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Trade: AVAX/USDT/720/VWMA/HMA/3645

Strategy
AVAX/USDT/720/VWMA/HMA/3645
Pair
AVAX_USDT
Interval
12h
Score
337105
Daily Profit
0.242204
Profit Factor
1.422289
Profitability
46.017699
Streak
22.495163
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-09-11 02:53
Expiration Time
2025-11-04 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816559.1826 732403.8947 84155.2879 4162888.5251 7969630.0809 -3806741.5559
Total P&L (%) 816.5592 732.4039 84.1553 4162.8885 7969.6301 -3806.7416
Avg Daily Profit (%) 0.4499 0.4035 0.0464 0.207 0.2422 0
Buy And Hold Return (%) 801.0059 801.0059 801.0059 801.0059 801.0059 801.0059
Max Trade Drawdown -138834 -101880 -100843 -8452438 -6665368 -5070717
Profit Factor 1.8779 2.6577 1.1723 1.1071 1.4223 0.8098
Total Trades 226 113 113 226 113 113
Winning Trades 111 52 59 111 52 59
Losing Trades 115 61 54 115 61 54
Profitability (%) 49.115 46.0177 52.2124 49.115 46.0177 52.2124
Ratio Avg Win / Avg Loss 1.9456 3.1177 1.073 1.1469 1.6685 0.7412
Largest Winning Trade 223995 223995 67305 4628760 4628760 1749115
Largest Losing Trade -41183 -21578 -41183 -2728003 -2728003 -1968046
Avg Bars in Trades 15 14 17 15 14 17
Avg Bars in Winners 21 19 22 21 19 22
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 3579 1651 1928 3579 1651 1928
Profit Streak 16.9952 22.4952 16.9952 16.9952 22.4952 16.9952
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143814 -151907 -326845 -93692 337105 -579896

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757548382080,
    "expiration_time": 1762210080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 27,
            "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": [
        [
            816559.1826341978,
            732403.8946928214,
            84155.2879413763,
            4162888.5250792373,
            7969630.080932268,
            -3806741.5558530325
        ],
        [
            816.559183,
            732.403895,
            84.155288,
            4162.888525,
            7969.630081,
            -3806.741556
        ],
        [
            0.449895,
            0.403528,
            0.046367,
            0.206965,
            0.242204,
            0
        ],
        [
            801.005888,
            801.005888,
            801.005888,
            801.005888,
            801.005888,
            801.005888
        ],
        [
            -138834,
            -101880,
            -100843,
            -8452438,
            -6665368,
            -5070717
        ],
        [
            1.87788,
            2.657738,
            1.172329,
            1.10705,
            1.422289,
            0.809805
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            111,
            52,
            59,
            111,
            52,
            59
        ],
        [
            115,
            61,
            54,
            115,
            61,
            54
        ],
        [
            49.115044,
            46.017699,
            52.212389,
            49.115044,
            46.017699,
            52.212389
        ],
        [
            1.945551,
            3.117731,
            1.072979,
            1.146944,
            1.668454,
            0.741177
        ],
        [
            223995,
            223995,
            67305,
            4628760,
            4628760,
            1749115
        ],
        [
            -41183,
            -21578,
            -41183,
            -2728003,
            -2728003,
            -1968046
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            3579,
            1651,
            1928,
            3579,
            1651,
            1928
        ],
        [
            16.995163,
            22.495163,
            16.995163,
            16.995163,
            22.495163,
            16.995163
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143814,
            -151907,
            -326845,
            -93692,
            337105,
            -579896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757548382080,
    "expiration_time": 1762210080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 27,
            "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)