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Trade: AVAX/USDT/360/SSF/JMA/1393

Strategy
AVAX/USDT/360/SSF/JMA/1393
Pair
AVAX_USDT
Interval
6h
Score
530838
Daily Profit
0.545307
Profit Factor
4.849349
Profitability
46.341463
Streak
143.138260
Best Strategy
Training Data Length
1846.000000
Evaluation Time
2025-10-12 06:19
Expiration Time
2025-12-06 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1008025.1659 1006636.9821 1388.1838 1008929.5948 1364374.3353 -355444.7405
Total P&L (%) 1008.0252 1006.637 1.3882 1008.9296 1364.3743 -355.4447
Avg Daily Profit (%) 0.5461 0.5453 0.0008 0.1304 0.1455 0
Buy And Hold Return (%) 393.2809 393.2809 393.2809 393.2809 393.2809 393.2809
Max Trade Drawdown -102545 -88216 -117725 -523848 -294989 -647135
Profit Factor 2.6403 4.8493 1.0039 1.3361 2.2321 0.8123
Total Trades 82 41 41 82 41 41
Winning Trades 36 19 17 36 19 17
Losing Trades 46 22 24 46 22 24
Profitability (%) 43.9024 46.3415 41.4634 43.9024 46.3415 41.4634
Ratio Avg Win / Avg Loss 3.3737 5.615 1.4173 1.7073 2.5845 1.1468
Largest Winning Trade 632709 632709 77703 578759 578759 306329
Largest Losing Trade -68853 -22631 -68853 -397548 -159955 -397548
Avg Bars in Trades 87 79 94 87 79 94
Avg Bars in Winners 134 122 147 134 122 147
Avg Bars in Losers 50 43 57 50 43 57
Bars Traded 7171 3278 3893 7171 3278 3893
Profit Streak 55.8883 143.1383 0 55.8883 143.1383 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 70011 530838 -577067 -31165 98698 -582395
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7384,
    "evaluation_days": 1846,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602266400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239145669,
    "expiration_time": 1765012032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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": [
        [
            1008025.1659248509,
            1006636.9821366936,
            1388.1837881573,
            1008929.5948034397,
            1364374.335334496,
            -355444.7405310556
        ],
        [
            1008.025166,
            1006.636982,
            1.388184,
            1008.929595,
            1364.374335,
            -355.444741
        ],
        [
            0.546059,
            0.545307,
            0.000752,
            0.13042,
            0.145502,
            0
        ],
        [
            393.28093,
            393.28093,
            393.28093,
            393.28093,
            393.28093,
            393.28093
        ],
        [
            -102545,
            -88216,
            -117725,
            -523848,
            -294989,
            -647135
        ],
        [
            2.640289,
            4.849349,
            1.003932,
            1.336142,
            2.23207,
            0.812343
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            43.902439,
            46.341463,
            41.463415,
            43.902439,
            46.341463,
            41.463415
        ],
        [
            3.373703,
            5.615036,
            1.417316,
            1.707292,
            2.584503,
            1.146837
        ],
        [
            632709,
            632709,
            77703,
            578759,
            578759,
            306329
        ],
        [
            -68853,
            -22631,
            -68853,
            -397548,
            -159955,
            -397548
        ],
        [
            87,
            79,
            94,
            87,
            79,
            94
        ],
        [
            134,
            122,
            147,
            134,
            122,
            147
        ],
        [
            50,
            43,
            57,
            50,
            43,
            57
        ],
        [
            7171,
            3278,
            3893,
            7171,
            3278,
            3893
        ],
        [
            55.88826,
            143.13826,
            0,
            55.88826,
            143.13826,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            70011,
            530838,
            -577067,
            -31165,
            98698,
            -582395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7384,
    "evaluation_days": 1846,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602266400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239145669,
    "expiration_time": 1765012032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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)