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Trade: AVAX/USDT/120/SSF/HWMA/1387

Strategy
AVAX/USDT/120/SSF/HWMA/1387
Pair
AVAX_USDT
Interval
2h
Score
370469
Daily Profit
0.538179
Profit Factor
1.684767
Profitability
37.820513
Streak
0.000000
Best Strategy
Training Data Length
1813.080000
Evaluation Time
2025-09-09 21:17
Expiration Time
2025-11-14 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 975761.6259 886981.3963 88780.2296 5047205.739 4130080.4728 917125.2662
Total P&L (%) 975.7616 886.9814 88.7802 5047.2057 4130.0805 917.1253
Avg Daily Profit (%) 0.5382 0.4892 0.049 0.2176 0.2068 0.128
Buy And Hold Return (%) 371.7666 371.7666 371.7666 371.7666 371.7666 371.7666
Max Trade Drawdown -85793 -79328 -62317 -10314025 -8678383 -4161933
Profit Factor 1.6848 2.2319 1.1259 1.0769 1.1206 1.0292
Total Trades 780 390 390 780 390 390
Winning Trades 295 144 151 295 144 151
Losing Trades 485 246 239 485 246 239
Profitability (%) 37.8205 36.9231 38.7179 37.8205 36.9231 38.7179
Ratio Avg Win / Avg Loss 2.7699 3.8128 1.7821 1.7705 1.9144 1.629
Largest Winning Trade 296112 296112 51521 5416874 5416874 2677017
Largest Losing Trade -17387 -14325 -17387 -1485191 -1485191 -1313966
Avg Bars in Trades 27 26 29 27 26 29
Avg Bars in Winners 51 49 53 51 49 53
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 21703 10313 11390 21703 10313 11390
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 370469 256187 -376802 -127020 -81944 -215385

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21757,
    "evaluation_days": 1813.08,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757441859789,
    "expiration_time": 1763080214400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 3,
            "na": 0.44671,
            "nb": 0.98779,
            "nc": 0.1
        }
    }
}
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": [
        [
            975761.6258505175,
            886981.3962558192,
            88780.2295946984,
            5047205.739016485,
            4130080.4728486147,
            917125.2661678736
        ],
        [
            975.761626,
            886.981396,
            88.78023,
            5047.205739,
            4130.080473,
            917.125266
        ],
        [
            0.538179,
            0.489212,
            0.048967,
            0.217603,
            0.206757,
            0.128017
        ],
        [
            371.766584,
            371.766584,
            371.766584,
            371.766584,
            371.766584,
            371.766584
        ],
        [
            -85793,
            -79328,
            -62317,
            -10314025,
            -8678383,
            -4161933
        ],
        [
            1.684767,
            2.231891,
            1.125941,
            1.076902,
            1.120637,
            1.029212
        ],
        [
            780,
            390,
            390,
            780,
            390,
            390
        ],
        [
            295,
            144,
            151,
            295,
            144,
            151
        ],
        [
            485,
            246,
            239,
            485,
            246,
            239
        ],
        [
            37.820513,
            36.923077,
            38.717949,
            37.820513,
            36.923077,
            38.717949
        ],
        [
            2.769872,
            3.812814,
            1.782118,
            1.770501,
            1.914421,
            1.629018
        ],
        [
            296112,
            296112,
            51521,
            5416874,
            5416874,
            2677017
        ],
        [
            -17387,
            -14325,
            -17387,
            -1485191,
            -1485191,
            -1313966
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            51,
            49,
            53,
            51,
            49,
            53
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            21703,
            10313,
            11390,
            21703,
            10313,
            11390
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370469,
            256187,
            -376802,
            -127020,
            -81944,
            -215385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21757,
    "evaluation_days": 1813.08,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757441859789,
    "expiration_time": 1763080214400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 3,
            "na": 0.44671,
            "nb": 0.98779,
            "nc": 0.1
        }
    }
}

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)