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Trade: AVAX/USDT/720/SSF/FWMA/4630

Strategy
AVAX/USDT/720/SSF/FWMA/4630
Pair
AVAX_USDT
Interval
12h
Score
484749
Daily Profit
0.323494
Profit Factor
2.935413
Profitability
45.454545
Streak
93.451139
Best Strategy
Training Data Length
1828.500000
Evaluation Time
2025-09-24 13:49
Expiration Time
2025-11-17 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634375.3495 591508.4491 42866.9004 23236.0426 772423.0738 -749187.0312
Total P&L (%) 634.3754 591.5084 42.8669 23.236 772.4231 -749.187
Avg Daily Profit (%) 0.3469 0.3235 0.0234 0.0114 0.1185 0
Buy And Hold Return (%) 16.1682 16.1682 16.1682 16.1682 16.1682 16.1682
Max Trade Drawdown -195022 -95319 -140770 -1701656 -586788 -1387459
Profit Factor 2.1537 2.9354 1.1755 1.0065 1.4561 0.6031
Total Trades 65 33 32 65 33 32
Winning Trades 34 15 19 34 15 19
Losing Trades 31 18 13 31 18 13
Profitability (%) 52.3077 45.4545 59.375 52.3077 45.4545 59.375
Ratio Avg Win / Avg Loss 1.9637 3.5225 0.8043 0.9177 1.7474 0.4126
Largest Winning Trade 546120 546120 56280 1138345 1138345 217849
Largest Losing Trade -62934 -42426 -62934 -1138222 -317314 -1138222
Avg Bars in Trades 48 52 45 48 52 45
Avg Bars in Winners 45 50 41 45 50 41
Avg Bars in Losers 52 53 50 52 53 50
Bars Traded 3169 1726 1443 3169 1726 1443
Profit Streak 52.4511 93.4511 0 52.4511 93.4511 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121746 484749 -192912 -557541 -33428 -579595

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3657,
    "evaluation_days": 1828.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1616544000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758710978445,
    "expiration_time": 1763411472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 93,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 172
        }
    }
}
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": [
        [
            634375.349516165,
            591508.4491028088,
            42866.9004133564,
            23236.0425502316,
            772423.0737813581,
            -749187.0312311265
        ],
        [
            634.37535,
            591.508449,
            42.8669,
            23.236043,
            772.423074,
            -749.187031
        ],
        [
            0.346938,
            0.323494,
            0.023444,
            0.011427,
            0.118534,
            0
        ],
        [
            16.168207,
            16.168207,
            16.168207,
            16.168207,
            16.168207,
            16.168207
        ],
        [
            -195022,
            -95319,
            -140770,
            -1701656,
            -586788,
            -1387459
        ],
        [
            2.153707,
            2.935413,
            1.175516,
            1.006489,
            1.45614,
            0.603089
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            52.307692,
            45.454545,
            59.375,
            52.307692,
            45.454545,
            59.375
        ],
        [
            1.963674,
            3.522495,
            0.8043,
            0.917681,
            1.747368,
            0.41264
        ],
        [
            546120,
            546120,
            56280,
            1138345,
            1138345,
            217849
        ],
        [
            -62934,
            -42426,
            -62934,
            -1138222,
            -317314,
            -1138222
        ],
        [
            48,
            52,
            45,
            48,
            52,
            45
        ],
        [
            45,
            50,
            41,
            45,
            50,
            41
        ],
        [
            52,
            53,
            50,
            52,
            53,
            50
        ],
        [
            3169,
            1726,
            1443,
            3169,
            1726,
            1443
        ],
        [
            52.451139,
            93.451139,
            0,
            52.451139,
            93.451139,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121746,
            484749,
            -192912,
            -557541,
            -33428,
            -579595
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3657,
    "evaluation_days": 1828.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1616544000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758710978445,
    "expiration_time": 1763411472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 93,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 172
        }
    }
}

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)