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Trade: AVAX/USDT/720/HMA/SSF/7728

Strategy
AVAX/USDT/720/HMA/SSF/7728
Pair
AVAX_USDT
Interval
12h
Score
332680
Daily Profit
0.194466
Profit Factor
1.509177
Profitability
46.666667
Streak
156.624342
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-09-08 17:59
Expiration Time
2025-11-01 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1123260.4954 -20090.5813 -1103169.914 -516547.0222 -3802609.6871 3286062.6649
Total P&L (%) -1123.2605 -20.0906 -1103.1699 -516.547 -3802.6097 3286.0627
Avg Daily Profit (%) -0.6196 -0.0111 -0.6085 0 0 0.1945
Buy And Hold Return (%) 572.97 572.97 572.97 572.97 572.97 572.97
Max Trade Drawdown -1170955 -177612 -1120217 -8314257 -6152344 -2610393
Profit Factor 0.3176 0.9308 0.1864 0.9638 0.5144 1.5092
Total Trades 61 31 30 61 31 30
Winning Trades 33 17 16 28 14 14
Losing Trades 28 14 14 33 17 16
Profitability (%) 54.0984 54.8387 53.3333 45.9016 45.1613 46.6667
Ratio Avg Win / Avg Loss 0.2695 0.7665 0.1631 1.136 0.6247 1.7248
Largest Winning Trade 46665 46665 41539 5955098 1048662 5955098
Largest Losing Trade -571675 -74390 -571675 -5425156 -5425156 -1718374
Avg Bars in Trades 57 61 53 57 61 53
Avg Bars in Winners 28 31 26 58 62 55
Avg Bars in Losers 91 98 83 56 60 51
Bars Traded 3499 1907 1592 3499 1907 1592
Profit Streak 34.6243 60.6243 0 0 0 156.6243
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -745704 -579630 -580393 -746704 -582699 332680

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757343543137,
    "expiration_time": 1762032096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "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": [
        [
            -1123260.4953655098,
            -20090.5813358753,
            -1103169.914029635,
            -516547.0222190014,
            -3802609.6871377765,
            3286062.6649187733
        ],
        [
            -1123.260495,
            -20.090581,
            -1103.169914,
            -516.547022,
            -3802.609687,
            3286.062665
        ],
        [
            -0.619559,
            -0.011081,
            -0.608478,
            0,
            0,
            0.194466
        ],
        [
            572.969967,
            572.969967,
            572.969967,
            572.969967,
            572.969967,
            572.969967
        ],
        [
            -1170955,
            -177612,
            -1120217,
            -8314257,
            -6152344,
            -2610393
        ],
        [
            0.317628,
            0.930762,
            0.18642,
            0.96384,
            0.514437,
            1.509177
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            33,
            17,
            16,
            28,
            14,
            14
        ],
        [
            28,
            14,
            14,
            33,
            17,
            16
        ],
        [
            54.098361,
            54.83871,
            53.333333,
            45.901639,
            45.16129,
            46.666667
        ],
        [
            0.269503,
            0.76651,
            0.163118,
            1.135954,
            0.624674,
            1.724774
        ],
        [
            46665,
            46665,
            41539,
            5955098,
            1048662,
            5955098
        ],
        [
            -571675,
            -74390,
            -571675,
            -5425156,
            -5425156,
            -1718374
        ],
        [
            57,
            61,
            53,
            57,
            61,
            53
        ],
        [
            28,
            31,
            26,
            58,
            62,
            55
        ],
        [
            91,
            98,
            83,
            56,
            60,
            51
        ],
        [
            3499,
            1907,
            1592,
            3499,
            1907,
            1592
        ],
        [
            34.624342,
            60.624342,
            0,
            0,
            0,
            156.624342
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -745704,
            -579630,
            -580393,
            -746704,
            -582699,
            332680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3626,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757343543137,
    "expiration_time": 1762032096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "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)