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Trade: AVAX/USDT/720/VWMA/ALMA/4432

Strategy
AVAX/USDT/720/VWMA/ALMA/4432
Pair
AVAX_USDT
Interval
12h
Score
305941
Daily Profit
0.211961
Profit Factor
1.282146
Profitability
50.000000
Streak
42.078714
Best Strategy
Training Data Length
1819.000000
Evaluation Time
2025-09-14 16:53
Expiration Time
2025-11-08 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -193397.5301 406087.5348 -599485.0649 -35755.3699 -4642041.4756 4606286.1057
Total P&L (%) -193.3975 406.0875 -599.4851 -35.7554 -4642.0415 4606.2861
Avg Daily Profit (%) -0.1063 0.2232 -0.3296 -0.0243 0 0.212
Buy And Hold Return (%) 679.8809 679.8809 679.8809 679.8809 679.8809 679.8809
Max Trade Drawdown -519956 -125598 -435479 -13674842 -4749000 -11034757
Profit Factor 0.8492 2.5219 0.4097 0.9984 0.2965 1.2821
Total Trades 69 35 34 69 35 34
Winning Trades 36 16 20 30 13 17
Losing Trades 33 19 14 39 22 17
Profitability (%) 52.1739 45.7143 58.8235 43.4783 37.1429 50
Ratio Avg Win / Avg Loss 0.7784 2.9947 0.2868 1.298 0.5017 1.2821
Largest Winning Trade 304675 304675 51795 20086533 1649470 20086533
Largest Losing Trade -352192 -30870 -352192 -8116620 -2316076 -8116620
Avg Bars in Trades 50 37 63 50 37 63
Avg Bars in Winners 45 27 59 54 29 73
Avg Bars in Losers 55 45 69 47 42 53
Bars Traded 3469 1309 2160 3469 1309 2160
Profit Streak 42.0787 87.0787 42.0787 42.0787 87.0787 42.0787
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -685072 -153866 -579100 -686501 -584827 305941

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757858000865,
    "expiration_time": 1762566048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 53,
            "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": [
        [
            -193397.5301433901,
            406087.5347771007,
            -599485.0649204906,
            -35755.3698802405,
            -4642041.475584666,
            4606286.105704428
        ],
        [
            -193.39753,
            406.087535,
            -599.485065,
            -35.75537,
            -4642.041476,
            4606.286106
        ],
        [
            -0.106321,
            0.223248,
            -0.329568,
            -0.024322,
            0,
            0.211961
        ],
        [
            679.880874,
            679.880874,
            679.880874,
            679.880874,
            679.880874,
            679.880874
        ],
        [
            -519956,
            -125598,
            -435479,
            -13674842,
            -4749000,
            -11034757
        ],
        [
            0.849186,
            2.521877,
            0.409681,
            0.99844,
            0.296474,
            1.282146
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            36,
            16,
            20,
            30,
            13,
            17
        ],
        [
            33,
            19,
            14,
            39,
            22,
            17
        ],
        [
            52.173913,
            45.714286,
            58.823529,
            43.478261,
            37.142857,
            50
        ],
        [
            0.778421,
            2.994729,
            0.286777,
            1.297972,
            0.501725,
            1.282146
        ],
        [
            304675,
            304675,
            51795,
            20086533,
            1649470,
            20086533
        ],
        [
            -352192,
            -30870,
            -352192,
            -8116620,
            -2316076,
            -8116620
        ],
        [
            50,
            37,
            63,
            50,
            37,
            63
        ],
        [
            45,
            27,
            59,
            54,
            29,
            73
        ],
        [
            55,
            45,
            69,
            47,
            42,
            53
        ],
        [
            3469,
            1309,
            2160,
            3469,
            1309,
            2160
        ],
        [
            42.078714,
            87.078714,
            42.078714,
            42.078714,
            87.078714,
            42.078714
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -685072,
            -153866,
            -579100,
            -686501,
            -584827,
            305941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757858000865,
    "expiration_time": 1762566048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 53,
            "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)