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Trade: AVAX/USDT/720/VWAP/HWMA/7836

Strategy
AVAX/USDT/720/VWAP/HWMA/7836
Pair
AVAX_USDT
Interval
12h
Score
311330
Daily Profit
0.183066
Profit Factor
1.263835
Profitability
52.127660
Streak
22.502939
Best Strategy
Training Data Length
1823.500000
Evaluation Time
2025-09-19 03:04
Expiration Time
2025-11-12 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339228.8942 445025.9464 -105797.0522 -29097.4429 2708287.7568 -2737385.1997
Total P&L (%) 339.2289 445.0259 -105.7971 -29.0974 2708.2878 -2737.3852
Avg Daily Profit (%) 0.186 0.2441 -0.058 -0.0189 0.1831 0
Buy And Hold Return (%) 510.7942 510.7942 510.7942 510.7942 510.7942 510.7942
Max Trade Drawdown -257291 -149771 -223761 -4503878 -2558326 -4028829
Profit Factor 1.1975 1.5005 0.8723 0.9985 1.2638 0.7014
Total Trades 376 188 188 376 188 188
Winning Trades 193 98 95 193 98 95
Losing Trades 183 90 93 183 90 93
Profitability (%) 51.3298 52.1277 50.5319 51.3298 52.1277 50.5319
Ratio Avg Win / Avg Loss 1.1355 1.378 0.8539 0.9468 1.1607 0.6867
Largest Winning Trade 77864 77864 29697 1426489 1426489 549977
Largest Losing Trade -48965 -44465 -48965 -1885877 -1746374 -1885877
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 9 10 9 9 10 9
Bars Traded 3638 1848 1791 3638 1848 1791
Profit Streak 6.5029 22.5029 0 6.5029 22.5029 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158450 -154446 -580002 -577672 311330 -580002

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3647,
    "evaluation_days": 1823.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758240253907,
    "expiration_time": 1762966512000,
    "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": 0.19349,
            "nb": 0.32732,
            "nc": 0.2302
        }
    }
}
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": [
        [
            339228.8942054936,
            445025.946364221,
            -105797.0521587266,
            -29097.4429275746,
            2708287.7567958725,
            -2737385.1997234514
        ],
        [
            339.228894,
            445.025946,
            -105.797052,
            -29.097443,
            2708.287757,
            -2737.3852
        ],
        [
            0.186032,
            0.24405,
            -0.058019,
            -0.018856,
            0.183066,
            0
        ],
        [
            510.794223,
            510.794223,
            510.794223,
            510.794223,
            510.794223,
            510.794223
        ],
        [
            -257291,
            -149771,
            -223761,
            -4503878,
            -2558326,
            -4028829
        ],
        [
            1.197497,
            1.500514,
            0.872303,
            0.998503,
            1.263835,
            0.701434
        ],
        [
            376,
            188,
            188,
            376,
            188,
            188
        ],
        [
            193,
            98,
            95,
            193,
            98,
            95
        ],
        [
            183,
            90,
            93,
            183,
            90,
            93
        ],
        [
            51.329787,
            52.12766,
            50.531915,
            51.329787,
            52.12766,
            50.531915
        ],
        [
            1.135451,
            1.378023,
            0.853939,
            0.946767,
            1.160665,
            0.686667
        ],
        [
            77864,
            77864,
            29697,
            1426489,
            1426489,
            549977
        ],
        [
            -48965,
            -44465,
            -48965,
            -1885877,
            -1746374,
            -1885877
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            3638,
            1848,
            1791,
            3638,
            1848,
            1791
        ],
        [
            6.502939,
            22.502939,
            0,
            6.502939,
            22.502939,
            0
        ],
        [
            1,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -158450,
            -154446,
            -580002,
            -577672,
            311330,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3647,
    "evaluation_days": 1823.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758240253907,
    "expiration_time": 1762966512000,
    "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": 0.19349,
            "nb": 0.32732,
            "nc": 0.2302
        }
    }
}

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)