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Trade: AVAX/USDT/720/LINREG/HWMA/9375

Strategy
AVAX/USDT/720/LINREG/HWMA/9375
Pair
AVAX_USDT
Interval
12h
Score
372809
Daily Profit
0.439808
Profit Factor
5.786214
Profitability
41.176471
Streak
39.495173
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-09-11 02:53
Expiration Time
2025-11-04 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 971689.2063 798250.7157 173438.4905 6476724.7595 5345271.5878 1131453.1718
Total P&L (%) 971.6892 798.2507 173.4385 6476.7248 5345.2716 1131.4532
Avg Daily Profit (%) 0.5354 0.4398 0.0956 0.2309 0.2205 0.1384
Buy And Hold Return (%) 354.2924 354.2924 354.2924 354.2924 354.2924 354.2924
Max Trade Drawdown -93176 -51129 -49640 -4220076 -1368007 -3145444
Profit Factor 3.8257 5.7862 1.9793 1.6824 2.4098 1.1985
Total Trades 69 34 35 69 34 35
Winning Trades 29 14 15 29 14 15
Losing Trades 40 20 20 40 20 20
Profitability (%) 42.029 41.1765 42.8571 42.029 41.1765 42.8571
Ratio Avg Win / Avg Loss 5.2768 8.266 2.6391 2.3206 3.4426 1.598
Largest Winning Trade 435428 435428 77038 3553933 3140140 3553933
Largest Losing Trade -29098 -18592 -29098 -1107377 -1107377 -917388
Avg Bars in Trades 47 46 48 47 46 48
Avg Bars in Winners 78 79 77 78 79 77
Avg Bars in Losers 25 23 26 25 23 26
Bars Traded 3285 1582 1703 3285 1582 1703
Profit Streak 0 39.4952 0 0 39.4952 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94879 372809 -230200 -97888 356486 -14571

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610150400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757548382975,
    "expiration_time": 1762210080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1746,
            "nc": 0.1
        }
    }
}
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": [
        [
            971689.206255025,
            798250.7157256084,
            173438.4905294172,
            6476724.75954996,
            5345271.587782235,
            1131453.1717677256
        ],
        [
            971.689206,
            798.250716,
            173.438491,
            6476.72476,
            5345.271588,
            1131.453172
        ],
        [
            0.535366,
            0.439808,
            0.095558,
            0.230907,
            0.220481,
            0.138431
        ],
        [
            354.292429,
            354.292429,
            354.292429,
            354.292429,
            354.292429,
            354.292429
        ],
        [
            -93176,
            -51129,
            -49640,
            -4220076,
            -1368007,
            -3145444
        ],
        [
            3.825662,
            5.786214,
            1.979331,
            1.682434,
            2.409787,
            1.198533
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            42.028986,
            41.176471,
            42.857143,
            42.028986,
            41.176471,
            42.857143
        ],
        [
            5.276776,
            8.26602,
            2.639108,
            2.320599,
            3.442553,
            1.598044
        ],
        [
            435428,
            435428,
            77038,
            3553933,
            3140140,
            3553933
        ],
        [
            -29098,
            -18592,
            -29098,
            -1107377,
            -1107377,
            -917388
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            78,
            79,
            77,
            78,
            79,
            77
        ],
        [
            25,
            23,
            26,
            25,
            23,
            26
        ],
        [
            3285,
            1582,
            1703,
            3285,
            1582,
            1703
        ],
        [
            0,
            39.495173,
            0,
            0,
            39.495173,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94879,
            372809,
            -230200,
            -97888,
            356486,
            -14571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610150400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757548382975,
    "expiration_time": 1762210080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1746,
            "nc": 0.1
        }
    }
}

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)