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Trade: AVAX/USDT/720/VWMA/VWAP/3402

Strategy
AVAX/USDT/720/VWMA/VWAP/3402
Pair
AVAX_USDT
Interval
12h
Score
303944
Daily Profit
0.872517
Profit Factor
2.964045
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
1826.500000
Evaluation Time
2025-09-22 09:53
Expiration Time
2025-11-15 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1593652.9357 1524875.3746 68777.5611 4602514.6761 3643870.3174 958644.3587
Total P&L (%) 1593.6529 1524.8754 68.7776 4602.5147 3643.8703 958.6444
Avg Daily Profit (%) 0.8725 0.8349 0.0377 0.211 0.1985 0.1293
Buy And Hold Return (%) 650.4883 650.4883 650.4883 650.4883 650.4883 650.4883
Max Trade Drawdown -137651 -87917 -79016 -5878434 -4159853 -4056836
Profit Factor 2.964 4.8782 1.1645 1.1878 1.2912 1.08
Total Trades 180 90 90 180 90 90
Winning Trades 54 26 28 54 26 28
Losing Trades 126 64 62 126 64 62
Profitability (%) 30 28.8889 31.1111 30 28.8889 31.1111
Ratio Avg Win / Avg Loss 6.9161 12.0079 2.5784 2.7716 3.1782 2.3914
Largest Winning Trade 967260 967260 77406 4669279 4669279 2752134
Largest Losing Trade -26616 -23822 -26616 -1469182 -1148966 -1469182
Avg Bars in Trades 19 18 21 19 18 21
Avg Bars in Winners 47 44 51 47 44 51
Avg Bars in Losers 7 7 8 7 7 8
Bars Traded 3581 1630 1951 3581 1630 1951
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 303944 129486 -354277 -11208 -4476 -177247

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3653,
    "evaluation_days": 1826.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758524017699,
    "expiration_time": 1763233488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1593652.935700164,
            1524875.3746295043,
            68777.5610706589,
            4602514.676122323,
            3643870.317411856,
            958644.358710466
        ],
        [
            1593.652936,
            1524.875375,
            68.777561,
            4602.514676,
            3643.870317,
            958.644359
        ],
        [
            0.872517,
            0.834862,
            0.037655,
            0.211045,
            0.198538,
            0.129269
        ],
        [
            650.488281,
            650.488281,
            650.488281,
            650.488281,
            650.488281,
            650.488281
        ],
        [
            -137651,
            -87917,
            -79016,
            -5878434,
            -4159853,
            -4056836
        ],
        [
            2.964045,
            4.878203,
            1.164452,
            1.187848,
            1.291163,
            1.079978
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            30,
            28.888889,
            31.111111,
            30,
            28.888889,
            31.111111
        ],
        [
            6.916104,
            12.007885,
            2.57843,
            2.771645,
            3.178247,
            2.391379
        ],
        [
            967260,
            967260,
            77406,
            4669279,
            4669279,
            2752134
        ],
        [
            -26616,
            -23822,
            -26616,
            -1469182,
            -1148966,
            -1469182
        ],
        [
            19,
            18,
            21,
            19,
            18,
            21
        ],
        [
            47,
            44,
            51,
            47,
            44,
            51
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            3581,
            1630,
            1951,
            3581,
            1630,
            1951
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303944,
            129486,
            -354277,
            -11208,
            -4476,
            -177247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3653,
    "evaluation_days": 1826.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758524017699,
    "expiration_time": 1763233488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)