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Trade: AVAX/USDT/720/VWMA/MIDPRICE/3415

Strategy
AVAX/USDT/720/VWMA/MIDPRICE/3415
Pair
AVAX_USDT
Interval
12h
Score
577729
Daily Profit
0.887229
Profit Factor
6.785531
Profitability
52.777778
Streak
222.857247
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-09-13 23:34
Expiration Time
2025-11-07 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1619751.1038 1612982.5876 6768.5161 787631.0214 1665441.3351 -877810.3137
Total P&L (%) 1619.7511 1612.9826 6.7685 787.631 1665.4413 -877.8103
Avg Daily Profit (%) 0.891 0.8872 0.0037 0.1202 0.158 0
Buy And Hold Return (%) 842.6554 842.6554 842.6554 842.6554 842.6554 842.6554
Max Trade Drawdown -113071 -72107 -163468 -1193520 -502213 -1403966
Profit Factor 3.6686 6.7855 1.0206 1.2148 2.0958 0.5912
Total Trades 72 36 36 72 36 36
Winning Trades 38 19 19 38 19 19
Losing Trades 34 17 17 34 17 17
Profitability (%) 52.7778 52.7778 52.7778 52.7778 52.7778 52.7778
Ratio Avg Win / Avg Loss 3.2824 6.0713 0.9132 1.0869 1.8752 0.529
Largest Winning Trade 1204522 1204522 58756 1204522 1204522 341067
Largest Losing Trade -75104 -37632 -75104 -896211 -502213 -896211
Avg Bars in Trades 47 57 37 47 57 37
Avg Bars in Winners 61 76 46 61 76 46
Avg Bars in Losers 32 36 27 32 36 27
Bars Traded 3437 2077 1360 3437 2077 1360
Profit Streak 0 222.8572 0 0 222.8572 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70483 577729 -552768 -281517 228861 -580420

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1608681600000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757795666128,
    "expiration_time": 1762477056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "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": [
        [
            1619751.1037637629,
            1612982.587625533,
            6768.5161382298,
            787631.0214466325,
            1665441.3351352755,
            -877810.3136886422
        ],
        [
            1619.751104,
            1612.982588,
            6.768516,
            787.631021,
            1665.441335,
            -877.810314
        ],
        [
            0.890952,
            0.887229,
            0.003723,
            0.12017,
            0.158045,
            0
        ],
        [
            842.655394,
            842.655394,
            842.655394,
            842.655394,
            842.655394,
            842.655394
        ],
        [
            -113071,
            -72107,
            -163468,
            -1193520,
            -502213,
            -1403966
        ],
        [
            3.668593,
            6.785531,
            1.020625,
            1.214768,
            2.095756,
            0.591232
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            52.777778,
            52.777778,
            52.777778,
            52.777778,
            52.777778,
            52.777778
        ],
        [
            3.282425,
            6.071264,
            0.913191,
            1.086898,
            1.87515,
            0.528997
        ],
        [
            1204522,
            1204522,
            58756,
            1204522,
            1204522,
            341067
        ],
        [
            -75104,
            -37632,
            -75104,
            -896211,
            -502213,
            -896211
        ],
        [
            47,
            57,
            37,
            47,
            57,
            37
        ],
        [
            61,
            76,
            46,
            61,
            76,
            46
        ],
        [
            32,
            36,
            27,
            32,
            36,
            27
        ],
        [
            3437,
            2077,
            1360,
            3437,
            2077,
            1360
        ],
        [
            0,
            222.857247,
            0,
            0,
            222.857247,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70483,
            577729,
            -552768,
            -281517,
            228861,
            -580420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1608681600000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757795666128,
    "expiration_time": 1762477056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "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)