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Trade: AVAX/USDT/360/SSF/HWMA/5341

Strategy
AVAX/USDT/360/SSF/HWMA/5341
Pair
AVAX_USDT
Interval
6h
Score
318121
Daily Profit
0.534775
Profit Factor
2.414577
Profitability
39.055794
Streak
6.798161
Best Strategy
Training Data Length
1816.250000
Evaluation Time
2025-09-12 10:09
Expiration Time
2025-11-05 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 943477.6327 971285.4991 -27807.8665 457963.51 706721.9761 -248758.4661
Total P&L (%) 943.4776 971.2855 -27.8079 457.9635 706.722 -248.7585
Avg Daily Profit (%) 0.5195 0.5348 -0.0153 0.0947 0.115 0
Buy And Hold Return (%) 400.0087 400.0087 400.0087 400.0087 400.0087 400.0087
Max Trade Drawdown -208183 -120013 -172718 -1817992 -1213607 -880740
Profit Factor 1.6973 2.4146 0.9583 1.067 1.195 0.9224
Total Trades 466 233 233 466 233 233
Winning Trades 188 91 97 188 91 97
Losing Trades 278 142 136 278 142 136
Profitability (%) 40.3433 39.0558 41.6309 40.3433 39.0558 41.6309
Ratio Avg Win / Avg Loss 2.5098 3.7678 1.3436 1.5779 1.8647 1.2933
Largest Winning Trade 661714 661714 70995 517244 517244 506088
Largest Losing Trade -38612 -38612 -23641 -458080 -458080 -173173
Avg Bars in Trades 15 14 16 15 14 16
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 9 8 9 9 8 9
Bars Traded 7173 3411 3762 7173 3411 3762
Profit Streak 0 6.7982 0 0 6.7982 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 303989 318121 -581424 -333965 -55071 -581424

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7265,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1600754400000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757660961150,
    "expiration_time": 1762364520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65986,
            "nc": 0.38497
        }
    }
}
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": [
        [
            943477.6326686433,
            971285.4991332425,
            -27807.8664645995,
            457963.5100479274,
            706721.9761174859,
            -248758.4660695579
        ],
        [
            943.477633,
            971.285499,
            -27.807866,
            457.96351,
            706.721976,
            -248.758466
        ],
        [
            0.519465,
            0.534775,
            -0.015311,
            0.094697,
            0.115018,
            0
        ],
        [
            400.008669,
            400.008669,
            400.008669,
            400.008669,
            400.008669,
            400.008669
        ],
        [
            -208183,
            -120013,
            -172718,
            -1817992,
            -1213607,
            -880740
        ],
        [
            1.697303,
            2.414577,
            0.958272,
            1.067036,
            1.194954,
            0.922421
        ],
        [
            466,
            233,
            233,
            466,
            233,
            233
        ],
        [
            188,
            91,
            97,
            188,
            91,
            97
        ],
        [
            278,
            142,
            136,
            278,
            142,
            136
        ],
        [
            40.343348,
            39.055794,
            41.630901,
            40.343348,
            39.055794,
            41.630901
        ],
        [
            2.509842,
            3.767802,
            1.343557,
            1.577851,
            1.864653,
            1.293292
        ],
        [
            661714,
            661714,
            70995,
            517244,
            517244,
            506088
        ],
        [
            -38612,
            -38612,
            -23641,
            -458080,
            -458080,
            -173173
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            7173,
            3411,
            3762,
            7173,
            3411,
            3762
        ],
        [
            0,
            6.798161,
            0,
            0,
            6.798161,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303989,
            318121,
            -581424,
            -333965,
            -55071,
            -581424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7265,
    "evaluation_days": 1816.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1600754400000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757660961150,
    "expiration_time": 1762364520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65986,
            "nc": 0.38497
        }
    }
}

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)