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Trade: AVAX/USDT/720/ZLMA/PWMA/2320

Strategy
AVAX/USDT/720/ZLMA/PWMA/2320
Pair
AVAX_USDT
Interval
12h
Score
414903
Daily Profit
0.309899
Profit Factor
3.617676
Profitability
40.000000
Streak
86.624302
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-09-12 17:59
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 588022.572 563086.6928 24935.8792 106253.6101 246509.9235 -140256.3134
Total P&L (%) 588.0226 563.0867 24.9359 106.2536 246.5099 -140.2563
Avg Daily Profit (%) 0.3236 0.3099 0.0137 0.0399 0.0684 0
Buy And Hold Return (%) 110.1141 110.1141 110.1141 110.1141 110.1141 110.1141
Max Trade Drawdown -106987 -63393 -107278 -294899 -234560 -190264
Profit Factor 2.2145 3.6177 1.0927 1.1293 1.6686 0.6905
Total Trades 60 30 30 60 30 30
Winning Trades 27 12 15 27 12 15
Losing Trades 33 18 15 33 18 15
Profitability (%) 45 40 50 45 40 50
Ratio Avg Win / Avg Loss 2.7066 5.4265 1.0927 1.3802 2.503 0.6905
Largest Winning Trade 353381 353381 76457 281179 281179 72870
Largest Losing Trade -55759 -48287 -55759 -93958 -93958 -90795
Avg Bars in Trades 54 59 49 54 59 49
Avg Bars in Winners 67 66 68 67 66 68
Avg Bars in Losers 44 55 30 44 55 30
Bars Traded 3292 1795 1497 3292 1795 1497
Profit Streak 16.6243 86.6243 0 16.6243 86.6243 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162669 414903 -458917 -558632 -106693 -580825

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610841600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757689139658,
    "expiration_time": 1762388064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 24,
            "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": [
        [
            588022.571953156,
            563086.6927928658,
            24935.8791602899,
            106253.6101177498,
            246509.9234896276,
            -140256.3133718778
        ],
        [
            588.022572,
            563.086693,
            24.935879,
            106.25361,
            246.509923,
            -140.256313
        ],
        [
            0.323623,
            0.309899,
            0.013724,
            0.03985,
            0.068419,
            0
        ],
        [
            110.114116,
            110.114116,
            110.114116,
            110.114116,
            110.114116,
            110.114116
        ],
        [
            -106987,
            -63393,
            -107278,
            -294899,
            -234560,
            -190264
        ],
        [
            2.214481,
            3.617676,
            1.092675,
            1.129288,
            1.668636,
            0.690494
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            45,
            40,
            50,
            45,
            40,
            50
        ],
        [
            2.706588,
            5.426514,
            1.092675,
            1.380241,
            2.502953,
            0.690494
        ],
        [
            353381,
            353381,
            76457,
            281179,
            281179,
            72870
        ],
        [
            -55759,
            -48287,
            -55759,
            -93958,
            -93958,
            -90795
        ],
        [
            54,
            59,
            49,
            54,
            59,
            49
        ],
        [
            67,
            66,
            68,
            67,
            66,
            68
        ],
        [
            44,
            55,
            30,
            44,
            55,
            30
        ],
        [
            3292,
            1795,
            1497,
            3292,
            1795,
            1497
        ],
        [
            16.624301,
            86.624302,
            0,
            16.624302,
            86.624302,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162669,
            414903,
            -458917,
            -558632,
            -106693,
            -580825
        ]
    ]
}
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": 1610841600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757689139658,
    "expiration_time": 1762388064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 24,
            "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)