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Trade: AVAX/USDT/480/SSF/SINWMA/2101

Strategy
AVAX/USDT/480/SSF/SINWMA/2101
Pair
AVAX_USDT
Interval
8h
Score
312362
Daily Profit
0.546023
Profit Factor
3.988123
Profitability
44.186047
Streak
107.320844
Best Strategy
Training Data Length
1813.330000
Evaluation Time
2025-09-09 10:42
Expiration Time
2025-11-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 932597.1046 990120.4849 -57523.3803 143365.6898 586603.5254 -443237.8356
Total P&L (%) 932.5971 990.1205 -57.5234 143.3657 586.6035 -443.2378
Avg Daily Profit (%) 0.5143 0.546 -0.0317 0.0491 0.1063 0
Buy And Hold Return (%) 545.3857 545.3857 545.3857 545.3857 545.3857 545.3857
Max Trade Drawdown -152191 -103026 -145720 -570755 -259475 -508046
Profit Factor 2.2485 3.9881 0.8616 1.0736 1.7367 0.6155
Total Trades 86 43 43 86 43 43
Winning Trades 35 19 16 35 19 16
Losing Trades 51 24 27 51 24 27
Profitability (%) 40.6977 44.186 37.2093 40.6977 44.186 37.2093
Ratio Avg Win / Avg Loss 3.2763 5.0376 1.454 1.5643 2.1937 1.0387
Largest Winning Trade 597428 597428 66551 546616 546616 152200
Largest Losing Trade -45362 -32754 -45362 -140527 -107201 -140527
Avg Bars in Trades 62 60 63 62 60 63
Avg Bars in Winners 93 84 103 93 84 103
Avg Bars in Losers 40 41 40 40 41 40
Bars Traded 5356 2616 2740 5356 2616 2740
Profit Streak 0 107.3208 0 0 107.3208 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 100569 312362 -584034 -435065 -190879 -584034

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5440,
    "evaluation_days": 1813.33,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601712000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757403720899,
    "expiration_time": 1762076160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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": [
        [
            932597.1046414729,
            990120.4849435615,
            -57523.3803020884,
            143365.6898397318,
            586603.5254236511,
            -443237.8355839194
        ],
        [
            932.597105,
            990.120485,
            -57.52338,
            143.36569,
            586.603525,
            -443.237836
        ],
        [
            0.514301,
            0.546023,
            -0.031723,
            0.04906,
            0.106302,
            0
        ],
        [
            545.385666,
            545.385666,
            545.385666,
            545.385666,
            545.385666,
            545.385666
        ],
        [
            -152191,
            -103026,
            -145720,
            -570755,
            -259475,
            -508046
        ],
        [
            2.248462,
            3.988123,
            0.861604,
            1.073554,
            1.736707,
            0.615535
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            40.697674,
            44.186047,
            37.209302,
            40.697674,
            44.186047,
            37.209302
        ],
        [
            3.276331,
            5.037629,
            1.453957,
            1.564322,
            2.193736,
            1.038715
        ],
        [
            597428,
            597428,
            66551,
            546616,
            546616,
            152200
        ],
        [
            -45362,
            -32754,
            -45362,
            -140527,
            -107201,
            -140527
        ],
        [
            62,
            60,
            63,
            62,
            60,
            63
        ],
        [
            93,
            84,
            103,
            93,
            84,
            103
        ],
        [
            40,
            41,
            40,
            40,
            41,
            40
        ],
        [
            5356,
            2616,
            2740,
            5356,
            2616,
            2740
        ],
        [
            0,
            107.320844,
            0,
            0,
            107.320844,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            100569,
            312362,
            -584034,
            -435065,
            -190879,
            -584034
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5440,
    "evaluation_days": 1813.33,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601712000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757403720899,
    "expiration_time": 1762076160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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)