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Trade: AVAX/USDT/720/WMA/MIDPRICE/2042

Strategy
AVAX/USDT/720/WMA/MIDPRICE/2042
Pair
AVAX_USDT
Interval
12h
Score
496656
Daily Profit
0.738064
Profit Factor
5.182245
Profitability
51.515152
Streak
45.221286
Best Strategy
Training Data Length
1821.000000
Evaluation Time
2025-09-16 20:18
Expiration Time
2025-11-10 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1354410.2798 1344015.139 10395.1408 1197853.6163 3552665.6926 -2354812.0763
Total P&L (%) 1354.4103 1344.0151 10.3951 1197.8536 3552.6657 -2354.8121
Avg Daily Profit (%) 0.7438 0.7381 0.0057 0.1409 0.1978 0
Buy And Hold Return (%) 704.1052 704.1052 704.1052 704.1052 704.1052 704.1052
Max Trade Drawdown -114931 -119640 -63077 -4803253 -3149603 -2877867
Profit Factor 3.4252 5.1822 1.0438 1.0705 1.377 0.6887
Total Trades 67 33 34 67 33 34
Winning Trades 31 17 14 31 17 14
Losing Trades 36 16 20 36 16 20
Profitability (%) 46.2687 51.5152 41.1765 46.2687 51.5152 41.1765
Ratio Avg Win / Avg Loss 3.9777 4.8774 1.4912 1.2432 1.296 0.9839
Largest Winning Trade 1042298 1042298 50779 3693165 3693165 1079221
Largest Losing Trade -41663 -39166 -41663 -2541953 -1577995 -2541953
Avg Bars in Trades 51 78 25 51 78 25
Avg Bars in Winners 63 86 34 63 86 34
Avg Bars in Losers 42 70 19 42 70 19
Bars Traded 3473 2600 873 3473 2600 873
Profit Streak 0 45.2213 0 0 45.2213 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 -110890 496656 -526445 -279149 287917 -583948

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758043119155,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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": [
        [
            1354410.2798237442,
            1344015.138991925,
            10395.1408318193,
            1197853.6162784295,
            3552665.692622798,
            -2354812.076344368
        ],
        [
            1354.41028,
            1344.015139,
            10.395141,
            1197.853616,
            3552.665693,
            -2354.812076
        ],
        [
            0.743773,
            0.738064,
            0.005708,
            0.140862,
            0.197781,
            0
        ],
        [
            704.105168,
            704.105168,
            704.105168,
            704.105168,
            704.105168,
            704.105168
        ],
        [
            -114931,
            -119640,
            -63077,
            -4803253,
            -3149603,
            -2877867
        ],
        [
            3.425238,
            5.182245,
            1.043842,
            1.07051,
            1.37698,
            0.688703
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            46.268657,
            51.515152,
            41.176471,
            46.268657,
            51.515152,
            41.176471
        ],
        [
            3.977696,
            4.877407,
            1.491203,
            1.243172,
            1.295982,
            0.983862
        ],
        [
            1042298,
            1042298,
            50779,
            3693165,
            3693165,
            1079221
        ],
        [
            -41663,
            -39166,
            -41663,
            -2541953,
            -1577995,
            -2541953
        ],
        [
            51,
            78,
            25,
            51,
            78,
            25
        ],
        [
            63,
            86,
            34,
            63,
            86,
            34
        ],
        [
            42,
            70,
            19,
            42,
            70,
            19
        ],
        [
            3473,
            2600,
            873,
            3473,
            2600,
            873
        ],
        [
            0,
            45.221286,
            0,
            0,
            45.221287,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110890,
            496656,
            -526445,
            -279149,
            287917,
            -583948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3642,
    "evaluation_days": 1821,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758043119155,
    "expiration_time": 1762744032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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)