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Trade: AVAX/USDT/720/VWAP/TEMA/5100

Strategy
AVAX/USDT/720/VWAP/TEMA/5100
Pair
AVAX_USDT
Interval
12h
Score
382218
Daily Profit
0.209463
Profit Factor
1.483195
Profitability
57.575758
Streak
93.361287
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-09-12 11:40
Expiration Time
2025-11-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1380139.4608 -52795.7824 -1327343.6784 -2162190.3684 -6536367.4006 4374177.0323
Total P&L (%) -1380.1395 -52.7958 -1327.3437 -2162.1904 -6536.3674 4374.177
Avg Daily Profit (%) -0.7598 -0.0291 -0.7307 0 0 0.2095
Buy And Hold Return (%) 655.9647 655.9647 655.9647 655.9647 655.9647 655.9647
Max Trade Drawdown -1454337 -157972 -1359370 -11533764 -7242372 -5672053
Profit Factor 0.2465 0.7898 0.1601 0.8864 0.3455 1.4832
Total Trades 66 33 33 66 33 33
Winning Trades 46 21 25 31 12 19
Losing Trades 20 12 8 35 21 14
Profitability (%) 69.697 63.6364 75.7576 46.9697 36.3636 57.5758
Ratio Avg Win / Avg Loss 0.1072 0.4513 0.0512 1.0008 0.6046 1.0929
Largest Winning Trade 38698 28329 38698 8706638 1035413 8706638
Largest Losing Trade -637546 -68278 -637546 -3860624 -3860624 -3802726
Avg Bars in Trades 53 57 48 53 57 48
Avg Bars in Winners 23 25 21 46 60 38
Avg Bars in Losers 121 113 133 58 55 63
Bars Traded 3503 1892 1611 3503 1892 1611
Profit Streak 7.3613 142.8613 0 0 0 93.3613
Trades During Streak 1 4 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -706044 -577652 -577463 -709067 -586105 382218

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757666415170,
    "expiration_time": 1762343568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 29,
            "offset": 94
        }
    }
}
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": [
        [
            -1380139.460831829,
            -52795.7824499765,
            -1327343.6783818528,
            -2162190.368355507,
            -6536367.400649138,
            4374177.032293632
        ],
        [
            -1380.139461,
            -52.795782,
            -1327.343678,
            -2162.190368,
            -6536.367401,
            4374.177032
        ],
        [
            -0.759779,
            -0.029065,
            -0.730715,
            0,
            0,
            0.209463
        ],
        [
            655.964662,
            655.964662,
            655.964662,
            655.964662,
            655.964662,
            655.964662
        ],
        [
            -1454337,
            -157972,
            -1359370,
            -11533764,
            -7242372,
            -5672053
        ],
        [
            0.246472,
            0.789771,
            0.16014,
            0.886436,
            0.345499,
            1.483195
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            46,
            21,
            25,
            31,
            12,
            19
        ],
        [
            20,
            12,
            8,
            35,
            21,
            14
        ],
        [
            69.69697,
            63.636364,
            75.757576,
            46.969697,
            36.363636,
            57.575758
        ],
        [
            0.107162,
            0.451298,
            0.051245,
            1.000815,
            0.604624,
            1.092881
        ],
        [
            38698,
            28329,
            38698,
            8706638,
            1035413,
            8706638
        ],
        [
            -637546,
            -68278,
            -637546,
            -3860624,
            -3860624,
            -3802726
        ],
        [
            53,
            57,
            48,
            53,
            57,
            48
        ],
        [
            23,
            25,
            21,
            46,
            60,
            38
        ],
        [
            121,
            113,
            133,
            58,
            55,
            63
        ],
        [
            3503,
            1892,
            1611,
            3503,
            1892,
            1611
        ],
        [
            7.361287,
            142.861287,
            0,
            0,
            0,
            93.361287
        ],
        [
            1,
            4,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -706044,
            -577652,
            -577463,
            -709067,
            -586105,
            382218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757666415170,
    "expiration_time": 1762343568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 29,
            "offset": 94
        }
    }
}

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)