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Trade: AVAX/USDT/720/VWAP/ZLMA/2251

Strategy
AVAX/USDT/720/VWAP/ZLMA/2251
Pair
AVAX_USDT
Interval
12h
Score
380470
Daily Profit
0.332967
Profit Factor
3.983463
Profitability
43.902439
Streak
84.195648
Best Strategy
Training Data Length
1824.000000
Evaluation Time
2025-09-19 19:41
Expiration Time
2025-11-13 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 663867.5124 607331.8238 56535.6886 971067.962 935687.3871 35380.5749
Total P&L (%) 663.8675 607.3318 56.5357 971.068 935.6874 35.3806
Avg Daily Profit (%) 0.364 0.333 0.031 0.1301 0.1282 0.0166
Buy And Hold Return (%) 261.3369 261.3369 261.3369 261.3369 261.3369 261.3369
Max Trade Drawdown -93010 -84511 -53136 -914320 -535836 -872606
Profit Factor 2.642 3.9835 1.2816 1.3108 1.6794 1.0202
Total Trades 82 41 41 82 41 41
Winning Trades 37 18 19 37 18 19
Losing Trades 45 23 22 45 23 22
Profitability (%) 45.122 43.9024 46.3415 45.122 43.9024 46.3415
Ratio Avg Win / Avg Loss 3.2132 5.09 1.484 1.5942 2.1459 1.1813
Largest Winning Trade 347062 347062 59350 806729 806729 543769
Largest Losing Trade -48066 -48066 -38892 -633829 -264111 -633829
Avg Bars in Trades 41 37 45 41 37 45
Avg Bars in Winners 54 59 50 54 59 50
Avg Bars in Losers 30 20 41 30 20 41
Bars Traded 3413 1547 1866 3413 1547 1866
Profit Streak 0 84.1956 0 0 84.1956 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 10221 380470 -318672 -30828 -21738 -536079

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3648,
    "evaluation_days": 1824,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758300103968,
    "expiration_time": 1763011008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    }
}
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": [
        [
            663867.5123667917,
            607331.8238027629,
            56535.6885640287,
            971067.9619842372,
            935687.3870697417,
            35380.5749144955
        ],
        [
            663.867512,
            607.331824,
            56.535689,
            971.067962,
            935.687387,
            35.380575
        ],
        [
            0.363962,
            0.332967,
            0.030995,
            0.130087,
            0.128243,
            0.016609
        ],
        [
            261.336947,
            261.336947,
            261.336947,
            261.336947,
            261.336947,
            261.336947
        ],
        [
            -93010,
            -84511,
            -53136,
            -914320,
            -535836,
            -872606
        ],
        [
            2.641996,
            3.983463,
            1.281638,
            1.310794,
            1.679407,
            1.020249
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            45.121951,
            43.902439,
            46.341463,
            45.121951,
            43.902439,
            46.341463
        ],
        [
            3.213239,
            5.089981,
            1.484001,
            1.594209,
            2.145909,
            1.181341
        ],
        [
            347062,
            347062,
            59350,
            806729,
            806729,
            543769
        ],
        [
            -48066,
            -48066,
            -38892,
            -633829,
            -264111,
            -633829
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            54,
            59,
            50,
            54,
            59,
            50
        ],
        [
            30,
            20,
            41,
            30,
            20,
            41
        ],
        [
            3413,
            1547,
            1866,
            3413,
            1547,
            1866
        ],
        [
            0,
            84.195648,
            0,
            0,
            84.195648,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            10221,
            380470,
            -318672,
            -30828,
            -21738,
            -536079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3648,
    "evaluation_days": 1824,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758300103968,
    "expiration_time": 1763011008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    }
}

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)