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Trade: AVAX/USDT/720/VWAP/HWMA/6903

Strategy
AVAX/USDT/720/VWAP/HWMA/6903
Pair
AVAX_USDT
Interval
12h
Score
337250
Daily Profit
0.208839
Profit Factor
1.237613
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1826.500000
Evaluation Time
2025-09-22 10:38
Expiration Time
2025-11-15 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 852754.1792 798984.7771 53769.4021 3134550.8784 4417165.6027 -1282614.7244
Total P&L (%) 852.7542 798.9848 53.7694 3134.5509 4417.1656 -1282.6147
Avg Daily Profit (%) 0.4669 0.4374 0.0294 0.1905 0.2088 0
Buy And Hold Return (%) 432.4295 432.4295 432.4295 432.4295 432.4295 432.4295
Max Trade Drawdown -151716 -108250 -142853 -7387033 -5437504 -4253670
Profit Factor 1.4565 1.82 1.0602 1.093 1.2376 0.9151
Total Trades 701 350 351 701 350 351
Winning Trades 346 175 171 346 175 171
Losing Trades 355 175 180 355 175 180
Profitability (%) 49.3581 50 48.7179 49.3581 50 48.7179
Ratio Avg Win / Avg Loss 1.4943 1.82 1.116 1.1215 1.2376 0.9633
Largest Winning Trade 181933 181933 60291 2093198 2093198 867866
Largest Losing Trade -53701 -53701 -52701 -2620335 -2208474 -2620335
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 4 5 4 4 5 4
Bars Traded 3645 1832 1813 3645 1832 1813
Profit Streak 3.3182 0 3.8182 3.3182 0 3.8182
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 256522 258035 -473014 -107406 337250 -580107

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3653,
    "evaluation_days": 1826.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758526695012,
    "expiration_time": 1763233488000,
    "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": 0.59998,
            "nb": 0.01185,
            "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": [
        [
            852754.1792346559,
            798984.7771192916,
            53769.4021153647,
            3134550.8783500013,
            4417165.602743268,
            -1282614.724393267
        ],
        [
            852.754179,
            798.984777,
            53.769402,
            3134.550878,
            4417.165603,
            -1282.614724
        ],
        [
            0.466879,
            0.43744,
            0.029438,
            0.190517,
            0.208839,
            0
        ],
        [
            432.42948,
            432.42948,
            432.42948,
            432.42948,
            432.42948,
            432.42948
        ],
        [
            -151716,
            -108250,
            -142853,
            -7387033,
            -5437504,
            -4253670
        ],
        [
            1.456458,
            1.81996,
            1.06016,
            1.09302,
            1.237613,
            0.915104
        ],
        [
            701,
            350,
            351,
            701,
            350,
            351
        ],
        [
            346,
            175,
            171,
            346,
            175,
            171
        ],
        [
            355,
            175,
            180,
            355,
            175,
            180
        ],
        [
            49.35806,
            50,
            48.717949,
            49.35806,
            50,
            48.717949
        ],
        [
            1.494343,
            1.81996,
            1.115957,
            1.121451,
            1.237613,
            0.963267
        ],
        [
            181933,
            181933,
            60291,
            2093198,
            2093198,
            867866
        ],
        [
            -53701,
            -53701,
            -52701,
            -2620335,
            -2208474,
            -2620335
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            4,
            5,
            4,
            4,
            5,
            4
        ],
        [
            3645,
            1832,
            1813,
            3645,
            1832,
            1813
        ],
        [
            3.318229,
            0,
            3.818229,
            3.318229,
            0,
            3.818229
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            256522,
            258035,
            -473014,
            -107406,
            337250,
            -580107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3653,
    "evaluation_days": 1826.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758526695012,
    "expiration_time": 1763233488000,
    "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": 0.59998,
            "nb": 0.01185,
            "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)