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Trade: AVAX/USDT/720/WMA/MIDPRICE/6317

Strategy
AVAX/USDT/720/WMA/MIDPRICE/6317
Pair
AVAX_USDT
Interval
12h
Score
489653
Daily Profit
0.747148
Profit Factor
5.178495
Profitability
52.631579
Streak
128.699858
Best Strategy
Training Data Length
1823.000000
Evaluation Time
2025-09-18 19:47
Expiration Time
2025-11-12 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1362744.6197 1362051.195 693.4247 983546.052 3758659.407 -2775113.355
Total P&L (%) 1362.7446 1362.0512 0.6934 983.5461 3758.6594 -2775.1134
Avg Daily Profit (%) 0.7475 0.7471 0.0004 0.1308 0.2006 0
Buy And Hold Return (%) 793.4051 793.4051 793.4051 793.4051 793.4051 793.4051
Max Trade Drawdown -139349 -123139 -68798 -4648158 -2893978 -3368500
Profit Factor 3.3748 5.1785 1.0028 1.0662 1.487 0.6116
Total Trades 77 38 39 77 38 39
Winning Trades 38 20 18 38 20 18
Losing Trades 39 18 21 39 18 21
Profitability (%) 49.3506 52.6316 46.1538 49.3506 52.6316 46.1538
Ratio Avg Win / Avg Loss 3.4636 4.6606 1.1699 1.0942 1.3383 0.7135
Largest Winning Trade 1105954 1105954 50779 3778298 3778298 855445
Largest Losing Trade -39018 -39018 -37939 -1881989 -1201211 -1881989
Avg Bars in Trades 45 68 22 45 68 22
Avg Bars in Winners 54 78 27 54 78 27
Avg Bars in Losers 35 56 18 35 56 18
Bars Traded 3473 2589 884 3473 2589 884
Profit Streak 0 128.6999 0 0 128.6999 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 -36130 489653 -576725 -303478 339897 -581975

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3646,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605873600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214067753,
    "expiration_time": 1762922016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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": [
        [
            1362744.6197246357,
            1362051.195041588,
            693.4246830472,
            983546.0519981212,
            3758659.4069955763,
            -2775113.3549974556
        ],
        [
            1362.74462,
            1362.051195,
            0.693425,
            983.546052,
            3758.659407,
            -2775.113355
        ],
        [
            0.747529,
            0.747148,
            0.00038,
            0.130794,
            0.20058,
            0
        ],
        [
            793.405114,
            793.405114,
            793.405114,
            793.405114,
            793.405114,
            793.405114
        ],
        [
            -139349,
            -123139,
            -68798,
            -4648158,
            -2893978,
            -3368500
        ],
        [
            3.374755,
            5.178495,
            1.002797,
            1.066178,
            1.487034,
            0.611585
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            49.350649,
            52.631579,
            46.153846,
            49.350649,
            52.631579,
            46.153846
        ],
        [
            3.463565,
            4.660646,
            1.16993,
            1.094235,
            1.338331,
            0.713515
        ],
        [
            1105954,
            1105954,
            50779,
            3778298,
            3778298,
            855445
        ],
        [
            -39018,
            -39018,
            -37939,
            -1881989,
            -1201211,
            -1881989
        ],
        [
            45,
            68,
            22,
            45,
            68,
            22
        ],
        [
            54,
            78,
            27,
            54,
            78,
            27
        ],
        [
            35,
            56,
            18,
            35,
            56,
            18
        ],
        [
            3473,
            2589,
            884,
            3473,
            2589,
            884
        ],
        [
            0,
            128.699858,
            0,
            0,
            128.699858,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36130,
            489653,
            -576725,
            -303478,
            339897,
            -581975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3646,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605873600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214067753,
    "expiration_time": 1762922016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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)