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Trade: AVAX/USDT/360/SSF/ZLMA/3772

Strategy
AVAX/USDT/360/SSF/ZLMA/3772
Pair
AVAX_USDT
Interval
6h
Score
358172
Daily Profit
0.650621
Profit Factor
5.366095
Profitability
41.176471
Streak
128.520838
Best Strategy
Training Data Length
1840.000000
Evaluation Time
2025-10-06 03:30
Expiration Time
2025-11-30 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1203836.7897 1197143.5173 6693.2724 1383763.5312 1964208.5318 -580445.0006
Total P&L (%) 1203.8368 1197.1435 6.6933 1383.7635 1964.2085 -580.445
Avg Daily Profit (%) 0.6543 0.6506 0.0036 0.1467 0.1647 0
Buy And Hold Return (%) 628.0167 628.0167 628.0167 628.0167 628.0167 628.0167
Max Trade Drawdown -123212 -77019 -102396 -2492580 -1448043 -1182251
Profit Factor 3.0781 5.3661 1.0219 1.2461 1.7871 0.8144
Total Trades 68 34 34 68 34 34
Winning Trades 27 14 13 27 14 13
Losing Trades 41 20 21 41 20 21
Profitability (%) 39.7059 41.1765 38.2353 39.7059 41.1765 38.2353
Ratio Avg Win / Avg Loss 4.6742 7.6659 1.6508 1.8923 2.5531 1.3155
Largest Winning Trade 645688 645688 73107 1584869 1584869 762659
Largest Losing Trade -36079 -24809 -36079 -509762 -509762 -496935
Avg Bars in Trades 105 100 111 105 100 111
Avg Bars in Winners 180 159 202 180 159 202
Avg Bars in Losers 56 58 55 56 58 55
Bars Traded 7206 3405 3801 7206 3405 3801
Profit Streak 51.7708 128.5208 0 51.7708 128.5208 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 -106858 358172 -553610 -118683 202973 -583703
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7360,
    "evaluation_days": 1840,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759710600371,
    "expiration_time": 1764478080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 92,
            "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": [
        [
            1203836.7897145653,
            1197143.5173005254,
            6693.2724140394,
            1383763.5311844011,
            1964208.5317886793,
            -580445.0006042789
        ],
        [
            1203.83679,
            1197.143517,
            6.693272,
            1383.763531,
            1964.208532,
            -580.445001
        ],
        [
            0.654259,
            0.650621,
            0.003638,
            0.146693,
            0.164664,
            0
        ],
        [
            628.016657,
            628.016657,
            628.016657,
            628.016657,
            628.016657,
            628.016657
        ],
        [
            -123212,
            -77019,
            -102396,
            -2492580,
            -1448043,
            -1182251
        ],
        [
            3.078133,
            5.366095,
            1.021938,
            1.246138,
            1.787147,
            0.81435
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            39.705882,
            41.176471,
            38.235294,
            39.705882,
            41.176471,
            38.235294
        ],
        [
            4.674202,
            7.665851,
            1.650823,
            1.892283,
            2.553067,
            1.315489
        ],
        [
            645688,
            645688,
            73107,
            1584869,
            1584869,
            762659
        ],
        [
            -36079,
            -24809,
            -36079,
            -509762,
            -509762,
            -496935
        ],
        [
            105,
            100,
            111,
            105,
            100,
            111
        ],
        [
            180,
            159,
            202,
            180,
            159,
            202
        ],
        [
            56,
            58,
            55,
            56,
            58,
            55
        ],
        [
            7206,
            3405,
            3801,
            7206,
            3405,
            3801
        ],
        [
            51.770838,
            128.520838,
            0,
            51.770838,
            128.520838,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106858,
            358172,
            -553610,
            -118683,
            202973,
            -583703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7360,
    "evaluation_days": 1840,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759710600371,
    "expiration_time": 1764478080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 92,
            "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)