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Trade: AVAX/USDT/720/WMA/MIDPRICE/3536

Strategy
AVAX/USDT/720/WMA/MIDPRICE/3536
Pair
AVAX_USDT
Interval
12h
Score
331297
Daily Profit
0.197985
Profit Factor
2.293713
Profitability
50.000000
Streak
16.366185
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-09-12 23:47
Expiration Time
2025-11-06 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308173.7421 359739.3905 -51565.6484 -80405.0466 -23011.4269 -57393.6197
Total P&L (%) 308.1737 359.7394 -51.5656 -80.405 -23.0114 -57.3936
Avg Daily Profit (%) 0.1696 0.198 -0.0284 -0.0897 -0.0144 -0.0469
Buy And Hold Return (%) 131.2391 131.2391 131.2391 131.2391 131.2391 131.2391
Max Trade Drawdown -150084 -140639 -143712 -120123 -21286 -88363
Profit Factor 1.527 2.2937 0.8319 0.6046 0.7371 0.5044
Total Trades 73 36 37 73 36 37
Winning Trades 36 18 18 36 18 18
Losing Trades 37 18 19 37 18 19
Profitability (%) 49.3151 50 48.6486 49.3151 50 48.6486
Ratio Avg Win / Avg Loss 1.5694 2.2937 0.8781 0.6214 0.7371 0.5324
Largest Winning Trade 282100 282100 46913 31315 31315 24699
Largest Losing Trade -82570 -42704 -82570 -62045 -49556 -62045
Avg Bars in Trades 43 53 32 43 53 32
Avg Bars in Winners 48 67 29 48 67 29
Avg Bars in Losers 37 40 35 37 40 35
Bars Traded 3144 1933 1210 3144 1933 1210
Profit Streak 0 16.3662 0 0 16.3662 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 -71168 331297 -581298 -657321 -580204 -581298

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1611144000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757710038382,
    "expiration_time": 1762388064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "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": [
        [
            308173.7421290602,
            359739.3905244099,
            -51565.6483953497,
            -80405.0465790215,
            -23011.4268702514,
            -57393.6197087701
        ],
        [
            308.173742,
            359.739391,
            -51.565648,
            -80.405047,
            -23.011427,
            -57.39362
        ],
        [
            0.169606,
            0.197985,
            -0.02838,
            -0.089662,
            -0.014392,
            -0.046944
        ],
        [
            131.239092,
            131.239092,
            131.239092,
            131.239092,
            131.239092,
            131.239092
        ],
        [
            -150084,
            -140639,
            -143712,
            -120123,
            -21286,
            -88363
        ],
        [
            1.526956,
            2.293713,
            0.831898,
            0.604558,
            0.737097,
            0.504378
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            49.315068,
            50,
            48.648649,
            49.315068,
            50,
            48.648649
        ],
        [
            1.569371,
            2.293713,
            0.878114,
            0.621351,
            0.737097,
            0.532399
        ],
        [
            282100,
            282100,
            46913,
            31315,
            31315,
            24699
        ],
        [
            -82570,
            -42704,
            -82570,
            -62045,
            -49556,
            -62045
        ],
        [
            43,
            53,
            32,
            43,
            53,
            32
        ],
        [
            48,
            67,
            29,
            48,
            67,
            29
        ],
        [
            37,
            40,
            35,
            37,
            40,
            35
        ],
        [
            3144,
            1933,
            1210,
            3144,
            1933,
            1210
        ],
        [
            0,
            16.366185,
            0,
            0,
            16.366185,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71168,
            331297,
            -581298,
            -657321,
            -580204,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1611144000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757710038382,
    "expiration_time": 1762388064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "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)