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Trade: AVAX/USDT/480/SSF/VWAP/3903

Strategy
AVAX/USDT/480/SSF/VWAP/3903
Pair
AVAX_USDT
Interval
8h
Score
365944
Daily Profit
0.903409
Profit Factor
3.143157
Profitability
30.412371
Streak
0.000000
Best Strategy
Training Data Length
1814.670000
Evaluation Time
2025-09-10 18:12
Expiration Time
2025-11-03 20:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1639389.9649 1520972.1612 118417.8038 12886345.1941 8411917.9871 4474427.207
Total P&L (%) 1639.39 1520.9722 118.4178 12886.3452 8411.918 4474.4272
Avg Daily Profit (%) 0.9034 0.8382 0.0653 0.2685 0.2452 0.2109
Buy And Hold Return (%) 484.9764 484.9764 484.9764 484.9764 484.9764 484.9764
Max Trade Drawdown -98991 -68752 -52713 -25397609 -19879221 -12353230
Profit Factor 3.1432 4.987 1.3088 1.1473 1.1933 1.1017
Total Trades 194 97 97 194 97 97
Winning Trades 59 28 31 59 28 31
Losing Trades 135 69 66 135 69 66
Profitability (%) 30.4124 28.866 31.9588 30.4124 28.866 31.9588
Ratio Avg Win / Avg Loss 7.192 12.2894 2.7865 2.6251 2.9407 2.3455
Largest Winning Trade 1037558 1037558 69592 14795445 14795445 8493640
Largest Losing Trade -17941 -17941 -13874 -3998350 -3968902 -3998350
Avg Bars in Trades 27 26 28 27 26 28
Avg Bars in Winners 66 64 69 66 64 69
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 5348 2541 2807 5348 2541 2807
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365944 187234 -277360 -55140 -11123 -106463

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757517176614,
    "expiration_time": 1762194816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1639389.9649195787,
            1520972.1611543528,
            118417.8037652267,
            12886345.194076067,
            8411917.9870766,
            4474427.206999471
        ],
        [
            1639.389965,
            1520.972161,
            118.417804,
            12886.345194,
            8411.917987,
            4474.427207
        ],
        [
            0.903409,
            0.838154,
            0.065256,
            0.268534,
            0.245196,
            0.210898
        ],
        [
            484.976373,
            484.976373,
            484.976373,
            484.976373,
            484.976373,
            484.976373
        ],
        [
            -98991,
            -68752,
            -52713,
            -25397609,
            -19879221,
            -12353230
        ],
        [
            3.143157,
            4.987012,
            1.308814,
            1.147251,
            1.193329,
            1.101687
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            135,
            69,
            66,
            135,
            69,
            66
        ],
        [
            30.412371,
            28.865979,
            31.958763,
            30.412371,
            28.865979,
            31.958763
        ],
        [
            7.19197,
            12.289422,
            2.786508,
            2.625065,
            2.940703,
            2.345526
        ],
        [
            1037558,
            1037558,
            69592,
            14795445,
            14795445,
            8493640
        ],
        [
            -17941,
            -17941,
            -13874,
            -3998350,
            -3968902,
            -3998350
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            66,
            64,
            69,
            66,
            64,
            69
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            5348,
            2541,
            2807,
            5348,
            2541,
            2807
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365944,
            187234,
            -277360,
            -55140,
            -11123,
            -106463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757517176614,
    "expiration_time": 1762194816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)