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Trade: AVAX/USDT/120/MIDPRICE/WMA/9840

Strategy
AVAX/USDT/120/MIDPRICE/WMA/9840
Pair
AVAX_USDT
Interval
2h
Score
363527
Daily Profit
0.225465
Profit Factor
1.452566
Profitability
53.982301
Streak
18.190070
Best Strategy
Training Data Length
1820.170000
Evaluation Time
2025-09-16 23:33
Expiration Time
2025-11-21 10:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698140.6187 599130.688 99009.9307 6256906.241 5929352.3256 327553.9154
Total P&L (%) 698.1406 599.1307 99.0099 6256.9062 5929.3523 327.5539
Avg Daily Profit (%) 0.3836 0.3292 0.0544 0.2284 0.2255 0.0799
Buy And Hold Return (%) 692.7699 692.7699 692.7699 692.7699 692.7699 692.7699
Max Trade Drawdown -120063 -99082 -113829 -12064501 -3430091 -8999212
Profit Factor 1.7607 2.5048 1.1906 1.1898 1.4526 1.0165
Total Trades 226 113 113 226 113 113
Winning Trades 118 61 57 118 61 57
Losing Trades 108 52 56 108 52 56
Profitability (%) 52.2124 53.9823 50.4425 52.2124 53.9823 50.4425
Ratio Avg Win / Avg Loss 1.6115 2.1352 1.1697 1.089 1.2383 0.9987
Largest Winning Trade 96881 96881 58879 3308661 3049580 3308661
Largest Losing Trade -31494 -27993 -31494 -3959225 -1621600 -3959225
Avg Bars in Trades 95 85 104 95 85 104
Avg Bars in Winners 114 92 137 114 92 137
Avg Bars in Losers 74 78 71 74 78 71
Bars Traded 21532 9695 11837 21532 9695 11837
Profit Streak 0 18.1901 0 0 18.1901 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148951 -151035 -297163 -2000 363527 -456363

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21842,
    "evaluation_days": 1820.17,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1758052800000,
    "evaluation_time": 1758054822056,
    "expiration_time": 1763714246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 90,
            "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": [
        [
            698140.6186736597,
            599130.6879771157,
            99009.9306965443,
            6256906.241033535,
            5929352.325608963,
            327553.915424573
        ],
        [
            698.140619,
            599.130688,
            99.009931,
            6256.906241,
            5929.352326,
            327.553915
        ],
        [
            0.383558,
            0.329162,
            0.054396,
            0.228378,
            0.225465,
            0.079855
        ],
        [
            692.769938,
            692.769938,
            692.769938,
            692.769938,
            692.769938,
            692.769938
        ],
        [
            -120063,
            -99082,
            -113829,
            -12064501,
            -3430091,
            -8999212
        ],
        [
            1.760726,
            2.504765,
            1.19056,
            1.189797,
            1.452566,
            1.016489
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            118,
            61,
            57,
            118,
            61,
            57
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            52.212389,
            53.982301,
            50.442478,
            52.212389,
            53.982301,
            50.442478
        ],
        [
            1.611512,
            2.135209,
            1.169673,
            1.088967,
            1.238253,
            0.998656
        ],
        [
            96881,
            96881,
            58879,
            3308661,
            3049580,
            3308661
        ],
        [
            -31494,
            -27993,
            -31494,
            -3959225,
            -1621600,
            -3959225
        ],
        [
            95,
            85,
            104,
            95,
            85,
            104
        ],
        [
            114,
            92,
            137,
            114,
            92,
            137
        ],
        [
            74,
            78,
            71,
            74,
            78,
            71
        ],
        [
            21532,
            9695,
            11837,
            21532,
            9695,
            11837
        ],
        [
            0,
            18.19007,
            0,
            0,
            18.19007,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148951,
            -151035,
            -297163,
            -2000,
            363527,
            -456363
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21842,
    "evaluation_days": 1820.17,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1758052800000,
    "evaluation_time": 1758054822056,
    "expiration_time": 1763714246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 90,
            "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)