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Trade: AVAX/USDT/120/MIDPRICE/DCM/5154

Strategy
AVAX/USDT/120/MIDPRICE/DCM/5154
Pair
AVAX_USDT
Interval
2h
Score
310184
Daily Profit
0.697680
Profit Factor
5.133716
Profitability
38.461538
Streak
167.732242
Best Strategy
Training Data Length
1824.750000
Evaluation Time
2025-09-21 14:34
Expiration Time
2025-11-26 04:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1185098.1897 1273091.3952 -87993.2055 3971.0766 624769.9532 -620798.8766
Total P&L (%) 1185.0982 1273.0914 -87.9932 3.9711 624.77 -620.7989
Avg Daily Profit (%) 0.6495 0.6977 -0.0482 0.0021 0.1086 0
Buy And Hold Return (%) 721.3149 721.3149 721.3149 721.3149 721.3149 721.3149
Max Trade Drawdown -217956 -110919 -210313 -929046 -337941 -656112
Profit Factor 2.5868 5.1337 0.7995 1.003 2.2307 0.2514
Total Trades 79 39 40 79 39 40
Winning Trades 33 15 18 33 15 18
Losing Trades 46 24 22 46 24 22
Profitability (%) 41.7722 38.4615 45 41.7722 38.4615 45
Ratio Avg Win / Avg Loss 3.6058 8.2139 0.9772 1.3981 3.5692 0.3072
Largest Winning Trade 910173 910173 76994 854429 854429 37680
Largest Losing Trade -80762 -47129 -80762 -343241 -199511 -343241
Avg Bars in Trades 271 242 300 271 242 300
Avg Bars in Winners 449 409 482 449 409 482
Avg Bars in Losers 144 138 151 144 138 151
Bars Traded 21466 9463 12003 21466 9463 12003
Profit Streak 0 167.7322 0 0 167.7322 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26934 310184 -582694 -607476 -212228 -582694

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21897,
    "evaluation_days": 1824.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602813600000,
    "last_datapoint_time": 1758448800000,
    "evaluation_time": 1758454465731,
    "expiration_time": 1764124502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 162
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "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": [
        [
            1185098.1896980468,
            1273091.3951642495,
            -87993.2054662021,
            3971.0765957833,
            624769.9532422388,
            -620798.8766464561
        ],
        [
            1185.09819,
            1273.091395,
            -87.993205,
            3.971077,
            624.769953,
            -620.798877
        ],
        [
            0.649458,
            0.69768,
            -0.048222,
            0.002134,
            0.108604,
            0
        ],
        [
            721.3149,
            721.3149,
            721.3149,
            721.3149,
            721.3149,
            721.3149
        ],
        [
            -217956,
            -110919,
            -210313,
            -929046,
            -337941,
            -656112
        ],
        [
            2.586787,
            5.133716,
            0.799503,
            1.00297,
            2.230735,
            0.251367
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            41.772152,
            38.461538,
            45,
            41.772152,
            38.461538,
            45
        ],
        [
            3.605825,
            8.213946,
            0.977171,
            1.39808,
            3.569176,
            0.307227
        ],
        [
            910173,
            910173,
            76994,
            854429,
            854429,
            37680
        ],
        [
            -80762,
            -47129,
            -80762,
            -343241,
            -199511,
            -343241
        ],
        [
            271,
            242,
            300,
            271,
            242,
            300
        ],
        [
            449,
            409,
            482,
            449,
            409,
            482
        ],
        [
            144,
            138,
            151,
            144,
            138,
            151
        ],
        [
            21466,
            9463,
            12003,
            21466,
            9463,
            12003
        ],
        [
            0,
            167.732242,
            0,
            0,
            167.732242,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26934,
            310184,
            -582694,
            -607476,
            -212228,
            -582694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21897,
    "evaluation_days": 1824.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602813600000,
    "last_datapoint_time": 1758448800000,
    "evaluation_time": 1758454465731,
    "expiration_time": 1764124502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 162
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "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)