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Trade: AVAX/USDT/720/VWMA/VWMA/7490

Strategy
AVAX/USDT/720/VWMA/VWMA/7490
Pair
AVAX_USDT
Interval
12h
Score
324228
Daily Profit
0.180719
Profit Factor
1.563504
Profitability
55.263158
Streak
105.343611
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-09-13 11:14
Expiration Time
2025-11-06 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1176263.8778 -20463.7245 -1155800.1533 -524349.8138 -3086181.6889 2561831.8751
Total P&L (%) -1176.2639 -20.4637 -1155.8002 -524.3498 -3086.1817 2561.8319
Avg Daily Profit (%) -0.6472 -0.0113 -0.6359 0 0 0.1807
Buy And Hold Return (%) 638.9843 638.9843 638.9843 638.9843 638.9843 638.9843
Max Trade Drawdown -1277688 -165651 -1210877 -6095500 -4865187 -1592167
Profit Factor 0.3201 0.9368 0.1782 0.9539 0.5477 1.5635
Total Trades 76 38 38 76 38 38
Winning Trades 48 24 24 35 14 21
Losing Trades 28 14 14 41 24 17
Profitability (%) 63.1579 63.1579 63.1579 46.0526 36.8421 55.2632
Ratio Avg Win / Avg Loss 0.1867 0.5464 0.104 1.1174 0.9389 1.2657
Largest Winning Trade 36118 36118 25265 4949261 1008442 4949261
Largest Losing Trade -639568 -79352 -639568 -4377763 -4377763 -1267354
Avg Bars in Trades 46 50 43 46 50 43
Avg Bars in Winners 26 25 27 48 58 41
Avg Bars in Losers 81 91 71 45 45 46
Bars Traded 3571 1900 1671 3571 1900 1671
Profit Streak 10.8436 66.3436 0 0 0 105.3436
Trades During Streak 1 2 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -631927 -578088 -579059 -634423 -585881 324228

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757751287965,
    "expiration_time": 1762432560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "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": [
        [
            -1176263.877811337,
            -20463.7245480521,
            -1155800.1532632844,
            -524349.8137775667,
            -3086181.6888747374,
            2561831.875097169
        ],
        [
            -1176.263878,
            -20.463725,
            -1155.800153,
            -524.349814,
            -3086.181689,
            2561.831875
        ],
        [
            -0.647188,
            -0.011259,
            -0.635929,
            0,
            0,
            0.180719
        ],
        [
            638.984343,
            638.984343,
            638.984343,
            638.984343,
            638.984343,
            638.984343
        ],
        [
            -1277688,
            -165651,
            -1210877,
            -6095500,
            -4865187,
            -1592167
        ],
        [
            0.32012,
            0.936768,
            0.178228,
            0.953882,
            0.547706,
            1.563504
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            48,
            24,
            24,
            35,
            14,
            21
        ],
        [
            28,
            14,
            14,
            41,
            24,
            17
        ],
        [
            63.157895,
            63.157895,
            63.157895,
            46.052632,
            36.842105,
            55.263158
        ],
        [
            0.186737,
            0.546448,
            0.103966,
            1.117404,
            0.938924,
            1.265694
        ],
        [
            36118,
            36118,
            25265,
            4949261,
            1008442,
            4949261
        ],
        [
            -639568,
            -79352,
            -639568,
            -4377763,
            -4377763,
            -1267354
        ],
        [
            46,
            50,
            43,
            46,
            50,
            43
        ],
        [
            26,
            25,
            27,
            48,
            58,
            41
        ],
        [
            81,
            91,
            71,
            45,
            45,
            46
        ],
        [
            3571,
            1900,
            1671,
            3571,
            1900,
            1671
        ],
        [
            10.843611,
            66.343611,
            0,
            0,
            0,
            105.343611
        ],
        [
            1,
            2,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -631927,
            -578088,
            -579059,
            -634423,
            -585881,
            324228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757751287965,
    "expiration_time": 1762432560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "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)