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Trade: AVAX/USDT/720/PWMA/MIDPRICE/9308

Strategy
AVAX/USDT/720/PWMA/MIDPRICE/9308
Pair
AVAX_USDT
Interval
12h
Score
300527
Daily Profit
0.649477
Profit Factor
3.796656
Profitability
42.553191
Streak
99.804337
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-09-13 22:18
Expiration Time
2025-11-07 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1040196.7464 1180748.532 -140551.7856 -45178.7973 709503.9289 -754682.7261
Total P&L (%) 1040.1967 1180.7485 -140.5518 -45.1788 709.5039 -754.6827
Avg Daily Profit (%) 0.5722 0.6495 -0.0773 -0.0331 0.1151 0
Buy And Hold Return (%) 700.5405 700.5405 700.5405 700.5405 700.5405 700.5405
Max Trade Drawdown -215248 -170924 -168503 -1627562 -1117286 -900444
Profit Factor 2.2525 3.7967 0.6558 0.9889 1.3036 0.5691
Total Trades 94 47 47 94 47 47
Winning Trades 41 20 21 41 20 21
Losing Trades 53 27 26 53 27 26
Profitability (%) 43.617 42.5532 44.6809 43.617 42.5532 44.6809
Ratio Avg Win / Avg Loss 2.9118 5.1255 0.8119 1.2784 1.7599 0.7046
Largest Winning Trade 856579 856579 64139 1264587 1264587 401968
Largest Losing Trade -49082 -43896 -49082 -414999 -414999 -302320
Avg Bars in Trades 37 44 30 37 44 30
Avg Bars in Winners 48 58 40 48 58 40
Avg Bars in Losers 28 33 22 28 33 22
Bars Traded 3495 2073 1423 3495 2073 1423
Profit Streak 0 99.8043 0 0 99.8043 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1661 300527 -582765 -581342 -200965 -582765

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757791094688,
    "expiration_time": 1762477056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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": [
        [
            1040196.7463569634,
            1180748.5319680534,
            -140551.7856110894,
            -45178.797286764,
            709503.9288536538,
            -754682.7261404176
        ],
        [
            1040.196746,
            1180.748532,
            -140.551786,
            -45.178797,
            709.503929,
            -754.682726
        ],
        [
            0.572165,
            0.649477,
            -0.077311,
            -0.033058,
            0.115097,
            0
        ],
        [
            700.540541,
            700.540541,
            700.540541,
            700.540541,
            700.540541,
            700.540541
        ],
        [
            -215248,
            -170924,
            -168503,
            -1627562,
            -1117286,
            -900444
        ],
        [
            2.252507,
            3.796656,
            0.655756,
            0.988949,
            1.303621,
            0.569085
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            43.617021,
            42.553191,
            44.680851,
            43.617021,
            42.553191,
            44.680851
        ],
        [
            2.911778,
            5.125485,
            0.811889,
            1.278397,
            1.759889,
            0.704582
        ],
        [
            856579,
            856579,
            64139,
            1264587,
            1264587,
            401968
        ],
        [
            -49082,
            -43896,
            -49082,
            -414999,
            -414999,
            -302320
        ],
        [
            37,
            44,
            30,
            37,
            44,
            30
        ],
        [
            48,
            58,
            40,
            48,
            58,
            40
        ],
        [
            28,
            33,
            22,
            28,
            33,
            22
        ],
        [
            3495,
            2073,
            1423,
            3495,
            2073,
            1423
        ],
        [
            0,
            99.804337,
            0,
            0,
            99.804337,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1661,
            300527,
            -582765,
            -581342,
            -200965,
            -582765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757791094688,
    "expiration_time": 1762477056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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)