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Trade: AVAX/USDT/720/MIDPRICE/HWMA/7820

Strategy
AVAX/USDT/720/MIDPRICE/HWMA/7820
Pair
AVAX_USDT
Interval
12h
Score
332688
Daily Profit
0.745572
Profit Factor
4.427199
Profitability
36.046512
Streak
32.728268
Best Strategy
Training Data Length
1835.000000
Evaluation Time
2025-09-30 20:28
Expiration Time
2025-11-24 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1338012.7145 1368124.4748 -30111.7604 544877.952 1924305.4596 -1379427.5076
Total P&L (%) 1338.0127 1368.1245 -30.1118 544.878 1924.3055 -1379.4275
Avg Daily Profit (%) 0.7292 0.7456 -0.0164 0.1016 0.164 0
Buy And Hold Return (%) 636.9386 636.9386 636.9386 636.9386 636.9386 636.9386
Max Trade Drawdown -170154 -135734 -158380 -2673784 -1187850 -2105143
Profit Factor 2.4522 4.4272 0.9423 1.0671 1.5782 0.7121
Total Trades 172 86 86 172 86 86
Winning Trades 64 31 33 64 31 33
Losing Trades 108 55 53 108 55 53
Profitability (%) 37.2093 36.0465 38.3721 37.2093 36.0465 38.3721
Ratio Avg Win / Avg Loss 4.1382 7.8547 1.5134 1.8007 2.8 1.1437
Largest Winning Trade 956508 956508 74012 972624 972624 596686
Largest Losing Trade -54237 -26686 -54237 -676775 -388371 -676775
Avg Bars in Trades 20 18 23 20 18 23
Avg Bars in Winners 37 35 39 37 35 39
Avg Bars in Losers 11 9 12 11 9 12
Bars Traded 3611 1624 1987 3611 1624 1987
Profit Streak 27.2283 32.7283 0 27.2283 32.7283 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 279411 332688 -582568 -371517 93645 -583679
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3670,
    "evaluation_days": 1835,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759253322349,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.36695,
            "nc": 0.158
        }
    }
}
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": [
        [
            1338012.7144601964,
            1368124.4748385372,
            -30111.7603783407,
            544877.9519685314,
            1924305.4595920406,
            -1379427.5076235093
        ],
        [
            1338.012714,
            1368.124475,
            -30.11176,
            544.877952,
            1924.30546,
            -1379.427508
        ],
        [
            0.729162,
            0.745572,
            -0.01641,
            0.101626,
            0.164048,
            0
        ],
        [
            636.938635,
            636.938635,
            636.938635,
            636.938635,
            636.938635,
            636.938635
        ],
        [
            -170154,
            -135734,
            -158380,
            -2673784,
            -1187850,
            -2105143
        ],
        [
            2.452246,
            4.427199,
            0.942331,
            1.067108,
            1.578185,
            0.71209
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            37.209302,
            36.046512,
            38.372093,
            37.209302,
            36.046512,
            38.372093
        ],
        [
            4.138164,
            7.854708,
            1.51344,
            1.800746,
            2.800006,
            1.14366
        ],
        [
            956508,
            956508,
            74012,
            972624,
            972624,
            596686
        ],
        [
            -54237,
            -26686,
            -54237,
            -676775,
            -388371,
            -676775
        ],
        [
            20,
            18,
            23,
            20,
            18,
            23
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            11,
            9,
            12,
            11,
            9,
            12
        ],
        [
            3611,
            1624,
            1987,
            3611,
            1624,
            1987
        ],
        [
            27.228268,
            32.728268,
            0,
            27.228268,
            32.728268,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            279411,
            332688,
            -582568,
            -371517,
            93645,
            -583679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3670,
    "evaluation_days": 1835,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759253322349,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.36695,
            "nc": 0.158
        }
    }
}

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)