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Trade: AVAX/USDT/720/SSF/HWMA/3022

Strategy
AVAX/USDT/720/SSF/HWMA/3022
Pair
AVAX_USDT
Interval
12h
Score
345400
Daily Profit
0.779266
Profit Factor
3.085469
Profitability
31.578947
Streak
0.000000
Best Strategy
Training Data Length
1839.000000
Evaluation Time
2025-10-05 00:41
Expiration Time
2025-11-28 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1433069.682 1365035.0167 68034.6654 6086532.8886 5396869.0074 689663.8812
Total P&L (%) 1433.0697 1365.035 68.0347 6086.5329 5396.869 689.6639
Avg Daily Profit (%) 0.7793 0.7423 0.037 0.2246 0.2181 0.1124
Buy And Hold Return (%) 421.507 421.507 421.507 421.507 421.507 421.507
Max Trade Drawdown -164401 -90941 -97562 -10857328 -5390891 -8253153
Profit Factor 3.0855 5.0533 1.1942 1.2365 1.4494 1.0502
Total Trades 133 67 66 133 67 66
Winning Trades 42 20 22 42 20 22
Losing Trades 91 47 44 91 47 44
Profitability (%) 31.5789 29.8507 33.3333 31.5789 29.8507 33.3333
Ratio Avg Win / Avg Loss 6.6852 11.8752 2.3883 2.6791 3.4061 2.1005
Largest Winning Trade 812575 812575 76256 5685174 5685174 5392785
Largest Losing Trade -22529 -21927 -22529 -1781757 -1190863 -1781757
Avg Bars in Trades 27 26 28 27 26 28
Avg Bars in Winners 61 60 62 61 60 62
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 3621 1751 1870 3621 1751 1870
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345400 -107508 -445752 90754 -114815 -346607
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3678,
    "evaluation_days": 1839,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759614072105,
    "expiration_time": 1764345888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56688,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1433069.6820243904,
            1365035.016667478,
            68034.6653569128,
            6086532.888599394,
            5396869.007400646,
            689663.8811987545
        ],
        [
            1433.069682,
            1365.035017,
            68.034665,
            6086.532889,
            5396.869007,
            689.663881
        ],
        [
            0.779266,
            0.74227,
            0.036995,
            0.224556,
            0.218115,
            0.112431
        ],
        [
            421.506961,
            421.506961,
            421.506961,
            421.506961,
            421.506961,
            421.506961
        ],
        [
            -164401,
            -90941,
            -97562,
            -10857328,
            -5390891,
            -8253153
        ],
        [
            3.085469,
            5.053263,
            1.194166,
            1.236503,
            1.449413,
            1.050242
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            31.578947,
            29.850746,
            33.333333,
            31.578947,
            29.850746,
            33.333333
        ],
        [
            6.685182,
            11.875168,
            2.388332,
            2.679089,
            3.406119,
            2.100484
        ],
        [
            812575,
            812575,
            76256,
            5685174,
            5685174,
            5392785
        ],
        [
            -22529,
            -21927,
            -22529,
            -1781757,
            -1190863,
            -1781757
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            61,
            60,
            62,
            61,
            60,
            62
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            3621,
            1751,
            1870,
            3621,
            1751,
            1870
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345400,
            -107508,
            -445752,
            90754,
            -114815,
            -346607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3678,
    "evaluation_days": 1839,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759614072105,
    "expiration_time": 1764345888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56688,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)