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Trade: AVAX/USDT/720/SSF/DCM/2332

Strategy
AVAX/USDT/720/SSF/DCM/2332
Pair
AVAX_USDT
Interval
12h
Score
321974
Daily Profit
0.824552
Profit Factor
4.362195
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
1827.000000
Evaluation Time
2025-09-23 04:30
Expiration Time
2025-11-16 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1386848.3404 1506457.3644 -119609.024 -14348.5289 1855781.368 -1870129.8969
Total P&L (%) 1386.8483 1506.4574 -119.609 -14.3485 1855.7814 -1870.1299
Avg Daily Profit (%) 0.7591 0.8246 -0.0655 -0.0085 0.1629 0
Buy And Hold Return (%) 730.1163 730.1163 730.1163 730.1163 730.1163 730.1163
Max Trade Drawdown -190296 -133315 -153111 -3433607 -1468385 -2255984
Profit Factor 2.9322 4.3622 0.5565 0.9977 1.5552 0.3306
Total Trades 76 38 38 76 38 38
Winning Trades 31 14 17 31 14 17
Losing Trades 45 24 21 45 24 21
Profitability (%) 40.7895 36.8421 44.7368 40.7895 36.8421 44.7368
Ratio Avg Win / Avg Loss 4.2564 7.478 0.6875 1.4482 2.6661 0.4084
Largest Winning Trade 1149377 1149377 59389 2677610 2677610 344640
Largest Losing Trade -50235 -50235 -40748 -1434045 -793583 -1434045
Avg Bars in Trades 45 63 28 45 63 28
Avg Bars in Winners 62 102 29 62 102 29
Avg Bars in Losers 33 39 27 33 39 27
Bars Traded 3465 2396 1069 3465 2396 1069
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 -46502 321974 -582533 -636470 66702 -582533

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3654,
    "evaluation_days": 1827,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758591018710,
    "expiration_time": 1763277984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "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": [
        [
            1386848.3403881656,
            1506457.3643536693,
            -119609.023965504,
            -14348.5289281845,
            1855781.3680186025,
            -1870129.8969467871
        ],
        [
            1386.84834,
            1506.457364,
            -119.609024,
            -14.348529,
            1855.781368,
            -1870.129897
        ],
        [
            0.759085,
            0.824552,
            -0.065467,
            -0.008477,
            0.162879,
            0
        ],
        [
            730.116317,
            730.116317,
            730.116317,
            730.116317,
            730.116317,
            730.116317
        ],
        [
            -190296,
            -133315,
            -153111,
            -3433607,
            -1468385,
            -2255984
        ],
        [
            2.932172,
            4.362195,
            0.556525,
            0.997662,
            1.555241,
            0.33057
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            40.789474,
            36.842105,
            44.736842,
            40.789474,
            36.842105,
            44.736842
        ],
        [
            4.256379,
            7.478048,
            0.687472,
            1.448218,
            2.666127,
            0.408351
        ],
        [
            1149377,
            1149377,
            59389,
            2677610,
            2677610,
            344640
        ],
        [
            -50235,
            -50235,
            -40748,
            -1434045,
            -793583,
            -1434045
        ],
        [
            45,
            63,
            28,
            45,
            63,
            28
        ],
        [
            62,
            102,
            29,
            62,
            102,
            29
        ],
        [
            33,
            39,
            27,
            33,
            39,
            27
        ],
        [
            3465,
            2396,
            1069,
            3465,
            2396,
            1069
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46502,
            321974,
            -582533,
            -636470,
            66702,
            -582533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3654,
    "evaluation_days": 1827,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758591018710,
    "expiration_time": 1763277984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "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)