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Trade: AVAX/USDT/15/MIDPRICE/SWMA/2435

Strategy
AVAX/USDT/15/MIDPRICE/SWMA/2435
Pair
AVAX_USDT
Interval
15m
Score
399595
Daily Profit
0.408327
Profit Factor
1.612223
Profitability
67.816092
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-19 15:20
Expiration Time
2025-12-03 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106336.4274 51150.2735 55186.1539 126049.6613 93520.4646 32529.1966
Total P&L (%) 106.3364 51.1503 55.1862 126.0497 93.5205 32.5292
Avg Daily Profit (%) 0.4083 0.1964 0.2119 0.3137 0.2538 0.1082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34781 -22451 -32458 -77687 -35370 -78530
Profit Factor 1.6122 1.7008 1.548 1.3713 1.776 1.1485
Total Trades 87 44 43 87 44 43
Winning Trades 59 29 30 59 29 30
Losing Trades 28 15 13 28 15 13
Profitability (%) 67.8161 65.9091 69.7674 67.8161 65.9091 69.7674
Ratio Avg Win / Avg Loss 0.7651 0.8797 0.6708 0.6508 0.9186 0.4977
Largest Winning Trade 19909 11464 19909 27779 21244 27779
Largest Losing Trade -32458 -16345 -32458 -76995 -24324 -76995
Avg Bars in Trades 278 282 273 278 282 273
Avg Bars in Winners 202 226 179 202 226 179
Avg Bars in Losers 437 391 491 437 391 491
Bars Traded 24201 12432 11769 24201 12432 11769
Profit Streak 0 0 3.3056 0 0 3.3056
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399595 270148 252947 319302 338281 -109863
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735785000000,
    "first_datapoint_time": 1736148600000,
    "last_datapoint_time": 1758284100000,
    "evaluation_time": 1758284406950,
    "expiration_time": 1764764100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 193,
            "offset": 212
        }
    }
}
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": [
        [
            106336.4273936865,
            51150.2734633477,
            55186.1539303389,
            126049.6612843848,
            93520.4646395876,
            32529.1966447971
        ],
        [
            106.336427,
            51.150273,
            55.186154,
            126.049661,
            93.520465,
            32.529197
        ],
        [
            0.408327,
            0.196415,
            0.211912,
            0.313671,
            0.25384,
            0.108204
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34781,
            -22451,
            -32458,
            -77687,
            -35370,
            -78530
        ],
        [
            1.612223,
            1.700832,
            1.548004,
            1.371277,
            1.77604,
            1.148539
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            67.816092,
            65.909091,
            69.767442,
            67.816092,
            65.909091,
            69.767442
        ],
        [
            0.765123,
            0.879741,
            0.670802,
            0.650775,
            0.918642,
            0.4977
        ],
        [
            19909,
            11464,
            19909,
            27779,
            21244,
            27779
        ],
        [
            -32458,
            -16345,
            -32458,
            -76995,
            -24324,
            -76995
        ],
        [
            278,
            282,
            273,
            278,
            282,
            273
        ],
        [
            202,
            226,
            179,
            202,
            226,
            179
        ],
        [
            437,
            391,
            491,
            437,
            391,
            491
        ],
        [
            24201,
            12432,
            11769,
            24201,
            12432,
            11769
        ],
        [
            0,
            0,
            3.305636,
            0,
            0,
            3.305636
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399595,
            270148,
            252947,
            319302,
            338281,
            -109863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735785000000,
    "first_datapoint_time": 1736148600000,
    "last_datapoint_time": 1758284100000,
    "evaluation_time": 1758284406950,
    "expiration_time": 1764764100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 193,
            "offset": 212
        }
    }
}

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)