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Trade: AVAX/USDT/720/SINWMA/HILO/4996

Strategy
AVAX/USDT/720/SINWMA/HILO/4996
Pair
AVAX_USDT
Interval
12h
Score
358589
Daily Profit
0.518422
Profit Factor
4.123787
Profitability
54.347826
Streak
159.234772
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-09-09 20:38
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 854360.9434 940417.2855 -86056.3421 14667.7929 324414.3768 -309746.5839
Total P&L (%) 854.3609 940.4173 -86.0563 14.6678 324.4144 -309.7466
Avg Daily Profit (%) 0.471 0.5184 -0.0474 0.0075 0.0797 0
Buy And Hold Return (%) 611.5427 611.5427 611.5427 611.5427 611.5427 611.5427
Max Trade Drawdown -188143 -90553 -180784 -321095 -112512 -346097
Profit Factor 2.2296 4.1238 0.7815 1.0177 1.9772 0.3773
Total Trades 93 46 47 93 46 47
Winning Trades 48 25 23 48 25 23
Losing Trades 45 21 24 45 21 24
Profitability (%) 51.6129 54.3478 48.9362 51.6129 54.3478 48.9362
Ratio Avg Win / Avg Loss 2.0903 3.464 0.8154 0.9541 1.6608 0.3937
Largest Winning Trade 517999 517999 77157 283232 283232 32472
Largest Losing Trade -78980 -55438 -78980 -141792 -91267 -141792
Avg Bars in Trades 38 32 43 38 32 43
Avg Bars in Winners 52 44 60 52 44 60
Avg Bars in Losers 23 18 27 23 18 27
Bars Traded 3546 1479 2066 3546 1479 2066
Profit Streak 0 159.2348 0 0 159.2348 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27194 358589 -581110 -550807 -246515 -581110

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757439484337,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            854360.9433831692,
            940417.2855054127,
            -86056.3421222437,
            14667.792868763,
            324414.3767724395,
            -309746.5839036765
        ],
        [
            854.360943,
            940.417286,
            -86.056342,
            14.667793,
            324.414377,
            -309.746584
        ],
        [
            0.470982,
            0.518422,
            -0.04744,
            0.007545,
            0.07972,
            0
        ],
        [
            611.542682,
            611.542682,
            611.542682,
            611.542682,
            611.542682,
            611.542682
        ],
        [
            -188143,
            -90553,
            -180784,
            -321095,
            -112512,
            -346097
        ],
        [
            2.229626,
            4.123787,
            0.781452,
            1.017685,
            1.97715,
            0.37727
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            51.612903,
            54.347826,
            48.93617,
            51.612903,
            54.347826,
            48.93617
        ],
        [
            2.090274,
            3.463981,
            0.815428,
            0.954079,
            1.660806,
            0.393673
        ],
        [
            517999,
            517999,
            77157,
            283232,
            283232,
            32472
        ],
        [
            -78980,
            -55438,
            -78980,
            -141792,
            -91267,
            -141792
        ],
        [
            38,
            32,
            43,
            38,
            32,
            43
        ],
        [
            52,
            44,
            60,
            52,
            44,
            60
        ],
        [
            23,
            18,
            27,
            23,
            18,
            27
        ],
        [
            3546,
            1479,
            2066,
            3546,
            1479,
            2066
        ],
        [
            0,
            159.234772,
            0,
            0,
            159.234772,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27194,
            358589,
            -581110,
            -550807,
            -246515,
            -581110
        ]
    ]
}
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": 1604145600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757439484337,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)