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Trade: AVAX/USDT/720/SMA/SSF/2512

Strategy
AVAX/USDT/720/SMA/SSF/2512
Pair
AVAX_USDT
Interval
12h
Score
666471
Daily Profit
0.725688
Profit Factor
5.709536
Profitability
53.061224
Streak
91.121256
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-09-07 17:54
Expiration Time
2025-10-31 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1387808.166 1314946.7977 72861.3684 3182967.5948 3798334.8831 -615367.2883
Total P&L (%) 1387.8082 1314.9468 72.8614 3182.9676 3798.3349 -615.3673
Avg Daily Profit (%) 0.7659 0.7257 0.0402 0.1929 0.2024 0
Buy And Hold Return (%) 488.4603 488.4603 488.4603 488.4603 488.4603 488.4603
Max Trade Drawdown -142512 -79498 -149146 -2168320 -1453687 -2050371
Profit Factor 3.2333 5.7095 1.2129 1.3474 1.9342 0.8793
Total Trades 99 49 50 99 49 50
Winning Trades 53 26 27 53 26 27
Losing Trades 46 23 23 46 23 23
Profitability (%) 53.5354 53.0612 54 53.5354 53.0612 54
Ratio Avg Win / Avg Loss 2.8063 5.0507 1.0332 1.1694 1.711 0.749
Largest Winning Trade 872460 872460 75194 1882369 1882369 909034
Largest Losing Trade -63838 -52275 -63838 -1122509 -1122509 -1007447
Avg Bars in Trades 35 33 37 35 33 37
Avg Bars in Winners 44 43 44 44 43 44
Avg Bars in Losers 25 22 29 25 22 29
Bars Traded 3514 1650 1864 3514 1650 1864
Profit Streak 0 91.1213 0 0 91.1213 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 594878 666471 -484955 314986 460189 -760314

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757256876529,
    "expiration_time": 1761943104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 12,
            "offset": 54
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1387808.166044182,
            1314946.7976523477,
            72861.3683918343,
            3182967.594798594,
            3798334.8830911103,
            -615367.2882925167
        ],
        [
            1387.808166,
            1314.946798,
            72.861368,
            3182.967595,
            3798.334883,
            -615.367288
        ],
        [
            0.765899,
            0.725688,
            0.04021,
            0.192864,
            0.202364,
            0
        ],
        [
            488.460343,
            488.460343,
            488.460343,
            488.460343,
            488.460343,
            488.460343
        ],
        [
            -142512,
            -79498,
            -149146,
            -2168320,
            -1453687,
            -2050371
        ],
        [
            3.233293,
            5.709536,
            1.212915,
            1.347375,
            1.934195,
            0.87927
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            53.535354,
            53.061224,
            54,
            53.535354,
            53.061224,
            54
        ],
        [
            2.806254,
            5.050744,
            1.033224,
            1.169419,
            1.711018,
            0.749007
        ],
        [
            872460,
            872460,
            75194,
            1882369,
            1882369,
            909034
        ],
        [
            -63838,
            -52275,
            -63838,
            -1122509,
            -1122509,
            -1007447
        ],
        [
            35,
            33,
            37,
            35,
            33,
            37
        ],
        [
            44,
            43,
            44,
            44,
            43,
            44
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            3514,
            1650,
            1864,
            3514,
            1650,
            1864
        ],
        [
            0,
            91.121256,
            0,
            0,
            91.121256,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            594878,
            666471,
            -484955,
            314986,
            460189,
            -760314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757256876529,
    "expiration_time": 1761943104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 12,
            "offset": 54
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 3
        }
    }
}

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)