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Trade: AVAX/USDT/720/ZLMA/SWMA/4254

Strategy
AVAX/USDT/720/ZLMA/SWMA/4254
Pair
AVAX_USDT
Interval
12h
Score
380499
Daily Profit
0.364997
Profit Factor
3.102002
Profitability
45.161290
Streak
84.910691
Best Strategy
Training Data Length
1824.000000
Evaluation Time
2025-09-20 00:51
Expiration Time
2025-11-13 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625672.5737 665753.7554 -40081.1817 -47910.0969 400484.2263 -448394.3233
Total P&L (%) 625.6726 665.7538 -40.0812 -47.9101 400.4842 -448.3943
Avg Daily Profit (%) 0.343 0.365 -0.022 -0.0358 0.0883 0
Buy And Hold Return (%) 253.3473 253.3473 253.3473 253.3473 253.3473 253.3473
Max Trade Drawdown -181668 -96642 -107631 -575227 -270038 -409837
Profit Factor 2.0189 3.102 0.8652 0.9662 1.6117 0.4123
Total Trades 61 31 30 61 31 30
Winning Trades 32 14 18 32 14 18
Losing Trades 29 17 12 29 17 12
Profitability (%) 52.459 45.1613 60 52.459 45.1613 60
Ratio Avg Win / Avg Loss 1.8296 3.7667 0.5768 0.8756 1.957 0.2749
Largest Winning Trade 391209 391209 63868 423515 423515 53873
Largest Losing Trade -81940 -55122 -81940 -263963 -104971 -263963
Avg Bars in Trades 55 65 44 55 65 44
Avg Bars in Winners 65 89 46 65 89 46
Avg Bars in Losers 44 45 42 44 45 42
Bars Traded 3372 2023 1349 3372 2023 1349
Profit Streak 58.4107 84.9107 0 58.4107 84.9107 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155781 380499 -579529 -745898 -83030 -579529

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3648,
    "evaluation_days": 1824,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610668800000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758318683728,
    "expiration_time": 1763011008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 42,
            "offset": 97
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "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": [
        [
            625672.5737072878,
            665753.7554364937,
            -40081.1817292058,
            -47910.0969387589,
            400484.2263247547,
            -448394.3232635136
        ],
        [
            625.672574,
            665.753755,
            -40.081182,
            -47.910097,
            400.484226,
            -448.394323
        ],
        [
            0.343022,
            0.364997,
            -0.021974,
            -0.03575,
            0.088329,
            0
        ],
        [
            253.34728,
            253.34728,
            253.34728,
            253.34728,
            253.34728,
            253.34728
        ],
        [
            -181668,
            -96642,
            -107631,
            -575227,
            -270038,
            -409837
        ],
        [
            2.018897,
            3.102002,
            0.865203,
            0.966205,
            1.611677,
            0.412277
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            52.459016,
            45.16129,
            60,
            52.459016,
            45.16129,
            60
        ],
        [
            1.829626,
            3.766717,
            0.576802,
            0.875623,
            1.957036,
            0.274851
        ],
        [
            391209,
            391209,
            63868,
            423515,
            423515,
            53873
        ],
        [
            -81940,
            -55122,
            -81940,
            -263963,
            -104971,
            -263963
        ],
        [
            55,
            65,
            44,
            55,
            65,
            44
        ],
        [
            65,
            89,
            46,
            65,
            89,
            46
        ],
        [
            44,
            45,
            42,
            44,
            45,
            42
        ],
        [
            3372,
            2023,
            1349,
            3372,
            2023,
            1349
        ],
        [
            58.410691,
            84.910691,
            0,
            58.410691,
            84.910691,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155781,
            380499,
            -579529,
            -745898,
            -83030,
            -579529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3648,
    "evaluation_days": 1824,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1610668800000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758318683728,
    "expiration_time": 1763011008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 42,
            "offset": 97
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "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)