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Trade: AVAX/USDT/720/SSF/HILO/3337

Strategy
AVAX/USDT/720/SSF/HILO/3337
Pair
AVAX_USDT
Interval
12h
Score
314367
Daily Profit
0.497598
Profit Factor
4.575053
Profitability
48.387097
Streak
160.879605
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-09-10 00:06
Expiration Time
2025-11-03 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 805416.1588 902643.4895 -97227.3307 -59808.0008 59527.1181 -119335.119
Total P&L (%) 805.4162 902.6435 -97.2273 -59.808 59.5271 -119.3351
Avg Daily Profit (%) 0.444 0.4976 -0.0536 -0.0502 0.0258 0
Buy And Hold Return (%) 568.1434 568.1434 568.1434 568.1434 568.1434 568.1434
Max Trade Drawdown -221936 -104707 -165475 -61839 -20385 -48484
Profit Factor 2.2696 4.5751 0.7454 0.6856 2.5326 0.2118
Total Trades 62 31 31 62 31 31
Winning Trades 29 15 14 29 15 14
Losing Trades 33 16 17 33 16 17
Profitability (%) 46.7742 48.3871 45.1613 46.7742 48.3871 45.1613
Ratio Avg Win / Avg Loss 2.5826 4.8801 0.9052 0.7802 2.7014 0.2572
Largest Winning Trade 376900 376900 74914 49032 49032 13583
Largest Losing Trade -85302 -62830 -85302 -85302 -13881 -85302
Avg Bars in Trades 56 49 63 56 49 63
Avg Bars in Winners 81 76 86 81 76 86
Avg Bars in Losers 33 23 43 33 23 43
Bars Traded 3482 1520 1962 3482 1520 1962
Profit Streak 55.8796 160.8796 0 55.8796 160.8796 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -180597 314367 -582699 -739970 -319124 -582699

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757451997886,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            805416.1587840774,
            902643.489495519,
            -97227.3307114414,
            -59808.0008479286,
            59527.1181204828,
            -119335.1189684114
        ],
        [
            805.416159,
            902.643489,
            -97.227331,
            -59.808001,
            59.527118,
            -119.335119
        ],
        [
            0.444,
            0.497598,
            -0.053598,
            -0.050236,
            0.02575,
            0
        ],
        [
            568.143416,
            568.143416,
            568.143416,
            568.143416,
            568.143416,
            568.143416
        ],
        [
            -221936,
            -104707,
            -165475,
            -61839,
            -20385,
            -48484
        ],
        [
            2.269553,
            4.575053,
            0.745429,
            0.685632,
            2.532582,
            0.211826
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            46.774194,
            48.387097,
            45.16129,
            46.774194,
            48.387097,
            45.16129
        ],
        [
            2.582595,
            4.880057,
            0.905163,
            0.780202,
            2.701421,
            0.257218
        ],
        [
            376900,
            376900,
            74914,
            49032,
            49032,
            13583
        ],
        [
            -85302,
            -62830,
            -85302,
            -85302,
            -13881,
            -85302
        ],
        [
            56,
            49,
            63,
            56,
            49,
            63
        ],
        [
            81,
            76,
            86,
            81,
            76,
            86
        ],
        [
            33,
            23,
            43,
            33,
            23,
            43
        ],
        [
            3482,
            1520,
            1962,
            3482,
            1520,
            1962
        ],
        [
            55.879605,
            160.879605,
            0,
            55.879605,
            160.879605,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -180597,
            314367,
            -582699,
            -739970,
            -319124,
            -582699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757451997886,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)