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Trade: AVAX/USDT/720/JMA/SSF/2674

Strategy
AVAX/USDT/720/JMA/SSF/2674
Pair
AVAX_USDT
Interval
12h
Score
326610
Daily Profit
0.185645
Profit Factor
1.402599
Profitability
55.882353
Streak
169.161075
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-09-15 18:51
Expiration Time
2025-11-09 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1158509.2547 -27466.3365 -1131042.9182 -1031808.0864 -3856020.2176 2824212.1311
Total P&L (%) -1158.5093 -27.4663 -1131.0429 -1031.8081 -3856.0202 2824.2121
Avg Daily Profit (%) -0.6365 -0.0151 -0.6215 0 0 0.1856
Buy And Hold Return (%) 553.7107 553.7107 553.7107 553.7107 553.7107 553.7107
Max Trade Drawdown -1246233 -164438 -1189028 -10911557 -8461961 -2577887
Profit Factor 0.3026 0.902 0.181 0.939 0.61 1.4026
Total Trades 68 34 34 68 34 34
Winning Trades 46 23 23 33 14 19
Losing Trades 22 11 11 35 20 15
Profitability (%) 67.6471 67.6471 67.6471 48.5294 41.1765 55.8824
Ratio Avg Win / Avg Loss 0.1447 0.4314 0.0866 0.9959 0.8714 1.1073
Largest Winning Trade 33261 22274 33261 5566336 1441631 5566336
Largest Losing Trade -625978 -74056 -625978 -7093362 -7093362 -1543428
Avg Bars in Trades 51 55 47 51 55 47
Avg Bars in Winners 22 22 22 47 47 46
Avg Bars in Losers 110 122 98 54 60 47
Bars Traded 3478 1873 1605 3478 1873 1605
Profit Streak 42.6611 174.1611 0 0 0 169.1611
Trades During Streak 1 3 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -691438 -577152 -578507 -695127 -584226 326610

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757951516881,
    "expiration_time": 1762655040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "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": [
        [
            -1158509.2546739974,
            -27466.3365002108,
            -1131042.9181737867,
            -1031808.0864324638,
            -3856020.21755035,
            2824212.1311178845
        ],
        [
            -1158.509255,
            -27.466337,
            -1131.042918,
            -1031.808086,
            -3856.020218,
            2824.212131
        ],
        [
            -0.636544,
            -0.015091,
            -0.621452,
            0,
            0,
            0.185645
        ],
        [
            553.710654,
            553.710654,
            553.710654,
            553.710654,
            553.710654,
            553.710654
        ],
        [
            -1246233,
            -164438,
            -1189028,
            -10911557,
            -8461961,
            -2577887
        ],
        [
            0.302647,
            0.901993,
            0.181025,
            0.938953,
            0.609993,
            1.402599
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            46,
            23,
            23,
            33,
            14,
            19
        ],
        [
            22,
            11,
            11,
            35,
            20,
            15
        ],
        [
            67.647059,
            67.647059,
            67.647059,
            48.529412,
            41.176471,
            55.882353
        ],
        [
            0.144744,
            0.431388,
            0.086577,
            0.99586,
            0.871418,
            1.107315
        ],
        [
            33261,
            22274,
            33261,
            5566336,
            1441631,
            5566336
        ],
        [
            -625978,
            -74056,
            -625978,
            -7093362,
            -7093362,
            -1543428
        ],
        [
            51,
            55,
            47,
            51,
            55,
            47
        ],
        [
            22,
            22,
            22,
            47,
            47,
            46
        ],
        [
            110,
            122,
            98,
            54,
            60,
            47
        ],
        [
            3478,
            1873,
            1605,
            3478,
            1873,
            1605
        ],
        [
            42.661075,
            174.161075,
            0,
            0,
            0,
            169.161075
        ],
        [
            1,
            3,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -691438,
            -577152,
            -578507,
            -695127,
            -584226,
            326610
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757951516881,
    "expiration_time": 1762655040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "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)