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Trade: AVAX/USDT/360/FWMA/KCL/5484

Strategy
AVAX/USDT/360/FWMA/KCL/5484
Pair
AVAX_USDT
Interval
6h
Score
332199
Daily Profit
0.216020
Profit Factor
2.240296
Profitability
38.235294
Streak
221.451113
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-09-12 07:49
Expiration Time
2025-11-05 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -686517.7367 -7567.0491 -678950.6876 5684268.0588 750797.5969 4933470.4619
Total P&L (%) -686.5177 -7.567 -678.9507 5684.2681 750.7976 4933.4705
Avg Daily Profit (%) -0.378 -0.0042 -0.3739 0.2237 0.118 0.216
Buy And Hold Return (%) 596.8701 596.8701 596.8701 596.8701 596.8701 596.8701
Max Trade Drawdown -855658 -77586 -798648 -1843634 -1017116 -2375845
Profit Factor 0.3863 0.9398 0.3162 2.0146 1.4621 2.2403
Total Trades 69 35 34 69 35 34
Winning Trades 50 23 27 30 17 13
Losing Trades 19 12 7 39 18 21
Profitability (%) 72.4638 65.7143 79.4118 43.4783 48.5714 38.2353
Ratio Avg Win / Avg Loss 0.1468 0.4903 0.082 2.619 1.5482 3.6189
Largest Winning Trade 42740 30029 42740 4977539 532548 4977539
Largest Losing Trade -602556 -45337 -602556 -1388634 -432914 -1388634
Avg Bars in Trades 86 14 160 86 14 160
Avg Bars in Winners 49 6 85 96 15 203
Avg Bars in Losers 184 28 451 78 12 134
Bars Traded 5968 496 5472 5968 496 5472
Profit Streak 213.7011 213.7011 221.4511 213.7011 213.7011 221.4511
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -682382 -577089 -575601 -95262 -117364 332199

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757652576207,
    "expiration_time": 1762342272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -686517.7367418205,
            -7567.0491289685,
            -678950.6876128516,
            5684268.05878683,
            750797.5969253066,
            4933470.461861524
        ],
        [
            -686.517737,
            -7.567049,
            -678.950688,
            5684.268059,
            750.797597,
            4933.470462
        ],
        [
            -0.378038,
            -0.004167,
            -0.373872,
            0.223693,
            0.117966,
            0.21602
        ],
        [
            596.870052,
            596.870052,
            596.870052,
            596.870052,
            596.870052,
            596.870052
        ],
        [
            -855658,
            -77586,
            -798648,
            -1843634,
            -1017116,
            -2375845
        ],
        [
            0.386268,
            0.939762,
            0.316246,
            2.014642,
            1.462147,
            2.240296
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            50,
            23,
            27,
            30,
            17,
            13
        ],
        [
            19,
            12,
            7,
            39,
            18,
            21
        ],
        [
            72.463768,
            65.714286,
            79.411765,
            43.478261,
            48.571429,
            38.235294
        ],
        [
            0.146782,
            0.490311,
            0.08199,
            2.619034,
            1.548156,
            3.61894
        ],
        [
            42740,
            30029,
            42740,
            4977539,
            532548,
            4977539
        ],
        [
            -602556,
            -45337,
            -602556,
            -1388634,
            -432914,
            -1388634
        ],
        [
            86,
            14,
            160,
            86,
            14,
            160
        ],
        [
            49,
            6,
            85,
            96,
            15,
            203
        ],
        [
            184,
            28,
            451,
            78,
            12,
            134
        ],
        [
            5968,
            496,
            5472,
            5968,
            496,
            5472
        ],
        [
            213.701113,
            213.701113,
            221.451113,
            213.701113,
            213.701113,
            221.451113
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -682382,
            -577089,
            -575601,
            -95262,
            -117364,
            332199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757652576207,
    "expiration_time": 1762342272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)