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Trade: AVAX/USDT/30/SSF/VWMA/5415

Strategy
AVAX/USDT/30/SSF/VWMA/5415
Pair
AVAX_USDT
Interval
30m
Score
340161
Daily Profit
0.246713
Profit Factor
1.267809
Profitability
50.000000
Streak
10.922281
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-10 23:38
Expiration Time
2025-11-24 22:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128495.4151 71998.9952 56496.4199 100398.0573 21216.8512 79181.2061
Total P&L (%) 128.4954 71.999 56.4964 100.3981 21.2169 79.1812
Avg Daily Profit (%) 0.2467 0.1382 0.1085 0.1336 0.037 0.112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90257 -49595 -48425 -140057 -95862 -58558
Profit Factor 1.2678 1.2894 1.2445 1.1781 1.07 1.3039
Total Trades 194 97 97 194 97 97
Winning Trades 97 49 48 97 49 48
Losing Trades 97 48 49 97 48 49
Profitability (%) 50 50.5155 49.4845 50 50.5155 49.4845
Ratio Avg Win / Avg Loss 1.2678 1.2631 1.2705 1.1781 1.0481 1.331
Largest Winning Trade 29085 29085 23153 39687 26018 39687
Largest Losing Trade -32381 -28874 -32381 -38397 -38397 -30167
Avg Bars in Trades 126 135 116 126 135 116
Avg Bars in Winners 149 154 145 149 154 145
Avg Bars in Losers 102 117 88 102 117 88
Bars Traded 24486 13185 11301 24486 13185 11301
Profit Streak 10.9223 12.2764 10.9223 10.9223 12.2764 10.9223
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340161 -8646 -49751 -37826 -293344 -43729

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712538000000,
    "first_datapoint_time": 1712948400000,
    "last_datapoint_time": 1757536200000,
    "evaluation_time": 1757536685069,
    "expiration_time": 1764016200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "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": [
        [
            128495.4150815633,
            71998.9951933225,
            56496.4198882407,
            100398.0573107043,
            21216.8511905981,
            79181.206120106
        ],
        [
            128.495415,
            71.998995,
            56.49642,
            100.398057,
            21.216851,
            79.181206
        ],
        [
            0.246713,
            0.138239,
            0.108474,
            0.133556,
            0.03695,
            0.112043
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90257,
            -49595,
            -48425,
            -140057,
            -95862,
            -58558
        ],
        [
            1.267809,
            1.289426,
            1.244534,
            1.178083,
            1.06998,
            1.303855
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            50,
            50.515464,
            49.484536,
            50,
            50.515464,
            49.484536
        ],
        [
            1.267809,
            1.263111,
            1.270462,
            1.178083,
            1.048144,
            1.331019
        ],
        [
            29085,
            29085,
            23153,
            39687,
            26018,
            39687
        ],
        [
            -32381,
            -28874,
            -32381,
            -38397,
            -38397,
            -30167
        ],
        [
            126,
            135,
            116,
            126,
            135,
            116
        ],
        [
            149,
            154,
            145,
            149,
            154,
            145
        ],
        [
            102,
            117,
            88,
            102,
            117,
            88
        ],
        [
            24486,
            13185,
            11301,
            24486,
            13185,
            11301
        ],
        [
            10.922281,
            12.276447,
            10.922281,
            10.922281,
            12.276448,
            10.922281
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340161,
            -8646,
            -49751,
            -37826,
            -293344,
            -43729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712538000000,
    "first_datapoint_time": 1712948400000,
    "last_datapoint_time": 1757536200000,
    "evaluation_time": 1757536685069,
    "expiration_time": 1764016200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "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)