratio Avg Win / Avg Loss 0.2223 0.3146 0.1752 0.3446 1.7422 0.1378
Largest Winning Trade 33155 33155 23493 913439 913439 253217
Largest Losing Trade -168700 -82588 -168700 -1853004 -119291 -1853004
Avg Bars in Trades 42 54 29 42 54 29
Avg Bars in Winners 12 13 11 36 52 19
Avg Bars in Losers 174 281 94 59 62 56
Bars Traded 3246 2143 1103 3246 2143 1103
Profit Streak 105.1972 105.1972 262.1972 105.1972 105.1972 262.1972
Trades During Streak 12 6 10 12 6 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -620445 -257943 -575226 -622003 366576 -575908

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610496000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757306638996,
    "expiration_time": 1761987600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "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": [
        [
            221.4777996672,
            128203.2418896534,
            -127981.7640899862,
            -42632.3272428593,
            1240400.657053863,
            -1283032.984296722
        ],
        [
            0.221478,
            128.203242,
            -127.981764,
            -42.632327,
            1240.400657,
            -1283.032984
        ],
        [
            0.000122,
            0.070733,
            -0.070611,
            -0.030654,
            0.143306,
            0
        ],
        [
            224.535399,
            224.535399,
            224.535399,
            224.535399,
            224.535399,
            224.535399
        ],
        [
            -357047,
            -94534,
            -304436,
            -2204418,
            -219625,
            -2024393
        ],
        [
            1.000404,
            1.730063,
            0.656964,
            0.982203,
            5.052507,
            0.385943
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            63,
            33,
            30,
            57,
            29,
            28
        ],
        [
            14,
            6,
            8,
            20,
            10,
            10
        ],
        [
            81.818182,
            84.615385,
            78.947368,
            74.025974,
            74.358974,
            73.684211
        ],
        [
            0.222312,
            0.314557,
            0.17519,
            0.344633,
            1.742244,
            0.137837
        ],
        [
            33155,
            33155,
            23493,
            913439,
            913439,
            253217
        ],
        [
            -168700,
            -82588,
            -168700,
            -1853004,
            -119291,
            -1853004
        ],
        [
            42,
            54,
            29,
            42,
            54,
            29
        ],
        [
            12,
            13,
            11,
            36,
            52,
            19
        ],
        [
            174,
            281,
            94,
            59,
            62,
            56
        ],
        [
            3246,
            2143,
            1103,
            3246,
            2143,
            1103
        ],
        [
            105.19721,
            105.197211,
            262.19721,
            105.197211,
            105.197211,
            262.197211
        ],
        [
            12,
            6,
            10,
            12,
            6,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -620445,
            -257943,
            -575226,
            -622003,
            366576,
            -575908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610496000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757306638996,
    "expiration_time": 1761987600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "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)