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Trade: AVAX/USDT/720/SSF/PWMA/9447

Strategy
AVAX/USDT/720/SSF/PWMA/9447
Pair
AVAX_USDT
Interval
12h
Score
403798
Daily Profit
0.227451
Profit Factor
1.441597
Profitability
57.894737
Streak
123.911771
Best Strategy
Training Data Length
1835.000000
Evaluation Time
2025-10-01 00:52
Expiration Time
2025-11-24 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -768948.9788 125166.8621 -894115.8408 -1325093.4584 -7690069.9216 6364976.4631
Total P&L (%) -768.949 125.1669 -894.1158 -1325.0935 -7690.0699 6364.9765
Avg Daily Profit (%) -0.419 0.0682 -0.4873 0 0 0.2275
Buy And Hold Return (%) 729.941 729.941 729.941 729.941 729.941 729.941
Max Trade Drawdown -888622 -128483 -930778 -14286303 -9554298 -5679299
Profit Factor 0.4961 1.4115 0.2683 0.9557 0.504 1.4416
Total Trades 76 38 38 76 38 38
Winning Trades 45 23 22 42 20 22
Losing Trades 31 15 16 34 18 16
Profitability (%) 59.2105 60.5263 57.8947 55.2632 52.6316 57.8947
Ratio Avg Win / Avg Loss 0.3418 0.9206 0.1951 0.7737 0.4536 1.0484
Largest Winning Trade 75394 75394 58989 13654879 1934007 13654879
Largest Losing Trade -426209 -79430 -426209 -9245365 -9245365 -4903431
Avg Bars in Trades 46 48 43 46 48 43
Avg Bars in Winners 32 33 31 47 53 42
Avg Bars in Losers 65 72 59 44 43 44
Bars Traded 3498 1850 1648 3498 1850 1648
Profit Streak 0 0 0 43.4118 43.4118 123.9118
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -633083 -267159 -579741 -632608 -579870 403798
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3670,
    "evaluation_days": 1835,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759269177059,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "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": [
        [
            -768948.9787630491,
            125166.8620840776,
            -894115.8408471264,
            -1325093.4584309603,
            -7690069.921574863,
            6364976.4631439
        ],
        [
            -768.948979,
            125.166862,
            -894.115841,
            -1325.093458,
            -7690.069922,
            6364.976463
        ],
        [
            -0.419046,
            0.068211,
            -0.487257,
            0,
            0,
            0.227451
        ],
        [
            729.941015,
            729.941015,
            729.941015,
            729.941015,
            729.941015,
            729.941015
        ],
        [
            -888622,
            -128483,
            -930778,
            -14286303,
            -9554298,
            -5679299
        ],
        [
            0.496149,
            1.411546,
            0.26832,
            0.955708,
            0.503983,
            1.441597
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            45,
            23,
            22,
            42,
            20,
            22
        ],
        [
            31,
            15,
            16,
            34,
            18,
            16
        ],
        [
            59.210526,
            60.526316,
            57.894737,
            55.263158,
            52.631579,
            57.894737
        ],
        [
            0.341791,
            0.920573,
            0.195142,
            0.773668,
            0.453584,
            1.048434
        ],
        [
            75394,
            75394,
            58989,
            13654879,
            1934007,
            13654879
        ],
        [
            -426209,
            -79430,
            -426209,
            -9245365,
            -9245365,
            -4903431
        ],
        [
            46,
            48,
            43,
            46,
            48,
            43
        ],
        [
            32,
            33,
            31,
            47,
            53,
            42
        ],
        [
            65,
            72,
            59,
            44,
            43,
            44
        ],
        [
            3498,
            1850,
            1648,
            3498,
            1850,
            1648
        ],
        [
            0,
            0,
            0,
            43.411771,
            43.411772,
            123.911771
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -633083,
            -267159,
            -579741,
            -632608,
            -579870,
            403798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3670,
    "evaluation_days": 1835,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759269177059,
    "expiration_time": 1763989920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "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)