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Trade: AVAX/USDT/360/SSF/HMA/2806

Strategy
AVAX/USDT/360/SSF/HMA/2806
Pair
AVAX_USDT
Interval
6h
Score
428453
Daily Profit
0.691152
Profit Factor
6.837767
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-09-12 08:06
Expiration Time
2025-11-05 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1323639.5687 1255131.9804 68507.5883 4543483.2719 4734295.519 -190812.2471
Total P&L (%) 1323.6396 1255.132 68.5076 4543.4833 4734.2955 -190.8122
Avg Daily Profit (%) 0.7289 0.6912 0.0377 0.2116 0.2138 0
Buy And Hold Return (%) 541.9283 541.9283 541.9283 541.9283 541.9283 541.9283
Max Trade Drawdown -98604 -68373 -84969 -9886657 -5122786 -5568451
Profit Factor 3.5208 6.8378 1.2209 1.2144 1.5476 0.9848
Total Trades 77 38 39 77 38 39
Winning Trades 32 15 17 32 15 17
Losing Trades 45 23 22 45 23 22
Profitability (%) 41.5584 39.4737 43.5897 41.5584 39.4737 43.5897
Ratio Avg Win / Avg Loss 4.9511 10.4846 1.58 1.7078 2.373 1.2744
Largest Winning Trade 737747 737747 76463 5440694 5440694 3021118
Largest Losing Trade -41183 -28074 -41183 -1784967 -1345707 -1784967
Avg Bars in Trades 91 87 96 91 87 96
Avg Bars in Winners 148 136 159 148 136 159
Avg Bars in Losers 51 55 47 51 55 47
Bars Traded 7080 3319 3761 7080 3319 3761
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 -34231 428453 -310045 -40751 244190 -581583

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653581573,
    "expiration_time": 1762342272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "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": [
        [
            1323639.568724731,
            1255131.9804194814,
            68507.5883052506,
            4543483.271852369,
            4734295.518980713,
            -190812.2471283426
        ],
        [
            1323.639569,
            1255.13198,
            68.507588,
            4543.483272,
            4734.295519,
            -190.812247
        ],
        [
            0.728876,
            0.691152,
            0.037724,
            0.21157,
            0.213792,
            0
        ],
        [
            541.928251,
            541.928251,
            541.928251,
            541.928251,
            541.928251,
            541.928251
        ],
        [
            -98604,
            -68373,
            -84969,
            -9886657,
            -5122786,
            -5568451
        ],
        [
            3.520787,
            6.837767,
            1.22093,
            1.21444,
            1.547587,
            0.984786
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            41.558442,
            39.473684,
            43.589744,
            41.558442,
            39.473684,
            43.589744
        ],
        [
            4.951106,
            10.484576,
            1.580027,
            1.707806,
            2.372966,
            1.274429
        ],
        [
            737747,
            737747,
            76463,
            5440694,
            5440694,
            3021118
        ],
        [
            -41183,
            -28074,
            -41183,
            -1784967,
            -1345707,
            -1784967
        ],
        [
            91,
            87,
            96,
            91,
            87,
            96
        ],
        [
            148,
            136,
            159,
            148,
            136,
            159
        ],
        [
            51,
            55,
            47,
            51,
            55,
            47
        ],
        [
            7080,
            3319,
            3761,
            7080,
            3319,
            3761
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34231,
            428453,
            -310045,
            -40751,
            244190,
            -581583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7264,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653581573,
    "expiration_time": 1762342272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 132,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "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)