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Trade: AVAX/USDT/720/LINREG/ZLMA/7442

Strategy
AVAX/USDT/720/LINREG/ZLMA/7442
Pair
AVAX_USDT
Interval
12h
Score
323427
Daily Profit
0.647965
Profit Factor
4.488553
Profitability
36.363636
Streak
107.379653
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-09-10 00:06
Expiration Time
2025-11-03 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1157754.7745 1175407.8745 -17653.1 566402.5256 1329642.4781 -763239.9525
Total P&L (%) 1157.7548 1175.4079 -17.6531 566.4025 1329.6425 -763.24
Avg Daily Profit (%) 0.6382 0.648 -0.0097 0.1046 0.1467 0
Buy And Hold Return (%) 536.6113 536.6113 536.6113 536.6113 536.6113 536.6113
Max Trade Drawdown -175488 -110073 -116421 -4252544 -2829581 -1829251
Profit Factor 2.6705 4.4886 0.9504 1.0583 1.2426 0.82
Total Trades 89 44 45 89 44 45
Winning Trades 34 16 18 34 16 18
Losing Trades 55 28 27 55 28 27
Profitability (%) 38.2022 36.3636 40 38.2022 36.3636 40
Ratio Avg Win / Avg Loss 4.3199 7.855 1.4256 1.7119 2.1746 1.2299
Largest Winning Trade 800173 800173 69703 1434970 1434970 1172081
Largest Losing Trade -63787 -29864 -63787 -896146 -775080 -896146
Avg Bars in Trades 39 43 35 39 43 35
Avg Bars in Winners 69 75 63 69 75 63
Avg Bars in Losers 20 24 16 20 24 16
Bars Traded 3491 1910 1581 3491 1910 1581
Profit Streak 0 107.3797 0 0 107.3797 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 240778 323427 -582934 -361072 -4271 -582934

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606132800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452002040,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "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": [
        [
            1157754.774510185,
            1175407.8745032335,
            -17653.0999930476,
            566402.5256465808,
            1329642.4781442205,
            -763239.9524976395
        ],
        [
            1157.754775,
            1175.407875,
            -17.6531,
            566.402526,
            1329.642478,
            -763.239952
        ],
        [
            0.638233,
            0.647965,
            -0.009732,
            0.104615,
            0.146745,
            0
        ],
        [
            536.611284,
            536.611284,
            536.611284,
            536.611284,
            536.611284,
            536.611284
        ],
        [
            -175488,
            -110073,
            -116421,
            -4252544,
            -2829581,
            -1829251
        ],
        [
            2.670463,
            4.488553,
            0.950432,
            1.058275,
            1.242626,
            0.819959
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            38.202247,
            36.363636,
            40,
            38.202247,
            36.363636,
            40
        ],
        [
            4.319867,
            7.854967,
            1.425648,
            1.711915,
            2.174595,
            1.229938
        ],
        [
            800173,
            800173,
            69703,
            1434970,
            1434970,
            1172081
        ],
        [
            -63787,
            -29864,
            -63787,
            -896146,
            -775080,
            -896146
        ],
        [
            39,
            43,
            35,
            39,
            43,
            35
        ],
        [
            69,
            75,
            63,
            69,
            75,
            63
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            3491,
            1910,
            1581,
            3491,
            1910,
            1581
        ],
        [
            0,
            107.379653,
            0,
            0,
            107.379653,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            240778,
            323427,
            -582934,
            -361072,
            -4271,
            -582934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606132800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452002040,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "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)