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Trade: AVAX/USDT/720/VWAP/HWMA/6517

Strategy
AVAX/USDT/720/VWAP/HWMA/6517
Pair
AVAX_USDT
Interval
12h
Score
302598
Daily Profit
0.179209
Profit Factor
1.315173
Profitability
44.247788
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-09-08 03:34
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 598211.742 653839.8058 -55628.0638 136391.8033 2466811.0411 -2330419.2378
Total P&L (%) 598.2117 653.8398 -55.6281 136.3918 2466.811 -2330.4192
Avg Daily Profit (%) 0.33 0.3607 -0.0307 0.0475 0.1792 0
Buy And Hold Return (%) 328.0587 328.0587 328.0587 328.0587 328.0587 328.0587
Max Trade Drawdown -186288 -128448 -146405 -3968803 -1619713 -3240835
Profit Factor 1.3211 1.6806 0.9383 1.0086 1.3152 0.7068
Total Trades 679 339 340 679 339 340
Winning Trades 311 150 161 311 150 161
Losing Trades 368 189 179 368 189 179
Profitability (%) 45.8027 44.2478 47.3529 45.8027 44.2478 47.3529
Ratio Avg Win / Avg Loss 1.5633 2.1176 1.0432 1.1935 1.6571 0.7858
Largest Winning Trade 276524 276524 37348 1712453 1712453 272419
Largest Losing Trade -37632 -37632 -33449 -1045560 -858836 -1045560
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 3620 1800 1819 3620 1800 1819
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 165613 177050 -578640 -504105 302598 -580307

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": 1600732800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757291693078,
    "expiration_time": 1761987600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.52275,
            "nb": 0.16672,
            "nc": 0.1
        }
    }
}
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": [
        [
            598211.7419788213,
            653839.8058025801,
            -55628.063823759,
            136391.8033404461,
            2466811.0411177417,
            -2330419.2377772965
        ],
        [
            598.211742,
            653.839806,
            -55.628064,
            136.391803,
            2466.811041,
            -2330.419238
        ],
        [
            0.330048,
            0.360739,
            -0.030691,
            0.047477,
            0.179209,
            0
        ],
        [
            328.058739,
            328.058739,
            328.058739,
            328.058739,
            328.058739,
            328.058739
        ],
        [
            -186288,
            -128448,
            -146405,
            -3968803,
            -1619713,
            -3240835
        ],
        [
            1.321147,
            1.680611,
            0.938333,
            1.008646,
            1.315173,
            0.706818
        ],
        [
            679,
            339,
            340,
            679,
            339,
            340
        ],
        [
            311,
            150,
            161,
            311,
            150,
            161
        ],
        [
            368,
            189,
            179,
            368,
            189,
            179
        ],
        [
            45.802651,
            44.247788,
            47.352941,
            45.802651,
            44.247788,
            47.352941
        ],
        [
            1.563286,
            2.117569,
            1.04324,
            1.19351,
            1.657117,
            0.785841
        ],
        [
            276524,
            276524,
            37348,
            1712453,
            1712453,
            272419
        ],
        [
            -37632,
            -37632,
            -33449,
            -1045560,
            -858836,
            -1045560
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            3620,
            1800,
            1819,
            3620,
            1800,
            1819
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            165613,
            177050,
            -578640,
            -504105,
            302598,
            -580307
        ]
    ]
}
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": 1600732800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757291693078,
    "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": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.52275,
            "nb": 0.16672,
            "nc": 0.1
        }
    }
}

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)