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Trade: AVAX/USDT/120/MIDPRICE/ZLMA/1728

Strategy
AVAX/USDT/120/MIDPRICE/ZLMA/1728
Pair
AVAX_USDT
Interval
2h
Score
338342
Daily Profit
0.890477
Profit Factor
3.152807
Profitability
32.835821
Streak
0.000000
Best Strategy
Training Data Length
1826.080000
Evaluation Time
2025-09-23 06:20
Expiration Time
2025-11-27 13:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1626082.8653 1494577.1393 131505.7259 17800445.0387 13077394.4567 4723050.5821
Total P&L (%) 1626.0829 1494.5771 131.5057 17800.445 13077.3945 4723.0506
Avg Daily Profit (%) 0.8905 0.8185 0.072 0.2845 0.2677 0.2125
Buy And Hold Return (%) 678.6424 678.6424 678.6424 678.6424 678.6424 678.6424
Max Trade Drawdown -102122 -55514 -61220 -21026224 -17056867 -14267466
Profit Factor 3.1528 5.0428 1.341 1.2187 1.2983 1.1257
Total Trades 201 100 101 201 100 101
Winning Trades 66 33 33 66 33 33
Losing Trades 135 67 68 135 67 68
Profitability (%) 32.8358 33 32.6733 32.8358 33 32.6733
Ratio Avg Win / Avg Loss 6.4489 10.2384 2.7633 2.4927 2.636 2.3196
Largest Winning Trade 899532 899532 76944 16367409 16367409 7571181
Largest Losing Trade -17688 -17688 -16488 -5442813 -5442813 -3422569
Avg Bars in Trades 107 96 117 107 96 117
Avg Bars in Winners 239 212 266 239 212 266
Avg Bars in Losers 42 39 45 42 39 45
Bars Traded 21511 9640 11871 21511 9640 11871
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338342 308499 -268141 138057 104477 -80063

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21913,
    "evaluation_days": 1826.08,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758597600107,
    "expiration_time": 1764243849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "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": [
        [
            1626082.8652754575,
            1494577.1393263047,
            131505.725949152,
            17800445.038720325,
            13077394.456665482,
            4723050.582054823
        ],
        [
            1626.082865,
            1494.577139,
            131.505726,
            17800.445039,
            13077.394457,
            4723.050582
        ],
        [
            0.890477,
            0.818462,
            0.072015,
            0.284477,
            0.267656,
            0.212483
        ],
        [
            678.642392,
            678.642392,
            678.642392,
            678.642392,
            678.642392,
            678.642392
        ],
        [
            -102122,
            -55514,
            -61220,
            -21026224,
            -17056867,
            -14267466
        ],
        [
            3.152807,
            5.042798,
            1.341004,
            1.21865,
            1.298344,
            1.125689
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            32.835821,
            33,
            32.673267,
            32.835821,
            33,
            32.673267
        ],
        [
            6.448924,
            10.238408,
            2.763281,
            2.492694,
            2.636031,
            2.319602
        ],
        [
            899532,
            899532,
            76944,
            16367409,
            16367409,
            7571181
        ],
        [
            -17688,
            -17688,
            -16488,
            -5442813,
            -5442813,
            -3422569
        ],
        [
            107,
            96,
            117,
            107,
            96,
            117
        ],
        [
            239,
            212,
            266,
            239,
            212,
            266
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            21511,
            9640,
            11871,
            21511,
            9640,
            11871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338342,
            308499,
            -268141,
            138057,
            104477,
            -80063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21913,
    "evaluation_days": 1826.08,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758597600107,
    "expiration_time": 1764243849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "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)