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Trade: AVAX/USDT/720/LINREG/FWMA/4322

Strategy
AVAX/USDT/720/LINREG/FWMA/4322
Pair
AVAX_USDT
Interval
12h
Score
300176
Daily Profit
0.356037
Profit Factor
1.679956
Profitability
39.880952
Streak
25.997716
Best Strategy
Training Data Length
1833.500000
Evaluation Time
2025-09-29 14:56
Expiration Time
2025-11-23 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 652794.4155 617352.737 35441.6786 519713.0343 1092550.7195 -572837.6852
Total P&L (%) 652.7944 617.3527 35.4417 519.713 1092.5507 -572.8377
Avg Daily Profit (%) 0.356 0.3367 0.0193 0.0995 0.1353 0
Buy And Hold Return (%) 152.8054 152.8054 152.8054 152.8054 152.8054 152.8054
Max Trade Drawdown -93930 -89279 -73926 -1150577 -699136 -988089
Profit Factor 1.68 2.305 1.0728 1.0776 1.3391 0.8353
Total Trades 168 84 84 168 84 84
Winning Trades 67 34 33 67 34 33
Losing Trades 101 50 51 101 50 51
Profitability (%) 39.881 40.4762 39.2857 39.881 40.4762 39.2857
Ratio Avg Win / Avg Loss 2.5325 3.3897 1.6579 1.6244 1.9693 1.2909
Largest Winning Trade 320869 320869 46264 489661 489661 278968
Largest Losing Trade -47323 -41814 -47323 -354667 -302988 -354667
Avg Bars in Trades 20 21 18 20 21 18
Avg Bars in Winners 31 34 29 31 34 29
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3414 1834 1580 3414 1834 1580
Profit Streak 25.9977 34.4977 0 25.9977 34.4977 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300176 295025 -476391 -198741 -13795 -583329
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3667,
    "evaluation_days": 1833.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610755200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759147002657,
    "expiration_time": 1763856432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "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": [
        [
            652794.4155295449,
            617352.7369692209,
            35441.6785603241,
            519713.0342560291,
            1092550.7194818144,
            -572837.6852257849
        ],
        [
            652.794416,
            617.352737,
            35.441679,
            519.713034,
            1092.550719,
            -572.837685
        ],
        [
            0.356037,
            0.336707,
            0.01933,
            0.099536,
            0.13528,
            0
        ],
        [
            152.805399,
            152.805399,
            152.805399,
            152.805399,
            152.805399,
            152.805399
        ],
        [
            -93930,
            -89279,
            -73926,
            -1150577,
            -699136,
            -988089
        ],
        [
            1.679956,
            2.30502,
            1.072776,
            1.077581,
            1.339118,
            0.835261
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            39.880952,
            40.47619,
            39.285714,
            39.880952,
            40.47619,
            39.285714
        ],
        [
            2.532471,
            3.389736,
            1.657927,
            1.624413,
            1.969291,
            1.290857
        ],
        [
            320869,
            320869,
            46264,
            489661,
            489661,
            278968
        ],
        [
            -47323,
            -41814,
            -47323,
            -354667,
            -302988,
            -354667
        ],
        [
            20,
            21,
            18,
            20,
            21,
            18
        ],
        [
            31,
            34,
            29,
            31,
            34,
            29
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3414,
            1834,
            1580,
            3414,
            1834,
            1580
        ],
        [
            25.997716,
            34.497716,
            0,
            25.997716,
            34.497716,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300176,
            295025,
            -476391,
            -198741,
            -13795,
            -583329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3667,
    "evaluation_days": 1833.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610755200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759147002657,
    "expiration_time": 1763856432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "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)