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Trade: AVAX/USDT/720/VWMA/SINWMA/8410

Strategy
AVAX/USDT/720/VWMA/SINWMA/8410
Pair
AVAX_USDT
Interval
12h
Score
308647
Daily Profit
0.216164
Profit Factor
1.868996
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-09-12 01:39
Expiration Time
2025-11-05 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1229127.1186 -46587.5436 -1182539.575 -188896.08 -5135501.9898 4946605.9098
Total P&L (%) -1229.1271 -46.5875 -1182.5396 -188.8961 -5135.502 4946.6059
Avg Daily Profit (%) -0.6768 -0.0257 -0.6512 0 0 0.2162
Buy And Hold Return (%) 734.814 734.814 734.814 734.814 734.814 734.814
Max Trade Drawdown -1284691 -184394 -666924 -7551157 -6421653 -1620778
Profit Factor 0.2995 0.8444 0.1874 0.9864 0.3699 1.869
Total Trades 67 34 33 67 34 33
Winning Trades 36 17 19 31 17 14
Losing Trades 31 17 14 36 17 19
Profitability (%) 53.7313 50 57.5758 46.2687 50 42.4242
Ratio Avg Win / Avg Loss 0.2579 0.8444 0.1381 1.1454 0.3699 2.5365
Largest Winning Trade 48550 48550 43971 8346221 859855 8346221
Largest Losing Trade -612951 -78152 -612951 -5671806 -5671806 -1620778
Avg Bars in Trades 51 35 68 51 35 68
Avg Bars in Winners 34 28 40 54 37 75
Avg Bars in Losers 70 42 105 48 33 62
Bars Traded 3446 1201 2245 3446 1201 2245
Profit Streak 0 0 28.9439 13.9439 15.9439 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -701294 -580795 -578814 -701242 -580216 308647

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3632,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757630352911,
    "expiration_time": 1762299072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "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": [
        [
            -1229127.1186457893,
            -46587.5436288849,
            -1182539.5750169042,
            -188896.0799582764,
            -5135501.989755489,
            4946605.909797216
        ],
        [
            -1229.127119,
            -46.587544,
            -1182.539575,
            -188.89608,
            -5135.50199,
            4946.60591
        ],
        [
            -0.676832,
            -0.025654,
            -0.651178,
            0,
            0,
            0.216164
        ],
        [
            734.814008,
            734.814008,
            734.814008,
            734.814008,
            734.814008,
            734.814008
        ],
        [
            -1284691,
            -184394,
            -666924,
            -7551157,
            -6421653,
            -1620778
        ],
        [
            0.299517,
            0.844378,
            0.187437,
            0.986354,
            0.36988,
            1.868996
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            36,
            17,
            19,
            31,
            17,
            14
        ],
        [
            31,
            17,
            14,
            36,
            17,
            19
        ],
        [
            53.731343,
            50,
            57.575758,
            46.268657,
            50,
            42.424242
        ],
        [
            0.257917,
            0.844378,
            0.138112,
            1.145443,
            0.36988,
            2.536494
        ],
        [
            48550,
            48550,
            43971,
            8346221,
            859855,
            8346221
        ],
        [
            -612951,
            -78152,
            -612951,
            -5671806,
            -5671806,
            -1620778
        ],
        [
            51,
            35,
            68,
            51,
            35,
            68
        ],
        [
            34,
            28,
            40,
            54,
            37,
            75
        ],
        [
            70,
            42,
            105,
            48,
            33,
            62
        ],
        [
            3446,
            1201,
            2245,
            3446,
            1201,
            2245
        ],
        [
            0,
            0,
            28.943899,
            13.943899,
            15.943899,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -701294,
            -580795,
            -578814,
            -701242,
            -580216,
            308647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3632,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757630352911,
    "expiration_time": 1762299072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "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)