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Trade: AVAX/USDT/120/SSF/KCL/8405

Strategy
AVAX/USDT/120/SSF/KCL/8405
Pair
AVAX_USDT
Interval
2h
Score
308141
Daily Profit
0.208155
Profit Factor
1.362740
Profitability
50.000000
Streak
95.774244
Best Strategy
Training Data Length
1822.830000
Evaluation Time
2025-09-19 15:34
Expiration Time
2025-11-24 04:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -946047.9305 54111.225 -1000159.1555 -1424232.289 -5751474.8272 4327242.5383
Total P&L (%) -946.0479 54.1112 -1000.1592 -1424.2323 -5751.4748 4327.2425
Avg Daily Profit (%) -0.519 0.0297 -0.5487 0 0 0.2082
Buy And Hold Return (%) 715.2057 715.2057 715.2057 715.2057 715.2057 715.2057
Max Trade Drawdown -1080604 -139458 -1067252 -14368095 -10640682 -5106095
Profit Factor 0.4262 1.1771 0.2553 0.9457 0.5976 1.3627
Total Trades 88 44 44 88 44 44
Winning Trades 55 28 27 44 22 22
Losing Trades 33 16 17 44 22 22
Profitability (%) 62.5 63.6364 61.3636 50 50 50
Ratio Avg Win / Avg Loss 0.2557 0.6726 0.1608 0.9457 0.5976 1.3627
Largest Winning Trade 54912 37485 54912 8665534 1826838 8665534
Largest Losing Trade -568897 -75406 -568897 -9283101 -9283101 -2926088
Avg Bars in Trades 240 213 266 240 213 266
Avg Bars in Winners 141 121 161 236 196 276
Avg Bars in Losers 405 373 434 244 230 257
Bars Traded 21138 9392 11746 21138 9392 11746
Profit Streak 44.2742 75.5242 0 0 0 95.7742
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578090 -344044 -579246 -580543 -580719 308141

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21874,
    "evaluation_days": 1822.83,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602468000000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758285294683,
    "expiration_time": 1763952940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 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": [
        [
            -946047.9305347848,
            54111.224986939,
            -1000159.1555217237,
            -1424232.2889506249,
            -5751474.827231986,
            4327242.538281363
        ],
        [
            -946.047931,
            54.111225,
            -1000.159156,
            -1424.232289,
            -5751.474827,
            4327.242538
        ],
        [
            -0.519,
            0.029685,
            -0.548685,
            0,
            0,
            0.208155
        ],
        [
            715.205712,
            715.205712,
            715.205712,
            715.205712,
            715.205712,
            715.205712
        ],
        [
            -1080604,
            -139458,
            -1067252,
            -14368095,
            -10640682,
            -5106095
        ],
        [
            0.426182,
            1.177063,
            0.255327,
            0.945684,
            0.597573,
            1.36274
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            55,
            28,
            27,
            44,
            22,
            22
        ],
        [
            33,
            16,
            17,
            44,
            22,
            22
        ],
        [
            62.5,
            63.636364,
            61.363636,
            50,
            50,
            50
        ],
        [
            0.255709,
            0.672607,
            0.160762,
            0.945684,
            0.597573,
            1.36274
        ],
        [
            54912,
            37485,
            54912,
            8665534,
            1826838,
            8665534
        ],
        [
            -568897,
            -75406,
            -568897,
            -9283101,
            -9283101,
            -2926088
        ],
        [
            240,
            213,
            266,
            240,
            213,
            266
        ],
        [
            141,
            121,
            161,
            236,
            196,
            276
        ],
        [
            405,
            373,
            434,
            244,
            230,
            257
        ],
        [
            21138,
            9392,
            11746,
            21138,
            9392,
            11746
        ],
        [
            44.274244,
            75.524244,
            0,
            0,
            0,
            95.774244
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578090,
            -344044,
            -579246,
            -580543,
            -580719,
            308141
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21874,
    "evaluation_days": 1822.83,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1602468000000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758285294683,
    "expiration_time": 1763952940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 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)