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Trade: AVAX/USDT/360/SSF/VWMA/1816

Strategy
AVAX/USDT/360/SSF/VWMA/1816
Pair
AVAX_USDT
Interval
6h
Score
459508
Daily Profit
0.710908
Profit Factor
5.277526
Profitability
46.666667
Streak
158.396198
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-09-12 18:30
Expiration Time
2025-11-06 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1294573.9086 1291364.4629 3209.4457 788209.1425 1218269.703 -430060.5605
Total P&L (%) 1294.5739 1291.3645 3.2094 788.2091 1218.2697 -430.0606
Avg Daily Profit (%) 0.7127 0.7109 0.0018 0.1203 0.1421 0
Buy And Hold Return (%) 664.1658 664.1658 664.1658 664.1658 664.1658 664.1658
Max Trade Drawdown -239824 -123058 -170043 -1970229 -1071878 -983748
Profit Factor 3.1073 5.2775 1.0103 1.2077 1.7024 0.7913
Total Trades 60 30 30 60 30 30
Winning Trades 29 14 15 29 14 15
Losing Trades 31 16 15 31 16 15
Profitability (%) 48.3333 46.6667 50 48.3333 46.6667 50
Ratio Avg Win / Avg Loss 3.3216 6.0315 1.0103 1.291 1.9456 0.7913
Largest Winning Trade 758207 758207 77930 828583 828583 475891
Largest Losing Trade -60442 -45667 -60442 -610314 -610314 -581916
Avg Bars in Trades 117 117 116 117 117 116
Avg Bars in Winners 175 172 178 175 172 178
Avg Bars in Losers 62 68 55 62 68 55
Bars Traded 7021 3514 3507 7021 3514 3507
Profit Streak 144.1462 158.3962 144.1462 144.1462 158.3962 144.1462
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161636 459508 -564540 -312900 -8106 -579863

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7266,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757691031518,
    "expiration_time": 1762386768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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": [
        [
            1294573.9086154802,
            1291364.4628727268,
            3209.4457427535,
            788209.1425047764,
            1218269.7029762461,
            -430060.56047147
        ],
        [
            1294.573909,
            1291.364463,
            3.209446,
            788.209143,
            1218.269703,
            -430.06056
        ],
        [
            0.712675,
            0.710908,
            0.001767,
            0.120306,
            0.142072,
            0
        ],
        [
            664.165841,
            664.165841,
            664.165841,
            664.165841,
            664.165841,
            664.165841
        ],
        [
            -239824,
            -123058,
            -170043,
            -1970229,
            -1071878,
            -983748
        ],
        [
            3.107314,
            5.277526,
            1.010273,
            1.207677,
            1.702408,
            0.791329
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            48.333333,
            46.666667,
            50,
            48.333333,
            46.666667,
            50
        ],
        [
            3.321612,
            6.031459,
            1.010273,
            1.290965,
            1.94561,
            0.791329
        ],
        [
            758207,
            758207,
            77930,
            828583,
            828583,
            475891
        ],
        [
            -60442,
            -45667,
            -60442,
            -610314,
            -610314,
            -581916
        ],
        [
            117,
            117,
            116,
            117,
            117,
            116
        ],
        [
            175,
            172,
            178,
            175,
            172,
            178
        ],
        [
            62,
            68,
            55,
            62,
            68,
            55
        ],
        [
            7021,
            3514,
            3507,
            7021,
            3514,
            3507
        ],
        [
            144.146198,
            158.396198,
            144.146198,
            144.146198,
            158.396198,
            144.146198
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161636,
            459508,
            -564540,
            -312900,
            -8106,
            -579863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7266,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757691031518,
    "expiration_time": 1762386768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "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)