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Trade: AVAX/USDT/720/ZLMA/HILO/8032

Strategy
AVAX/USDT/720/ZLMA/HILO/8032
Pair
AVAX_USDT
Interval
12h
Score
376093
Daily Profit
0.886711
Profit Factor
6.756728
Profitability
37.500000
Streak
27.731634
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-09-17 20:33
Expiration Time
2025-11-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1600884.7389 1615586.9482 -14702.2093 772821.1111 5298353.371 -4525532.2599
Total P&L (%) 1600.8847 1615.5869 -14.7022 772.8211 5298.3534 -4525.5323
Avg Daily Profit (%) 0.8786 0.8867 -0.0081 0.119 0.2192 0
Buy And Hold Return (%) 816.4479 816.4479 816.4479 816.4479 816.4479 816.4479
Max Trade Drawdown -187576 -81071 -106505 -7417386 -2692272 -4791616
Profit Factor 3.4906 6.7567 0.9594 1.0546 2.0402 0.5007
Total Trades 81 40 41 81 40 41
Winning Trades 36 15 21 36 15 21
Losing Trades 45 25 20 45 25 20
Profitability (%) 44.4444 37.5 51.2195 44.4444 37.5 51.2195
Ratio Avg Win / Avg Loss 4.3633 11.2612 0.9137 1.3182 3.4004 0.4768
Largest Winning Trade 1069576 1069576 69733 5898397 5898397 660748
Largest Losing Trade -51365 -37649 -51365 -3920454 -736973 -3920454
Avg Bars in Trades 42 44 40 42 44 40
Avg Bars in Winners 54 63 49 54 63 49
Avg Bars in Losers 32 33 30 32 33 30
Bars Traded 3434 1782 1651 3434 1782 1651
Profit Streak 0 27.7316 0 0 27.7316 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 -5677 376093 -580584 -378441 268082 -580584

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1607688000000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758130413153,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "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": [
        [
            1600884.7388506671,
            1615586.948170251,
            -14702.2093195844,
            772821.1111141457,
            5298353.370999477,
            -4525532.259885333
        ],
        [
            1600.884739,
            1615.586948,
            -14.702209,
            772.821111,
            5298.353371,
            -4525.53226
        ],
        [
            0.878641,
            0.886711,
            -0.008069,
            0.118982,
            0.219157,
            0
        ],
        [
            816.447876,
            816.447876,
            816.447876,
            816.447876,
            816.447876,
            816.447876
        ],
        [
            -187576,
            -81071,
            -106505,
            -7417386,
            -2692272,
            -4791616
        ],
        [
            3.490602,
            6.756728,
            0.9594,
            1.05459,
            2.040225,
            0.500683
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            44.444444,
            37.5,
            51.219512,
            44.444444,
            37.5,
            51.219512
        ],
        [
            4.363252,
            11.261213,
            0.913715,
            1.318237,
            3.400375,
            0.476841
        ],
        [
            1069576,
            1069576,
            69733,
            5898397,
            5898397,
            660748
        ],
        [
            -51365,
            -37649,
            -51365,
            -3920454,
            -736973,
            -3920454
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            54,
            63,
            49,
            54,
            63,
            49
        ],
        [
            32,
            33,
            30,
            32,
            33,
            30
        ],
        [
            3434,
            1782,
            1651,
            3434,
            1782,
            1651
        ],
        [
            0,
            27.731634,
            0,
            0,
            27.731634,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5677,
            376093,
            -580584,
            -378441,
            268082,
            -580584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1607688000000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758130413153,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "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)