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Trade: AVAX/USDT/240/WMA/MIDPRICE/5330

Strategy
AVAX/USDT/240/WMA/MIDPRICE/5330
Pair
AVAX_USDT
Interval
4h
Score
364927
Daily Profit
0.743935
Profit Factor
3.384012
Profitability
38.541667
Streak
108.960687
Best Strategy
Training Data Length
1826.670000
Evaluation Time
2025-09-22 22:03
Expiration Time
2025-11-16 13:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1306396.8193 1358922.855 -52526.0358 124509.127 534550.0057 -410040.8787
Total P&L (%) 1306.3968 1358.9229 -52.526 124.5091 534.55 -410.0409
Avg Daily Profit (%) 0.7152 0.7439 -0.0288 0.0443 0.1012 0
Buy And Hold Return (%) 622.0446 622.0446 622.0446 622.0446 622.0446 622.0446
Max Trade Drawdown -141842 -112720 -107965 -663477 -536655 -477474
Profit Factor 2.2784 3.384 0.8838 1.0337 1.2479 0.7335
Total Trades 192 96 96 192 96 96
Winning Trades 84 37 47 84 37 47
Losing Trades 108 59 49 108 59 49
Profitability (%) 43.75 38.5417 48.9583 43.75 38.5417 48.9583
Ratio Avg Win / Avg Loss 2.9294 5.3961 0.9214 1.329 1.99 0.7647
Largest Winning Trade 922871 922871 59387 551833 551833 121265
Largest Losing Trade -33283 -33283 -29369 -224781 -224781 -100631
Avg Bars in Trades 54 62 47 54 62 47
Avg Bars in Winners 68 89 51 68 89 51
Avg Bars in Losers 44 46 43 44 46 43
Bars Traded 10559 6024 4535 10559 6024 4535
Profit Streak 73.9607 108.9607 73.9607 73.9607 108.9607 73.9607
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363526 364927 -580923 -483455 -225713 -580923

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10960,
    "evaluation_days": 1826.67,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758567803382,
    "expiration_time": 1763291520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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": [
        [
            1306396.8192685079,
            1358922.8550421223,
            -52526.0357736145,
            124509.1270285595,
            534550.0056816199,
            -410040.8786530602
        ],
        [
            1306.396819,
            1358.922855,
            -52.526036,
            124.509127,
            534.550006,
            -410.040879
        ],
        [
            0.715179,
            0.743935,
            -0.028755,
            0.044284,
            0.101205,
            0
        ],
        [
            622.044584,
            622.044584,
            622.044584,
            622.044584,
            622.044584,
            622.044584
        ],
        [
            -141842,
            -112720,
            -107965,
            -663477,
            -536655,
            -477474
        ],
        [
            2.278402,
            3.384012,
            0.883762,
            1.0337,
            1.247935,
            0.733492
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            84,
            37,
            47,
            84,
            37,
            47
        ],
        [
            108,
            59,
            49,
            108,
            59,
            49
        ],
        [
            43.75,
            38.541667,
            48.958333,
            43.75,
            38.541667,
            48.958333
        ],
        [
            2.929374,
            5.396127,
            0.921369,
            1.329043,
            1.98995,
            0.764704
        ],
        [
            922871,
            922871,
            59387,
            551833,
            551833,
            121265
        ],
        [
            -33283,
            -33283,
            -29369,
            -224781,
            -224781,
            -100631
        ],
        [
            54,
            62,
            47,
            54,
            62,
            47
        ],
        [
            68,
            89,
            51,
            68,
            89,
            51
        ],
        [
            44,
            46,
            43,
            44,
            46,
            43
        ],
        [
            10559,
            6024,
            4535,
            10559,
            6024,
            4535
        ],
        [
            73.960687,
            108.960687,
            73.960687,
            73.960687,
            108.960687,
            73.960687
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363526,
            364927,
            -580923,
            -483455,
            -225713,
            -580923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10960,
    "evaluation_days": 1826.67,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758567803382,
    "expiration_time": 1763291520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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)