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Trade: AVAX/USDT/720/VWMA/BBL/6512

Strategy
AVAX/USDT/720/VWMA/BBL/6512
Pair
AVAX_USDT
Interval
12h
Score
312936
Daily Profit
0.167440
Profit Factor
2.366637
Profitability
62.162162
Streak
272.193634
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-09-17 19:38
Expiration Time
2025-11-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244724.8429 305075.4409 -60350.598 -21611.2916 147269.2564 -168880.548
Total P&L (%) 244.7248 305.0754 -60.3506 -21.6113 147.2693 -168.8805
Avg Daily Profit (%) 0.1343 0.1674 -0.0331 -0.0134 0.0497 0
Buy And Hold Return (%) 132.5307 132.5307 132.5307 132.5307 132.5307 132.5307
Max Trade Drawdown -147709 -36264 -111641 -188686 -33740 -85018
Profit Factor 1.4298 2.3666 0.8257 0.951 2.0755 0.4453
Total Trades 74 37 37 74 37 37
Winning Trades 42 23 19 42 23 19
Losing Trades 32 14 18 32 14 18
Profitability (%) 56.7568 62.1622 51.3514 56.7568 62.1622 51.3514
Ratio Avg Win / Avg Loss 1.0894 1.4406 0.7822 0.7246 1.2634 0.4218
Largest Winning Trade 103862 103862 80181 103862 103862 27947
Largest Losing Trade -63673 -36264 -63673 -129806 -29669 -129806
Avg Bars in Trades 45 17 74 45 17 74
Avg Bars in Winners 57 13 110 57 13 110
Avg Bars in Losers 30 24 35 30 24 35
Bars Traded 3399 660 2738 3399 660 2738
Profit Streak 0 272.1936 0 0 272.1936 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88375 312936 -580597 -648401 -252055 -580597

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1611014400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758127129973,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 3.87375
        }
    }
}
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": [
        [
            244724.8429415614,
            305075.4409176853,
            -60350.5979761237,
            -21611.2915852131,
            147269.256447142,
            -168880.548032355
        ],
        [
            244.724843,
            305.075441,
            -60.350598,
            -21.611292,
            147.269256,
            -168.880548
        ],
        [
            0.134317,
            0.16744,
            -0.033123,
            -0.013363,
            0.0497,
            0
        ],
        [
            132.530699,
            132.530699,
            132.530699,
            132.530699,
            132.530699,
            132.530699
        ],
        [
            -147709,
            -36264,
            -111641,
            -188686,
            -33740,
            -85018
        ],
        [
            1.429777,
            2.366637,
            0.825673,
            0.951036,
            2.075506,
            0.445277
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            56.756757,
            62.162162,
            51.351351,
            56.756757,
            62.162162,
            51.351351
        ],
        [
            1.089354,
            1.440561,
            0.782216,
            0.724599,
            1.263352,
            0.421841
        ],
        [
            103862,
            103862,
            80181,
            103862,
            103862,
            27947
        ],
        [
            -63673,
            -36264,
            -63673,
            -129806,
            -29669,
            -129806
        ],
        [
            45,
            17,
            74,
            45,
            17,
            74
        ],
        [
            57,
            13,
            110,
            57,
            13,
            110
        ],
        [
            30,
            24,
            35,
            30,
            24,
            35
        ],
        [
            3399,
            660,
            2738,
            3399,
            660,
            2738
        ],
        [
            0,
            272.193634,
            0,
            0,
            272.193634,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88375,
            312936,
            -580597,
            -648401,
            -252055,
            -580597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1611014400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758127129973,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 3.87375
        }
    }
}

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)