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Trade: AVAX/USDT/720/HWMA/OHLC4/5591

Strategy
AVAX/USDT/720/HWMA/OHLC4/5591
Pair
AVAX_USDT
Interval
12h
Score
412490
Daily Profit
0.152297
Profit Factor
2.414280
Profitability
55.319149
Streak
92.827758
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-09-15 22:51
Expiration Time
2025-11-09 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -119374.2463 344798.6526 -464172.8989 -101570.8748 -1596939.8684 1495368.9937
Total P&L (%) -119.3742 344.7987 -464.1729 -101.5709 -1596.9399 1495.369
Avg Daily Profit (%) -0.0656 0.1895 -0.255 0 0 0.1523
Buy And Hold Return (%) 405.73 405.73 405.73 405.73 405.73 405.73
Max Trade Drawdown -466033 -197235 -484313 -3108011 -2557754 -550256
Profit Factor 0.9063 1.7063 0.4097 0.9757 0.4884 2.4143
Total Trades 94 47 47 94 47 47
Winning Trades 39 17 22 55 29 26
Losing Trades 55 30 25 39 18 21
Profitability (%) 41.4894 36.1702 46.8085 58.5106 61.7021 55.3191
Ratio Avg Win / Avg Loss 1.2782 3.0111 0.4655 0.6919 0.3031 1.95
Largest Winning Trade 248568 248568 40934 1548595 390237 1548595
Largest Losing Trade -253052 -53422 -253052 -967567 -967567 -296263
Avg Bars in Trades 38 38 38 38 38 38
Avg Bars in Winners 38 38 38 38 38 38
Avg Bars in Losers 38 38 38 38 38 38
Bars Traded 3589 1795 1794 3589 1795 1794
Profit Streak 0 0 0 92.8278 111.8278 92.8278
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -582170 -160310 -581938 -578022 -578222 412490

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757965918270,
    "expiration_time": 1762655040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05037,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            -119374.2462856242,
            344798.6525730171,
            -464172.8988586412,
            -101570.8747602668,
            -1596939.8684249327,
            1495368.993664665
        ],
        [
            -119.374246,
            344.798653,
            -464.172899,
            -101.570875,
            -1596.939868,
            1495.368994
        ],
        [
            -0.06559,
            0.18945,
            -0.25504,
            0,
            0,
            0.152297
        ],
        [
            405.729988,
            405.729988,
            405.729988,
            405.729988,
            405.729988,
            405.729988
        ],
        [
            -466033,
            -197235,
            -484313,
            -3108011,
            -2557754,
            -550256
        ],
        [
            0.906335,
            1.706293,
            0.409672,
            0.975693,
            0.488387,
            2.41428
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            39,
            17,
            22,
            55,
            29,
            26
        ],
        [
            55,
            30,
            25,
            39,
            18,
            21
        ],
        [
            41.489362,
            36.170213,
            46.808511,
            58.510638,
            61.702128,
            55.319149
        ],
        [
            1.278164,
            3.011105,
            0.465536,
            0.691855,
            0.303137,
            1.949995
        ],
        [
            248568,
            248568,
            40934,
            1548595,
            390237,
            1548595
        ],
        [
            -253052,
            -53422,
            -253052,
            -967567,
            -967567,
            -296263
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            3589,
            1795,
            1794,
            3589,
            1795,
            1794
        ],
        [
            0,
            0,
            0,
            92.827758,
            111.827758,
            92.827758
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -582170,
            -160310,
            -581938,
            -578022,
            -578222,
            412490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757965918270,
    "expiration_time": 1762655040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05037,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)