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Trade: AVAX/USDT/720/VWAP/VWAP/2825

Strategy
AVAX/USDT/720/VWAP/VWAP/2825
Pair
AVAX_USDT
Interval
12h
Score
355160
Daily Profit
0.244828
Profit Factor
1.492219
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
1823.000000
Evaluation Time
2025-09-18 19:47
Expiration Time
2025-11-12 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -959212.074 67528.5205 -1026740.5945 -1818792.8796 -10348192.8828 8529400.0032
Total P&L (%) -959.2121 67.5285 -1026.7406 -1818.7929 -10348.1929 8529.4
Avg Daily Profit (%) -0.5262 0.037 -0.5632 0 0 0.2448
Buy And Hold Return (%) 691.2554 691.2554 691.2554 691.2554 691.2554 691.2554
Max Trade Drawdown -1093237 -195492 -1107639 -26706695 -20491975 -6627144
Profit Factor 0.4716 1.1938 0.3 0.9576 0.596 1.4922
Total Trades 176 88 88 176 88 88
Winning Trades 116 56 60 81 39 42
Losing Trades 60 32 28 95 49 46
Profitability (%) 65.9091 63.6364 68.1818 46.0227 44.3182 47.7273
Ratio Avg Win / Avg Loss 0.2439 0.6822 0.14 1.1232 0.7488 1.6343
Largest Winning Trade 53465 53465 37544 9649409 2720553 9649409
Largest Losing Trade -564916 -72912 -564916 -17534056 -17534056 -3416330
Avg Bars in Trades 20 21 19 20 21 19
Avg Bars in Winners 9 9 10 19 21 17
Avg Bars in Losers 40 42 38 21 21 20
Bars Traded 3571 1888 1683 3571 1888 1683
Profit Streak 31.1999 31.1999 37.6999 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576014 -315182 -576751 -579458 -583028 355160

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3646,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214071160,
    "expiration_time": 1762922016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 51
        }
    }
}
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": [
        [
            -959212.0740475697,
            67528.5205021149,
            -1026740.5945496849,
            -1818792.879614332,
            -10348192.882831896,
            8529400.003217563
        ],
        [
            -959.212074,
            67.528521,
            -1026.740595,
            -1818.79288,
            -10348.192883,
            8529.400003
        ],
        [
            -0.526172,
            0.037043,
            -0.563215,
            0,
            0,
            0.244828
        ],
        [
            691.255424,
            691.255424,
            691.255424,
            691.255424,
            691.255424,
            691.255424
        ],
        [
            -1093237,
            -195492,
            -1107639,
            -26706695,
            -20491975,
            -6627144
        ],
        [
            0.471577,
            1.193819,
            0.300025,
            0.957645,
            0.595985,
            1.492219
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            116,
            56,
            60,
            81,
            39,
            42
        ],
        [
            60,
            32,
            28,
            95,
            49,
            46
        ],
        [
            65.909091,
            63.636364,
            68.181818,
            46.022727,
            44.318182,
            47.727273
        ],
        [
            0.243919,
            0.682182,
            0.140012,
            1.123164,
            0.748801,
            1.634335
        ],
        [
            53465,
            53465,
            37544,
            9649409,
            2720553,
            9649409
        ],
        [
            -564916,
            -72912,
            -564916,
            -17534056,
            -17534056,
            -3416330
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            9,
            9,
            10,
            19,
            21,
            17
        ],
        [
            40,
            42,
            38,
            21,
            21,
            20
        ],
        [
            3571,
            1888,
            1683,
            3571,
            1888,
            1683
        ],
        [
            31.199898,
            31.199898,
            37.699898,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576014,
            -315182,
            -576751,
            -579458,
            -583028,
            355160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3646,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602936000000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214071160,
    "expiration_time": 1762922016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 51
        }
    }
}

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)