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Trade: AVAX/USDT/720/VWMA/MIDPRICE/1004

Strategy
AVAX/USDT/720/VWMA/MIDPRICE/1004
Pair
AVAX_USDT
Interval
12h
Score
432812
Daily Profit
0.231792
Profit Factor
1.979466
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-09-16 19:53
Expiration Time
2025-11-10 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1085334.8845 977876.1863 107458.6982 6019431.4644 6676575.0373 -657143.5729
Total P&L (%) 1085.3349 977.8762 107.4587 6019.4315 6676.575 -657.1436
Avg Daily Profit (%) 0.596 0.537 0.059 0.2262 0.2318 0
Buy And Hold Return (%) 765.6424 765.6424 765.6424 765.6424 765.6424 765.6424
Max Trade Drawdown -101418 -65906 -51094 -6123151 -3702765 -2810149
Profit Factor 4.0692 5.6123 1.7588 1.4765 1.9795 0.887
Total Trades 60 30 30 60 30 30
Winning Trades 32 15 17 32 15 17
Losing Trades 28 15 13 28 15 13
Profitability (%) 53.3333 50 56.6667 53.3333 50 56.6667
Ratio Avg Win / Avg Loss 3.5605 5.6123 1.345 1.2919 1.9795 0.6783
Largest Winning Trade 390841 390841 52332 6361828 6361828 1223242
Largest Losing Trade -53553 -53553 -31781 -3052183 -3052183 -2380556
Avg Bars in Trades 57 82 31 57 82 31
Avg Bars in Winners 64 99 33 64 99 33
Avg Bars in Losers 48 64 29 48 64 29
Bars Traded 3422 2467 955 3422 2467 955
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 -190406 -60424 -276862 -163643 432812 -579961

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609675200000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758041617936,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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": [
        [
            1085334.884485295,
            977876.1862883505,
            107458.698196945,
            6019431.464392341,
            6676575.037341838,
            -657143.5729494976
        ],
        [
            1085.334884,
            977.876186,
            107.458698,
            6019.431464,
            6676.575037,
            -657.143573
        ],
        [
            0.59601,
            0.537,
            0.059011,
            0.226178,
            0.231792,
            0
        ],
        [
            765.642386,
            765.642386,
            765.642386,
            765.642386,
            765.642386,
            765.642386
        ],
        [
            -101418,
            -65906,
            -51094,
            -6123151,
            -3702765,
            -2810149
        ],
        [
            4.069163,
            5.612273,
            1.758838,
            1.476497,
            1.979466,
            0.887014
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            53.333333,
            50,
            56.666667,
            53.333333,
            50,
            56.666667
        ],
        [
            3.560517,
            5.612273,
            1.344994,
            1.291935,
            1.979466,
            0.678305
        ],
        [
            390841,
            390841,
            52332,
            6361828,
            6361828,
            1223242
        ],
        [
            -53553,
            -53553,
            -31781,
            -3052183,
            -3052183,
            -2380556
        ],
        [
            57,
            82,
            31,
            57,
            82,
            31
        ],
        [
            64,
            99,
            33,
            64,
            99,
            33
        ],
        [
            48,
            64,
            29,
            48,
            64,
            29
        ],
        [
            3422,
            2467,
            955,
            3422,
            2467,
            955
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -190406,
            -60424,
            -276862,
            -163643,
            432812,
            -579961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609675200000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758041617936,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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)