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Trade: AVAX/USDT/360/ZLMA/MIDPRICE/2525

Strategy
AVAX/USDT/360/ZLMA/MIDPRICE/2525
Pair
AVAX_USDT
Interval
6h
Score
359727
Daily Profit
0.279629
Profit Factor
1.678059
Profitability
43.478261
Streak
19.444197
Best Strategy
Training Data Length
1823.250000
Evaluation Time
2025-09-19 13:39
Expiration Time
2025-11-13 00:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1886177.9651 -18250.1364 -1867927.8287 -2096803.6235 -18255575.8535 16158772.23
Total P&L (%) -1886.178 -18.2501 -1867.9278 -2096.8036 -18255.5759 16158.7722
Avg Daily Profit (%) -1.0345 -0.01 -1.0245 0 0 0.2796
Buy And Hold Return (%) 748.8352 748.8352 748.8352 748.8352 748.8352 748.8352
Max Trade Drawdown -2020391 -201698 -1918413 -35860794 -29115871 -7079995
Profit Factor 0.2718 0.9519 0.155 0.9664 0.5271 1.6781
Total Trades 93 47 46 93 47 46
Winning Trades 57 28 29 40 20 20
Losing Trades 36 19 17 53 27 26
Profitability (%) 61.2903 59.5745 63.0435 43.0108 42.5532 43.4783
Ratio Avg Win / Avg Loss 0.1716 0.646 0.0908 1.2805 0.7116 2.1815
Largest Winning Trade 50940 42181 50940 26067965 4589389 26067965
Largest Losing Trade -1334142 -75641 -1334142 -24976721 -24976721 -6375015
Avg Bars in Trades 76 85 68 76 85 68
Avg Bars in Winners 46 50 42 82 93 71
Avg Bars in Losers 125 137 111 72 79 65
Bars Traded 7149 4015 3134 7149 4015 3134
Profit Streak 8.9442 71.6942 0 0 0 19.4442
Trades During Streak 1 4 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578397 -578028 -579013 -581581 -583592 359727

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7293,
    "evaluation_days": 1823.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1758261600000,
    "evaluation_time": 1758278378616,
    "expiration_time": 1762987464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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": [
        [
            -1886177.9651022572,
            -18250.136366333,
            -1867927.8287359243,
            -2096803.623528972,
            -18255575.853525005,
            16158772.22999603
        ],
        [
            -1886.177965,
            -18.250136,
            -1867.927829,
            -2096.803624,
            -18255.575854,
            16158.77223
        ],
        [
            -1.034514,
            -0.01001,
            -1.024504,
            0,
            0,
            0.279629
        ],
        [
            748.835198,
            748.835198,
            748.835198,
            748.835198,
            748.835198,
            748.835198
        ],
        [
            -2020391,
            -201698,
            -1918413,
            -35860794,
            -29115871,
            -7079995
        ],
        [
            0.271776,
            0.951931,
            0.154953,
            0.966417,
            0.527117,
            1.678059
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            57,
            28,
            29,
            40,
            20,
            20
        ],
        [
            36,
            19,
            17,
            53,
            27,
            26
        ],
        [
            61.290323,
            59.574468,
            63.043478,
            43.010753,
            42.553191,
            43.478261
        ],
        [
            0.171648,
            0.645953,
            0.090835,
            1.280502,
            0.711609,
            2.181476
        ],
        [
            50940,
            42181,
            50940,
            26067965,
            4589389,
            26067965
        ],
        [
            -1334142,
            -75641,
            -1334142,
            -24976721,
            -24976721,
            -6375015
        ],
        [
            76,
            85,
            68,
            76,
            85,
            68
        ],
        [
            46,
            50,
            42,
            82,
            93,
            71
        ],
        [
            125,
            137,
            111,
            72,
            79,
            65
        ],
        [
            7149,
            4015,
            3134,
            7149,
            4015,
            3134
        ],
        [
            8.944197,
            71.694197,
            0,
            0,
            0,
            19.444197
        ],
        [
            1,
            4,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578397,
            -578028,
            -579013,
            -581581,
            -583592,
            359727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7293,
    "evaluation_days": 1823.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1758261600000,
    "evaluation_time": 1758278378616,
    "expiration_time": 1762987464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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)