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Trade: AVAX/USDT/360/SSF/HMA/6357

Strategy
AVAX/USDT/360/SSF/HMA/6357
Pair
AVAX_USDT
Interval
6h
Score
351540
Daily Profit
0.627963
Profit Factor
4.680022
Profitability
43.750000
Streak
162.211474
Best Strategy
Training Data Length
1819.250000
Evaluation Time
2025-09-15 14:04
Expiration Time
2025-11-08 21:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1081916.1816 1142421.8216 -60505.64 180793.9705 656390.7636 -475596.793
Total P&L (%) 1081.9162 1142.4218 -60.5056 180.794 656.3908 -475.5968
Avg Daily Profit (%) 0.5947 0.628 -0.0333 0.0568 0.1113 0
Buy And Hold Return (%) 622.822 622.822 622.822 622.822 622.822 622.822
Max Trade Drawdown -185251 -103892 -154832 -565144 -362982 -510059
Profit Factor 2.6317 4.68 0.8284 1.0951 1.8223 0.5686
Total Trades 64 32 32 64 32 32
Winning Trades 26 14 12 26 14 12
Losing Trades 38 18 20 38 18 20
Profitability (%) 40.625 43.75 37.5 40.625 43.75 37.5
Ratio Avg Win / Avg Loss 3.8464 6.0172 1.3807 1.6006 2.343 0.9477
Largest Winning Trade 656994 656994 74416 502711 502711 162069
Largest Losing Trade -50311 -44347 -50311 -163859 -108372 -163859
Avg Bars in Trades 108 102 114 108 102 114
Avg Bars in Winners 181 161 204 181 161 204
Avg Bars in Losers 58 55 60 58 55 60
Bars Traded 6937 3272 3665 6937 3272 3665
Profit Streak 0 162.2115 0 0 162.2115 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139634 351540 -584004 -545102 -191061 -585671

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7277,
    "evaluation_days": 1819.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603864800000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757934271344,
    "expiration_time": 1762631496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "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": [
        [
            1081916.1816076427,
            1142421.8215581377,
            -60505.639950495,
            180793.9705276174,
            656390.7635572054,
            -475596.7930295882
        ],
        [
            1081.916182,
            1142.421822,
            -60.50564,
            180.793971,
            656.390764,
            -475.596793
        ],
        [
            0.594705,
            0.627963,
            -0.033259,
            0.056768,
            0.111283,
            0
        ],
        [
            622.821993,
            622.821993,
            622.821993,
            622.821993,
            622.821993,
            622.821993
        ],
        [
            -185251,
            -103892,
            -154832,
            -565144,
            -362982,
            -510059
        ],
        [
            2.631736,
            4.680022,
            0.828405,
            1.095119,
            1.822329,
            0.56862
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            40.625,
            43.75,
            37.5,
            40.625,
            43.75,
            37.5
        ],
        [
            3.846383,
            6.017172,
            1.380675,
            1.600559,
            2.342994,
            0.947699
        ],
        [
            656994,
            656994,
            74416,
            502711,
            502711,
            162069
        ],
        [
            -50311,
            -44347,
            -50311,
            -163859,
            -108372,
            -163859
        ],
        [
            108,
            102,
            114,
            108,
            102,
            114
        ],
        [
            181,
            161,
            204,
            181,
            161,
            204
        ],
        [
            58,
            55,
            60,
            58,
            55,
            60
        ],
        [
            6937,
            3272,
            3665,
            6937,
            3272,
            3665
        ],
        [
            0,
            162.211474,
            0,
            0,
            162.211474,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139634,
            351540,
            -584004,
            -545102,
            -191061,
            -585671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7277,
    "evaluation_days": 1819.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603864800000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757934271344,
    "expiration_time": 1762631496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "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)