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Trade: AVAX/USDT/720/ZLMA/HILO/3483

Strategy
AVAX/USDT/720/ZLMA/HILO/3483
Pair
AVAX_USDT
Interval
12h
Score
443448
Daily Profit
0.219394
Profit Factor
2.568919
Profitability
46.153846
Streak
26.594296
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-09-12 05:15
Expiration Time
2025-11-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1249030.2981 1208673.9375 40356.3606 1603020.3907 5256662.0917 -3653641.7009
Total P&L (%) 1249.0303 1208.6739 40.3564 1603.0204 5256.6621 -3653.6417
Avg Daily Profit (%) 0.6876 0.6654 0.0222 0.1562 0.2194 0
Buy And Hold Return (%) 807.122 807.122 807.122 807.122 807.122 807.122
Max Trade Drawdown -147711 -74645 -83581 -5671514 -2047266 -4186121
Profit Factor 3.456 6.7504 1.1353 1.1533 2.5689 0.4857
Total Trades 77 39 38 77 39 38
Winning Trades 38 18 20 38 18 20
Losing Trades 39 21 18 39 21 18
Profitability (%) 49.3506 46.1538 52.6316 49.3506 46.1538 52.6316
Ratio Avg Win / Avg Loss 3.547 7.8755 1.0217 1.1837 2.9971 0.4371
Largest Winning Trade 573549 573549 69944 5145237 5145237 533741
Largest Losing Trade -61304 -33738 -61304 -3039438 -665875 -3039438
Avg Bars in Trades 44 45 43 44 45 43
Avg Bars in Winners 53 58 49 53 58 49
Avg Bars in Losers 35 33 36 35 33 36
Bars Traded 3405 1763 1642 3405 1763 1642
Profit Streak 26.0943 26.5943 26.0943 26.0943 26.5943 26.0943
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36155 327175 -399810 -96241 443448 -579881

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609416000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757643347176,
    "expiration_time": 1762343568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "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": [
        [
            1249030.2981109929,
            1208673.9375327511,
            40356.3605782425,
            1603020.3907415478,
            5256662.0916701555,
            -3653641.700928607
        ],
        [
            1249.030298,
            1208.673938,
            40.356361,
            1603.020391,
            5256.662092,
            -3653.641701
        ],
        [
            0.687603,
            0.665386,
            0.022217,
            0.156191,
            0.219394,
            0
        ],
        [
            807.122006,
            807.122006,
            807.122006,
            807.122006,
            807.122006,
            807.122006
        ],
        [
            -147711,
            -74645,
            -83581,
            -5671514,
            -2047266,
            -4186121
        ],
        [
            3.456015,
            6.750416,
            1.135256,
            1.153336,
            2.568919,
            0.485677
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            49.350649,
            46.153846,
            52.631579,
            49.350649,
            46.153846,
            52.631579
        ],
        [
            3.546963,
            7.875486,
            1.02173,
            1.183687,
            2.997072,
            0.437109
        ],
        [
            573549,
            573549,
            69944,
            5145237,
            5145237,
            533741
        ],
        [
            -61304,
            -33738,
            -61304,
            -3039438,
            -665875,
            -3039438
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            53,
            58,
            49,
            53,
            58,
            49
        ],
        [
            35,
            33,
            36,
            35,
            33,
            36
        ],
        [
            3405,
            1763,
            1642,
            3405,
            1763,
            1642
        ],
        [
            26.094296,
            26.594296,
            26.094296,
            26.094296,
            26.594296,
            26.094296
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36155,
            327175,
            -399810,
            -96241,
            443448,
            -579881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1609416000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757643347176,
    "expiration_time": 1762343568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "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)