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Trade: AVAX/USDT/360/MIDPRICE/JMA/6684

Strategy
AVAX/USDT/360/MIDPRICE/JMA/6684
Pair
AVAX_USDT
Interval
6h
Score
326257
Daily Profit
0.545350
Profit Factor
4.970326
Profitability
45.454545
Streak
161.204075
Best Strategy
Training Data Length
1812.750000
Evaluation Time
2025-09-09 01:53
Expiration Time
2025-11-02 05:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1004748.5 988582.727 16165.7731 1277173.721 1940788.9361 -663615.2151
Total P&L (%) 1004.7485 988.5827 16.1658 1277.1737 1940.7889 -663.6152
Avg Daily Profit (%) 0.5543 0.5454 0.0089 0.1448 0.1665 0
Buy And Hold Return (%) 601.2414 601.2414 601.2414 601.2414 601.2414 601.2414
Max Trade Drawdown -153768 -86868 -102327 -2344799 -1654984 -1083800
Profit Factor 2.9815 4.9703 1.0626 1.2541 1.7329 0.721
Total Trades 66 33 33 66 33 33
Winning Trades 26 15 11 26 15 11
Losing Trades 40 18 22 40 18 22
Profitability (%) 39.3939 45.4545 33.3333 39.3939 45.4545 33.3333
Ratio Avg Win / Avg Loss 4.5869 5.9644 2.1253 1.9294 2.0795 1.442
Largest Winning Trade 488074 488074 69775 1367557 1367557 520136
Largest Losing Trade -43411 -26886 -43411 -597703 -597703 -595912
Avg Bars in Trades 105 88 121 105 88 121
Avg Bars in Winners 168 140 206 168 140 206
Avg Bars in Losers 64 45 78 64 45 78
Bars Traded 6934 2931 4003 6934 2931 4003
Profit Streak 0 161.2041 0 0 161.2041 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 -125223 326257 -503711 -137396 276788 -585617

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7251,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757372032077,
    "expiration_time": 1762053048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 64,
            "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": [
        [
            1004748.5000460607,
            988582.7269594623,
            16165.7730865978,
            1277173.7210409646,
            1940788.9361261905,
            -663615.2150852253
        ],
        [
            1004.7485,
            988.582727,
            16.165773,
            1277.173721,
            1940.788936,
            -663.615215
        ],
        [
            0.554268,
            0.54535,
            0.008918,
            0.144781,
            0.166511,
            0
        ],
        [
            601.241379,
            601.241379,
            601.241379,
            601.241379,
            601.241379,
            601.241379
        ],
        [
            -153768,
            -86868,
            -102327,
            -2344799,
            -1654984,
            -1083800
        ],
        [
            2.981496,
            4.970326,
            1.06264,
            1.254087,
            1.732945,
            0.721005
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            39.393939,
            45.454545,
            33.333333,
            39.393939,
            45.454545,
            33.333333
        ],
        [
            4.586918,
            5.964392,
            2.125281,
            1.929364,
            2.079534,
            1.442011
        ],
        [
            488074,
            488074,
            69775,
            1367557,
            1367557,
            520136
        ],
        [
            -43411,
            -26886,
            -43411,
            -597703,
            -597703,
            -595912
        ],
        [
            105,
            88,
            121,
            105,
            88,
            121
        ],
        [
            168,
            140,
            206,
            168,
            140,
            206
        ],
        [
            64,
            45,
            78,
            64,
            45,
            78
        ],
        [
            6934,
            2931,
            4003,
            6934,
            2931,
            4003
        ],
        [
            0,
            161.204075,
            0,
            0,
            161.204075,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125223,
            326257,
            -503711,
            -137396,
            276788,
            -585617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7251,
    "evaluation_days": 1812.75,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757372032077,
    "expiration_time": 1762053048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 64,
            "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)