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Trade: AVAX/USDT/720/VWMA/ZLMA/9337

Strategy
AVAX/USDT/720/VWMA/ZLMA/9337
Pair
AVAX_USDT
Interval
12h
Score
471742
Daily Profit
1.030158
Profit Factor
3.696140
Profitability
37.704918
Streak
0.000000
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-09-10 11:45
Expiration Time
2025-11-03 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1869222.5244 1787727.4846 81495.0399 5313866.5208 6608864.6987 -1294998.1778
Total P&L (%) 1869.2225 1787.7275 81.495 5313.8665 6608.8647 -1294.9982
Avg Daily Profit (%) 1.0302 0.9852 0.0449 0.2202 0.2321 0
Buy And Hold Return (%) 581.5337 581.5337 581.5337 581.5337 581.5337 581.5337
Max Trade Drawdown -102379 -69534 -77860 -13543950 -6914617 -10622613
Profit Factor 3.6961 6.6507 1.2162 1.1488 1.4891 0.9417
Total Trades 122 61 61 122 61 61
Winning Trades 46 19 27 46 19 27
Losing Trades 76 42 34 76 42 34
Profitability (%) 37.7049 31.1475 44.2623 37.7049 31.1475 44.2623
Ratio Avg Win / Avg Loss 6.1067 14.7015 1.5315 1.898 3.2918 1.1858
Largest Winning Trade 1118334 1118334 74330 7737432 7737432 4204221
Largest Losing Trade -32450 -24017 -32450 -4243797 -1625726 -4243797
Avg Bars in Trades 29 26 32 29 26 32
Avg Bars in Winners 51 49 52 51 49 52
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3573 1600 1973 3573 1600 1973
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 471742 -150202 -461928 -51741 -158349 -743023

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757493933160,
    "expiration_time": 1762165584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "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": [
        [
            1869222.524431296,
            1787727.4845635376,
            81495.0398677585,
            5313866.520818302,
            6608864.6986538,
            -1294998.1778355006
        ],
        [
            1869.222524,
            1787.727485,
            81.49504,
            5313.866521,
            6608.864699,
            -1294.998178
        ],
        [
            1.030158,
            0.985245,
            0.044913,
            0.220223,
            0.232069,
            0
        ],
        [
            581.533706,
            581.533706,
            581.533706,
            581.533706,
            581.533706,
            581.533706
        ],
        [
            -102379,
            -69534,
            -77860,
            -13543950,
            -6914617,
            -10622613
        ],
        [
            3.69614,
            6.6507,
            1.216211,
            1.148767,
            1.48914,
            0.941689
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            37.704918,
            31.147541,
            44.262295,
            37.704918,
            31.147541,
            44.262295
        ],
        [
            6.106665,
            14.701546,
            1.531525,
            1.897962,
            3.291784,
            1.18583
        ],
        [
            1118334,
            1118334,
            74330,
            7737432,
            7737432,
            4204221
        ],
        [
            -32450,
            -24017,
            -32450,
            -4243797,
            -1625726,
            -4243797
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            51,
            49,
            52,
            51,
            49,
            52
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3573,
            1600,
            1973,
            3573,
            1600,
            1973
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471742,
            -150202,
            -461928,
            -51741,
            -158349,
            -743023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3629,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757493933160,
    "expiration_time": 1762165584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "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)