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Trade: AVAX/USDT/720/WMA/SSF/5934

Strategy
AVAX/USDT/720/WMA/SSF/5934
Pair
AVAX_USDT
Interval
12h
Score
434747
Daily Profit
0.678258
Profit Factor
5.026484
Profitability
51.282051
Streak
95.242203
Best Strategy
Training Data Length
1826.500000
Evaluation Time
2025-09-22 08:48
Expiration Time
2025-11-15 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1180027.9383 1238838.8312 -58810.8928 -90051.5965 494172.2494 -584223.8459
Total P&L (%) 1180.0279 1238.8388 -58.8109 -90.0516 494.1722 -584.2238
Avg Daily Profit (%) 0.6461 0.6783 -0.0322 -0.1263 0.0976 0
Buy And Hold Return (%) 763.76 763.76 763.76 763.76 763.76 763.76
Max Trade Drawdown -160888 -128223 -135287 -1511311 -847183 -670196
Profit Factor 2.9422 5.0265 0.8039 0.947 1.5672 0.2948
Total Trades 78 39 39 78 39 39
Winning Trades 41 20 21 41 20 21
Losing Trades 37 19 18 37 19 18
Profitability (%) 52.5641 51.2821 53.8462 52.5641 51.2821 53.8462
Ratio Avg Win / Avg Loss 2.6552 4.7752 0.6891 0.8546 1.4888 0.2527
Largest Winning Trade 920115 920115 46572 920115 920115 144186
Largest Losing Trade -99262 -55026 -99262 -626257 -580317 -626257
Avg Bars in Trades 44 42 46 44 42 46
Avg Bars in Winners 50 43 56 50 43 56
Avg Bars in Losers 37 41 33 37 41 33
Bars Traded 3454 1659 1795 3454 1659 1795
Profit Streak 0 95.2422 0 0 95.2422 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30898 434747 -580258 -619223 -225174 -580258

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3653,
    "evaluation_days": 1826.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758520126313,
    "expiration_time": 1763233488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 6,
            "offset": 112
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1180027.9383244545,
            1238838.8311726355,
            -58810.8928481819,
            -90051.596516527,
            494172.2494323259,
            -584223.845948853
        ],
        [
            1180.027938,
            1238.838831,
            -58.810893,
            -90.051597,
            494.172249,
            -584.223846
        ],
        [
            0.64606,
            0.678258,
            -0.032199,
            -0.126269,
            0.097611,
            0
        ],
        [
            763.759993,
            763.759993,
            763.759993,
            763.759993,
            763.759993,
            763.759993
        ],
        [
            -160888,
            -128223,
            -135287,
            -1511311,
            -847183,
            -670196
        ],
        [
            2.942225,
            5.026484,
            0.803893,
            0.94702,
            1.567178,
            0.294802
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            52.564103,
            51.282051,
            53.846154,
            52.564103,
            51.282051,
            53.846154
        ],
        [
            2.655179,
            4.77516,
            0.689051,
            0.854628,
            1.488819,
            0.252687
        ],
        [
            920115,
            920115,
            46572,
            920115,
            920115,
            144186
        ],
        [
            -99262,
            -55026,
            -99262,
            -626257,
            -580317,
            -626257
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            50,
            43,
            56,
            50,
            43,
            56
        ],
        [
            37,
            41,
            33,
            37,
            41,
            33
        ],
        [
            3454,
            1659,
            1795,
            3454,
            1659,
            1795
        ],
        [
            0,
            95.242203,
            0,
            0,
            95.242203,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30898,
            434747,
            -580258,
            -619223,
            -225174,
            -580258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3653,
    "evaluation_days": 1826.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758520126313,
    "expiration_time": 1763233488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 6,
            "offset": 112
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 2
        }
    }
}

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)