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Trade: AVAX/USDT/720/VWMA/SSF/8198

Strategy
AVAX/USDT/720/VWMA/SSF/8198
Pair
AVAX_USDT
Interval
12h
Score
327282
Daily Profit
0.237277
Profit Factor
1.421687
Profitability
45.378151
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-09-08 08:45
Expiration Time
2025-11-01 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1022753.5853 926262.4895 96491.0958 7237261.9264 6039251.4407 1198010.4857
Total P&L (%) 1022.7536 926.2625 96.4911 7237.2619 6039.2514 1198.0105
Avg Daily Profit (%) 0.5643 0.511 0.0532 0.2373 0.2274 0.1415
Buy And Hold Return (%) 529.9333 529.9333 529.9333 529.9333 529.9333 529.9333
Max Trade Drawdown -86722 -55863 -81334 -3805491 -3491260 -3090057
Profit Factor 2.5174 4.1303 1.2552 1.4217 1.8017 1.1244
Total Trades 119 60 59 119 60 59
Winning Trades 54 27 27 54 27 27
Losing Trades 65 33 32 65 33 32
Profitability (%) 45.3782 45 45.7627 45.3782 45 45.7627
Ratio Avg Win / Avg Loss 3.0302 5.0481 1.4876 1.7113 2.2021 1.3326
Largest Winning Trade 289456 289456 76189 3860637 3860637 3409129
Largest Losing Trade -56194 -21229 -56194 -2244013 -1142923 -2244013
Avg Bars in Trades 29 27 32 29 27 32
Avg Bars in Winners 46 40 52 46 40 52
Avg Bars in Losers 16 16 15 16 16 15
Bars Traded 3563 1648 1915 3563 1648 1915
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 266054 -161563 -466120 327282 -159157 -270843

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757310339251,
    "expiration_time": 1761987600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 22,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1022753.5853162317,
            926262.4894728293,
            96491.0958434023,
            7237261.926412607,
            6039251.440738954,
            1198010.4856736506
        ],
        [
            1022.753585,
            926.262489,
            96.491096,
            7237.261926,
            6039.251441,
            1198.010486
        ],
        [
            0.564278,
            0.511041,
            0.053236,
            0.237277,
            0.227419,
            0.14153
        ],
        [
            529.933328,
            529.933328,
            529.933328,
            529.933328,
            529.933328,
            529.933328
        ],
        [
            -86722,
            -55863,
            -81334,
            -3805491,
            -3491260,
            -3090057
        ],
        [
            2.517394,
            4.13028,
            1.255189,
            1.421687,
            1.801738,
            1.124405
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            45.378151,
            45,
            45.762712,
            45.378151,
            45,
            45.762712
        ],
        [
            3.030196,
            5.04812,
            1.487632,
            1.711289,
            2.202124,
            1.332628
        ],
        [
            289456,
            289456,
            76189,
            3860637,
            3860637,
            3409129
        ],
        [
            -56194,
            -21229,
            -56194,
            -2244013,
            -1142923,
            -2244013
        ],
        [
            29,
            27,
            32,
            29,
            27,
            32
        ],
        [
            46,
            40,
            52,
            46,
            40,
            52
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            3563,
            1648,
            1915,
            3563,
            1648,
            1915
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            266054,
            -161563,
            -466120,
            327282,
            -159157,
            -270843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757310339251,
    "expiration_time": 1761987600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 22,
            "offset": 0,
            "poles": 2
        }
    }
}

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)