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Trade: AVAX/USDT/720/FWMA/SSF/2388

Strategy
AVAX/USDT/720/FWMA/SSF/2388
Pair
AVAX_USDT
Interval
12h
Score
307775
Daily Profit
0.193594
Profit Factor
1.503197
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-09-08 13:51
Expiration Time
2025-11-01 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1203814.9687 -52721.1165 -1151093.8522 -457809.3113 -3687595.9771 3229786.6658
Total P&L (%) -1203.815 -52.7211 -1151.0939 -457.8093 -3687.596 3229.7867
Avg Daily Profit (%) -0.6642 -0.0291 -0.6351 0 0 0.1936
Buy And Hold Return (%) 664.0686 664.0686 664.0686 664.0686 664.0686 664.0686
Max Trade Drawdown -1276162 -204822 -1183478 -10635887 -8392972 -2242914
Profit Factor 0.2955 0.8301 0.1768 0.9727 0.6448 1.5032
Total Trades 76 38 38 76 38 38
Winning Trades 53 26 27 38 17 21
Losing Trades 23 12 11 38 21 17
Profitability (%) 69.7368 68.4211 71.0526 50 44.7368 55.2632
Ratio Avg Win / Avg Loss 0.1282 0.3831 0.072 0.9727 0.7965 1.2169
Largest Winning Trade 29553 28574 29553 5219230 1278956 5219230
Largest Losing Trade -587701 -76380 -587701 -7291044 -7291044 -1579630
Avg Bars in Trades 46 48 43 46 48 43
Avg Bars in Winners 19 17 20 42 40 44
Avg Bars in Losers 108 115 100 49 55 42
Bars Traded 3500 1850 1650 3500 1850 1650
Profit Streak 17.9523 167.4523 17.9523 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -630243 -576994 -577470 -634555 -582811 307775

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757328681025,
    "expiration_time": 1761987600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -1203814.968700328,
            -52721.1165300272,
            -1151093.8521702997,
            -457809.3112968019,
            -3687595.977117752,
            3229786.665820954
        ],
        [
            -1203.814969,
            -52.721117,
            -1151.093852,
            -457.809311,
            -3687.595977,
            3229.786666
        ],
        [
            -0.664174,
            -0.029088,
            -0.635086,
            0,
            0,
            0.193594
        ],
        [
            664.068613,
            664.068613,
            664.068613,
            664.068613,
            664.068613,
            664.068613
        ],
        [
            -1276162,
            -204822,
            -1183478,
            -10635887,
            -8392972,
            -2242914
        ],
        [
            0.295465,
            0.830079,
            0.176847,
            0.972748,
            0.644761,
            1.503197
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            53,
            26,
            27,
            38,
            17,
            21
        ],
        [
            23,
            12,
            11,
            38,
            21,
            17
        ],
        [
            69.736842,
            68.421053,
            71.052632,
            50,
            44.736842,
            55.263158
        ],
        [
            0.128221,
            0.383114,
            0.072049,
            0.972748,
            0.79647,
            1.216874
        ],
        [
            29553,
            28574,
            29553,
            5219230,
            1278956,
            5219230
        ],
        [
            -587701,
            -76380,
            -587701,
            -7291044,
            -7291044,
            -1579630
        ],
        [
            46,
            48,
            43,
            46,
            48,
            43
        ],
        [
            19,
            17,
            20,
            42,
            40,
            44
        ],
        [
            108,
            115,
            100,
            49,
            55,
            42
        ],
        [
            3500,
            1850,
            1650,
            3500,
            1850,
            1650
        ],
        [
            17.952327,
            167.452327,
            17.952327,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -630243,
            -576994,
            -577470,
            -634555,
            -582811,
            307775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757328681025,
    "expiration_time": 1761987600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    }
}

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)