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Trade: AVAX/USDT/360/SSF/SWMA/3687

Strategy
AVAX/USDT/360/SSF/SWMA/3687
Pair
AVAX_USDT
Interval
6h
Score
332060
Daily Profit
0.207854
Profit Factor
1.410568
Profitability
50.000000
Streak
160.215728
Best Strategy
Training Data Length
1817.250000
Evaluation Time
2025-09-13 14:10
Expiration Time
2025-11-06 20:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -645837.6735 128071.4351 -773909.1086 -2264949.595 -6517294.0745 4252344.4795
Total P&L (%) -645.8377 128.0714 -773.9091 -2264.9496 -6517.2941 4252.3445
Avg Daily Profit (%) -0.3554 0.0705 -0.4259 0 0 0.2079
Buy And Hold Return (%) 692.5868 692.5868 692.5868 692.5868 692.5868 692.5868
Max Trade Drawdown -829219 -133362 -858731 -13582271 -9665836 -4194315
Profit Factor 0.5195 1.4812 0.282 0.9036 0.5037 1.4106
Total Trades 64 32 32 64 32 32
Winning Trades 39 21 18 30 14 16
Losing Trades 25 11 14 34 18 16
Profitability (%) 60.9375 65.625 56.25 46.875 43.75 50
Ratio Avg Win / Avg Loss 0.333 0.7759 0.2193 1.024 0.6476 1.4106
Largest Winning Trade 59088 59088 49636 9485655 1619307 9485655
Largest Losing Trade -387006 -75111 -387006 -8010719 -8010719 -3015312
Avg Bars in Trades 109 118 100 109 118 100
Avg Bars in Winners 60 67 51 113 135 95
Avg Bars in Losers 186 216 163 106 106 105
Bars Traded 7023 3801 3222 7023 3801 3222
Profit Streak 37.9657 64.7157 0 0 0 160.2157
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -722314 -262540 -580000 -723826 -583240 332060

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7269,
    "evaluation_days": 1817.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757761838861,
    "expiration_time": 1762453512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "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": [
        [
            -645837.6734779521,
            128071.4351489507,
            -773909.1086269029,
            -2264949.594982184,
            -6517294.074526672,
            4252344.4795444915
        ],
        [
            -645.837673,
            128.071435,
            -773.909109,
            -2264.949595,
            -6517.294075,
            4252.34448
        ],
        [
            -0.355393,
            0.070475,
            -0.425868,
            0,
            0,
            0.207854
        ],
        [
            692.586751,
            692.586751,
            692.586751,
            692.586751,
            692.586751,
            692.586751
        ],
        [
            -829219,
            -133362,
            -858731,
            -13582271,
            -9665836,
            -4194315
        ],
        [
            0.519475,
            1.481185,
            0.282,
            0.903571,
            0.503668,
            1.410568
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            39,
            21,
            18,
            30,
            14,
            16
        ],
        [
            25,
            11,
            14,
            34,
            18,
            16
        ],
        [
            60.9375,
            65.625,
            56.25,
            46.875,
            43.75,
            50
        ],
        [
            0.332997,
            0.775859,
            0.219333,
            1.024047,
            0.647573,
            1.410568
        ],
        [
            59088,
            59088,
            49636,
            9485655,
            1619307,
            9485655
        ],
        [
            -387006,
            -75111,
            -387006,
            -8010719,
            -8010719,
            -3015312
        ],
        [
            109,
            118,
            100,
            109,
            118,
            100
        ],
        [
            60,
            67,
            51,
            113,
            135,
            95
        ],
        [
            186,
            216,
            163,
            106,
            106,
            105
        ],
        [
            7023,
            3801,
            3222,
            7023,
            3801,
            3222
        ],
        [
            37.965727,
            64.715727,
            0,
            0,
            0,
            160.215728
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -722314,
            -262540,
            -580000,
            -723826,
            -583240,
            332060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7269,
    "evaluation_days": 1817.25,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1603216800000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757761838861,
    "expiration_time": 1762453512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "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)