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Trade: AVAX/USDT/15/MIDPRICE/WMA/4290

Strategy
AVAX/USDT/15/MIDPRICE/WMA/4290
Pair
AVAX_USDT
Interval
15m
Score
404594
Daily Profit
0.217815
Profit Factor
1.843183
Profitability
68.888889
Streak
46.482807
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 14:35
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85906.4178 49105.4544 36800.9634 82585.7696 76229.6406 6356.129
Total P&L (%) 85.9064 49.1055 36.801 82.5858 76.2296 6.3561
Avg Daily Profit (%) 0.3299 0.1886 0.1413 0.2315 0.2178 0.0237
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40629 -29606 -38060 -72353 -47480 -83425
Profit Factor 1.4789 1.8149 1.3089 1.2675 1.8432 1.0291
Total Trades 91 45 46 91 45 46
Winning Trades 67 31 36 67 31 36
Losing Trades 24 14 10 24 14 10
Profitability (%) 73.6264 68.8889 78.2609 73.6264 68.8889 78.2609
Ratio Avg Win / Avg Loss 0.5298 0.8196 0.3636 0.454 0.8324 0.2859
Largest Winning Trade 16231 10516 16231 20935 15969 20935
Largest Losing Trade -31491 -15944 -31491 -63334 -26364 -63334
Avg Bars in Trades 266 260 270 266 260 270
Avg Bars in Winners 206 224 191 206 224 191
Avg Bars in Losers 431 341 556 431 341 556
Bars Traded 24207 11742 12464 24207 11742 12464
Profit Streak 0 46.4828 0 0 46.4828 0
Trades During Streak 0 8 0 0 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375457 342764 -6080 298669 404594 -514852

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736432100000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758627314530,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 164,
            "offset": 243
        }
    }
}
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": [
        [
            85906.4178066535,
            49105.4543870392,
            36800.9634196142,
            82585.7696120957,
            76229.6406134652,
            6356.1289986305
        ],
        [
            85.906418,
            49.105454,
            36.800963,
            82.58577,
            76.229641,
            6.356129
        ],
        [
            0.329876,
            0.188563,
            0.141314,
            0.231452,
            0.217815,
            0.023666
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40629,
            -29606,
            -38060,
            -72353,
            -47480,
            -83425
        ],
        [
            1.47891,
            1.814879,
            1.308946,
            1.267529,
            1.843183,
            1.029118
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            73.626374,
            68.888889,
            78.26087,
            73.626374,
            68.888889,
            78.26087
        ],
        [
            0.529759,
            0.819623,
            0.363596,
            0.45404,
            0.832405,
            0.285866
        ],
        [
            16231,
            10516,
            16231,
            20935,
            15969,
            20935
        ],
        [
            -31491,
            -15944,
            -31491,
            -63334,
            -26364,
            -63334
        ],
        [
            266,
            260,
            270,
            266,
            260,
            270
        ],
        [
            206,
            224,
            191,
            206,
            224,
            191
        ],
        [
            431,
            341,
            556,
            431,
            341,
            556
        ],
        [
            24207,
            11742,
            12464,
            24207,
            11742,
            12464
        ],
        [
            0,
            46.482807,
            0,
            0,
            46.482807,
            0
        ],
        [
            0,
            8,
            0,
            0,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375457,
            342764,
            -6080,
            298669,
            404594,
            -514852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736432100000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758627314530,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 164,
            "offset": 243
        }
    }
}

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)