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Trade: AVAX/USDT/720/SSF/JMA/2249

Strategy
AVAX/USDT/720/SSF/JMA/2249
Pair
AVAX_USDT
Interval
12h
Score
367979
Daily Profit
0.697422
Profit Factor
5.090661
Profitability
37.837838
Streak
35.563013
Best Strategy
Training Data Length
1841.500000
Evaluation Time
2025-10-07 04:30
Expiration Time
2025-12-01 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1262403.4874 1284302.7876 -21899.3001 797408.3446 1154434.4763 -357026.1318
Total P&L (%) 1262.4035 1284.3028 -21.8993 797.4083 1154.4345 -357.0261
Avg Daily Profit (%) 0.6855 0.6974 -0.0119 0.1192 0.1374 0
Buy And Hold Return (%) 591.5172 591.5172 591.5172 591.5172 591.5172 591.5172
Max Trade Drawdown -146651 -90215 -106044 -1711697 -879469 -1032440
Profit Factor 2.954 5.0907 0.9341 1.1637 1.497 0.8599
Total Trades 74 37 37 74 37 37
Winning Trades 26 14 12 26 14 12
Losing Trades 48 23 25 48 23 25
Profitability (%) 35.1351 37.8378 32.4324 35.1351 37.8378 32.4324
Ratio Avg Win / Avg Loss 5.4536 8.3632 1.946 2.1484 2.4594 1.7914
Largest Winning Trade 729167 729167 77020 932646 932646 767696
Largest Losing Trade -33560 -33560 -32450 -507977 -507977 -254425
Avg Bars in Trades 48 46 50 48 46 50
Avg Bars in Winners 88 74 105 88 74 105
Avg Bars in Losers 27 30 24 27 30 24
Bars Traded 3608 1738 1870 3608 1738 1870
Profit Streak 0 35.563 0 0 35.563 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62723 367979 -584826 -204783 -18125 -584826
Evaluation Data
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3683,
    "evaluation_days": 1841.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759800644295,
    "expiration_time": 1764568368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 19,
            "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": [
        [
            1262403.4874485184,
            1284302.7875743508,
            -21899.3001258329,
            797408.3445595354,
            1154434.4763344373,
            -357026.1317749019
        ],
        [
            1262.403487,
            1284.302788,
            -21.8993,
            797.408345,
            1154.434476,
            -357.026132
        ],
        [
            0.68553,
            0.697422,
            -0.011892,
            0.119232,
            0.137443,
            0
        ],
        [
            591.517237,
            591.517237,
            591.517237,
            591.517237,
            591.517237,
            591.517237
        ],
        [
            -146651,
            -90215,
            -106044,
            -1711697,
            -879469,
            -1032440
        ],
        [
            2.95401,
            5.090661,
            0.934058,
            1.163721,
            1.49703,
            0.859873
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            35.135135,
            37.837838,
            32.432432,
            35.135135,
            37.837838,
            32.432432
        ],
        [
            5.453557,
            8.363229,
            1.945954,
            2.148407,
            2.459407,
            1.791403
        ],
        [
            729167,
            729167,
            77020,
            932646,
            932646,
            767696
        ],
        [
            -33560,
            -33560,
            -32450,
            -507977,
            -507977,
            -254425
        ],
        [
            48,
            46,
            50,
            48,
            46,
            50
        ],
        [
            88,
            74,
            105,
            88,
            74,
            105
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            3608,
            1738,
            1870,
            3608,
            1738,
            1870
        ],
        [
            0,
            35.563013,
            0,
            0,
            35.563013,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62723,
            367979,
            -584826,
            -204783,
            -18125,
            -584826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3683,
    "evaluation_days": 1841.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759800644295,
    "expiration_time": 1764568368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 19,
            "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)