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Trade: AVAX/USDT/720/VWMA/MIDPOINT/5768

Strategy
AVAX/USDT/720/VWMA/MIDPOINT/5768
Pair
AVAX_USDT
Interval
12h
Score
394380
Daily Profit
0.171078
Profit Factor
3.252214
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
1822.500000
Evaluation Time
2025-09-18 05:14
Expiration Time
2025-11-11 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 919666.1995 910171.2546 9494.945 250541.8187 2153858.4786 -1903316.6599
Total P&L (%) 919.6662 910.1713 9.4949 250.5418 2153.8585 -1903.3167
Avg Daily Profit (%) 0.5046 0.4994 0.0052 0.0688 0.1711 0
Buy And Hold Return (%) 872.7918 872.7918 872.7918 872.7918 872.7918 872.7918
Max Trade Drawdown -91563 -100800 -91563 -2078665 -510188 -2071693
Profit Factor 2.8797 4.7083 1.0389 1.0679 3.2522 0.3032
Total Trades 73 36 37 73 36 37
Winning Trades 40 20 20 40 20 20
Losing Trades 33 16 17 33 16 17
Profitability (%) 54.7945 55.5556 54.0541 54.7945 55.5556 54.0541
Ratio Avg Win / Avg Loss 2.3757 3.7666 0.8831 0.8811 2.6018 0.2577
Largest Winning Trade 450788 450788 43332 1590998 1590998 155844
Largest Losing Trade -91563 -60885 -91563 -2058806 -313861 -2058806
Avg Bars in Trades 47 65 29 47 65 29
Avg Bars in Winners 59 82 36 59 82 36
Avg Bars in Losers 33 45 22 33 45 22
Bars Traded 3470 2365 1105 3470 2365 1105
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -208308 -133557 -530187 -489626 394380 -579969

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3645,
    "evaluation_days": 1822.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1608120000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758161667714,
    "expiration_time": 1762877520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 172,
            "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": [
        [
            919666.1995369906,
            910171.2545795816,
            9494.9449574088,
            250541.8187042908,
            2153858.478625052,
            -1903316.6599207614
        ],
        [
            919.6662,
            910.171255,
            9.494945,
            250.541819,
            2153.858479,
            -1903.31666
        ],
        [
            0.504618,
            0.499408,
            0.00521,
            0.068847,
            0.171078,
            0
        ],
        [
            872.791763,
            872.791763,
            872.791763,
            872.791763,
            872.791763,
            872.791763
        ],
        [
            -91563,
            -100800,
            -91563,
            -2078665,
            -510188,
            -2071693
        ],
        [
            2.879664,
            4.708263,
            1.038941,
            1.06794,
            3.252214,
            0.303167
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            54.794521,
            55.555556,
            54.054054,
            54.794521,
            55.555556,
            54.054054
        ],
        [
            2.375723,
            3.766611,
            0.8831,
            0.88105,
            2.601771,
            0.257692
        ],
        [
            450788,
            450788,
            43332,
            1590998,
            1590998,
            155844
        ],
        [
            -91563,
            -60885,
            -91563,
            -2058806,
            -313861,
            -2058806
        ],
        [
            47,
            65,
            29,
            47,
            65,
            29
        ],
        [
            59,
            82,
            36,
            59,
            82,
            36
        ],
        [
            33,
            45,
            22,
            33,
            45,
            22
        ],
        [
            3470,
            2365,
            1105,
            3470,
            2365,
            1105
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -208308,
            -133557,
            -530187,
            -489626,
            394380,
            -579969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3645,
    "evaluation_days": 1822.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1608120000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758161667714,
    "expiration_time": 1762877520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 172,
            "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)