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Trade: AVAX/USDT/720/WMA/MIDPRICE/6873

Strategy
AVAX/USDT/720/WMA/MIDPRICE/6873
Pair
AVAX_USDT
Interval
12h
Score
631193
Daily Profit
0.822595
Profit Factor
4.945085
Profitability
47.619048
Streak
42.661104
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-09-15 18:51
Expiration Time
2025-11-09 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1544216.1251 1497123.5603 47092.5648 2260807.3425 1189908.7905 1070898.552
Total P&L (%) 1544.2161 1497.1236 47.0926 2260.8073 1189.9088 1070.8986
Avg Daily Profit (%) 0.8485 0.8226 0.0259 0.1739 0.1406 0.1353
Buy And Hold Return (%) 587.2594 587.2594 587.2594 587.2594 587.2594 587.2594
Max Trade Drawdown -121869 -130703 -62478 -7406711 -5486014 -2595863
Profit Factor 3.5724 4.9451 1.2133 1.094 1.0747 1.1318
Total Trades 85 42 43 85 42 43
Winning Trades 40 20 20 40 20 20
Losing Trades 45 22 23 45 22 23
Profitability (%) 47.0588 47.619 46.5116 47.0588 47.619 46.5116
Ratio Avg Win / Avg Loss 4.0189 5.4396 1.3953 1.2308 1.1822 1.3015
Largest Winning Trade 1072071 1072071 50779 2906940 2906940 1860084
Largest Losing Trade -33397 -33397 -31222 -2677828 -2677828 -1675363
Avg Bars in Trades 41 62 20 41 62 20
Avg Bars in Winners 52 79 25 52 79 25
Avg Bars in Losers 30 46 15 30 46 15
Bars Traded 3494 2612 882 3494 2612 882
Profit Streak 0 42.6611 0 0 42.6611 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 561564 631193 -325558 -112584 -149854 -96714

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757951519354,
    "expiration_time": 1762655040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "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": [
        [
            1544216.1251061854,
            1497123.5603031407,
            47092.5648030455,
            2260807.3425216735,
            1189908.790518723,
            1070898.5520029522
        ],
        [
            1544.216125,
            1497.12356,
            47.092565,
            2260.807343,
            1189.908791,
            1070.898552
        ],
        [
            0.84847,
            0.822595,
            0.025875,
            0.173865,
            0.140602,
            0.135276
        ],
        [
            587.259435,
            587.259435,
            587.259435,
            587.259435,
            587.259435,
            587.259435
        ],
        [
            -121869,
            -130703,
            -62478,
            -7406711,
            -5486014,
            -2595863
        ],
        [
            3.572386,
            4.945085,
            1.213268,
            1.094001,
            1.07473,
            1.131752
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            47.058824,
            47.619048,
            46.511628,
            47.058824,
            47.619048,
            46.511628
        ],
        [
            4.018934,
            5.439594,
            1.395258,
            1.230751,
            1.182202,
            1.301515
        ],
        [
            1072071,
            1072071,
            50779,
            2906940,
            2906940,
            1860084
        ],
        [
            -33397,
            -33397,
            -31222,
            -2677828,
            -2677828,
            -1675363
        ],
        [
            41,
            62,
            20,
            41,
            62,
            20
        ],
        [
            52,
            79,
            25,
            52,
            79,
            25
        ],
        [
            30,
            46,
            15,
            30,
            46,
            15
        ],
        [
            3494,
            2612,
            882,
            3494,
            2612,
            882
        ],
        [
            0,
            42.661104,
            0,
            0,
            42.661104,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            561564,
            631193,
            -325558,
            -112584,
            -149854,
            -96714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606089600000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757951519354,
    "expiration_time": 1762655040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "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)