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Trade: AVAX/USDT/240/SSF/VWMA/5105

Strategy
AVAX/USDT/240/SSF/VWMA/5105
Pair
AVAX_USDT
Interval
4h
Score
405983
Daily Profit
0.678671
Profit Factor
6.359037
Profitability
39.393939
Streak
104.208190
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-09-14 03:59
Expiration Time
2025-11-07 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1311415.6574 1233823.2379 77592.4195 5128783.2001 5125710.5892 3072.611
Total P&L (%) 1311.4157 1233.8232 77.5924 5128.7832 5125.7106 3.0726
Avg Daily Profit (%) 0.7214 0.6787 0.0427 0.2179 0.2178 0.0017
Buy And Hold Return (%) 569.9996 569.9996 569.9996 569.9996 569.9996 569.9996
Max Trade Drawdown -160862 -104605 -109828 -2129340 -936533 -1929454
Profit Factor 3.8469 6.359 1.3367 1.7832 3.1658 1.0007
Total Trades 66 33 33 66 33 33
Winning Trades 28 13 15 28 13 15
Losing Trades 38 20 18 38 20 18
Profitability (%) 42.4242 39.3939 45.4545 42.4242 39.3939 45.4545
Ratio Avg Win / Avg Loss 5.2208 9.7831 1.6041 2.4201 4.8705 1.2009
Largest Winning Trade 611141 611141 75983 2129269 1993696 2129269
Largest Losing Trade -43041 -33631 -43041 -1159940 -389392 -1159940
Avg Bars in Trades 161 150 171 161 150 171
Avg Bars in Winners 272 264 279 272 264 279
Avg Bars in Losers 79 76 81 79 76 81
Bars Traded 10641 4978 5663 10641 4978 5663
Profit Streak 0 104.2082 0 0 104.2082 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 -117164 405983 -302050 -120151 383471 -577875

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10908,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602619200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757811587605,
    "expiration_time": 1762520256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 130,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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": [
        [
            1311415.6574284206,
            1233823.2378826858,
            77592.4195457345,
            5128783.200147441,
            5125710.589169744,
            3072.6109776971
        ],
        [
            1311.415657,
            1233.823238,
            77.59242,
            5128.7832,
            5125.710589,
            3.072611
        ],
        [
            0.721351,
            0.678671,
            0.04268,
            0.217881,
            0.217848,
            0.001665
        ],
        [
            569.999554,
            569.999554,
            569.999554,
            569.999554,
            569.999554,
            569.999554
        ],
        [
            -160862,
            -104605,
            -109828,
            -2129340,
            -936533,
            -1929454
        ],
        [
            3.846883,
            6.359037,
            1.336747,
            1.783245,
            3.165842,
            1.000735
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            42.424242,
            39.393939,
            45.454545,
            42.424242,
            39.393939,
            45.454545
        ],
        [
            5.220769,
            9.783133,
            1.604097,
            2.420118,
            4.870526,
            1.200882
        ],
        [
            611141,
            611141,
            75983,
            2129269,
            1993696,
            2129269
        ],
        [
            -43041,
            -33631,
            -43041,
            -1159940,
            -389392,
            -1159940
        ],
        [
            161,
            150,
            171,
            161,
            150,
            171
        ],
        [
            272,
            264,
            279,
            272,
            264,
            279
        ],
        [
            79,
            76,
            81,
            79,
            76,
            81
        ],
        [
            10641,
            4978,
            5663,
            10641,
            4978,
            5663
        ],
        [
            0,
            104.20819,
            0,
            0,
            104.20819,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117164,
            405983,
            -302050,
            -120151,
            383471,
            -577875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10908,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602619200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757811587605,
    "expiration_time": 1762520256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 130,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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)