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Trade: AVAX/USDT/360/MIDPRICE/SINWMA/8673

Strategy
AVAX/USDT/360/MIDPRICE/SINWMA/8673
Pair
AVAX_USDT
Interval
6h
Score
338139
Daily Profit
0.204566
Profit Factor
1.665206
Profitability
45.714286
Streak
115.568691
Best Strategy
Training Data Length
1827.500000
Evaluation Time
2025-09-23 16:38
Expiration Time
2025-11-17 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1139766.8856 29727.4087 -1169494.2943 -345207.1786 -4432473.2832 4087266.1046
Total P&L (%) -1139.7669 29.7274 -1169.4943 -345.2072 -4432.4733 4087.2661
Avg Daily Profit (%) -0.6237 0.0163 -0.6399 0 0 0.2046
Buy And Hold Return (%) 691.3719 691.3719 691.3719 691.3719 691.3719 691.3719
Max Trade Drawdown -1237211 -182822 -1221297 -9065186 -7315700 -2084673
Profit Factor 0.367 1.0883 0.2012 0.9794 0.582 1.6652
Total Trades 71 36 35 71 36 35
Winning Trades 39 18 21 32 16 16
Losing Trades 32 18 14 39 20 19
Profitability (%) 54.9296 50 60 45.0704 44.4444 45.7143
Ratio Avg Win / Avg Loss 0.3011 1.0883 0.1341 1.1936 0.7275 1.9774
Largest Winning Trade 75420 75420 30860 6555807 1659248 6555807
Largest Losing Trade -671567 -79205 -671567 -6847261 -6847261 -1646477
Avg Bars in Trades 98 101 95 98 101 95
Avg Bars in Winners 53 52 54 94 103 85
Avg Bars in Losers 153 150 157 101 99 103
Bars Traded 7002 3656 3346 7002 3656 3346
Profit Streak 0 0 0 115.5687 155.3187 115.5687
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -671138 -460247 -579491 -670953 -581976 338139

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7310,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758634734882,
    "expiration_time": 1763365680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 130,
            "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": [
        [
            -1139766.8856259673,
            29727.4086990797,
            -1169494.2943250472,
            -345207.1785616699,
            -4432473.28315651,
            4087266.1045948407
        ],
        [
            -1139.766886,
            29.727409,
            -1169.494294,
            -345.207179,
            -4432.473283,
            4087.266105
        ],
        [
            -0.623675,
            0.016267,
            -0.639942,
            0,
            0,
            0.204566
        ],
        [
            691.371896,
            691.371896,
            691.371896,
            691.371896,
            691.371896,
            691.371896
        ],
        [
            -1237211,
            -182822,
            -1221297,
            -9065186,
            -7315700,
            -2084673
        ],
        [
            0.367007,
            1.088342,
            0.201216,
            0.979388,
            0.581977,
            1.665206
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            39,
            18,
            21,
            32,
            16,
            16
        ],
        [
            32,
            18,
            14,
            39,
            20,
            19
        ],
        [
            54.929577,
            50,
            60,
            45.070423,
            44.444444,
            45.714286
        ],
        [
            0.301134,
            1.088342,
            0.134144,
            1.193629,
            0.727471,
            1.977432
        ],
        [
            75420,
            75420,
            30860,
            6555807,
            1659248,
            6555807
        ],
        [
            -671567,
            -79205,
            -671567,
            -6847261,
            -6847261,
            -1646477
        ],
        [
            98,
            101,
            95,
            98,
            101,
            95
        ],
        [
            53,
            52,
            54,
            94,
            103,
            85
        ],
        [
            153,
            150,
            157,
            101,
            99,
            103
        ],
        [
            7002,
            3656,
            3346,
            7002,
            3656,
            3346
        ],
        [
            0,
            0,
            0,
            115.568691,
            155.318691,
            115.568691
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -671138,
            -460247,
            -579491,
            -670953,
            -581976,
            338139
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7310,
    "evaluation_days": 1827.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758634734882,
    "expiration_time": 1763365680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 130,
            "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)