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Trade: AVAX/USDT/720/SSF/HWMA/2200

Strategy
AVAX/USDT/720/SSF/HWMA/2200
Pair
AVAX_USDT
Interval
12h
Score
329395
Daily Profit
0.653015
Profit Factor
3.148585
Profitability
33.846154
Streak
0.000000
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-09-12 23:00
Expiration Time
2025-11-06 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1186528.1424 1145243.5954 41284.547 2826834.4318 3004736.1526 -177901.7208
Total P&L (%) 1186.5281 1145.2436 41.2845 2826.8344 3004.7362 -177.9017
Avg Daily Profit (%) 0.653 0.6303 0.0227 0.186 0.1893 0
Buy And Hold Return (%) 396.3678 396.3678 396.3678 396.3678 396.3678 396.3678
Max Trade Drawdown -160903 -73075 -88331 -1890211 -701312 -1707117
Profit Factor 3.1486 5.4393 1.1403 1.4216 2.0945 0.9551
Total Trades 130 65 65 130 65 65
Winning Trades 44 21 23 44 21 23
Losing Trades 86 44 42 86 44 42
Profitability (%) 33.8462 32.3077 35.3846 33.8462 32.3077 35.3846
Ratio Avg Win / Avg Loss 6.1541 11.3967 2.0823 2.7786 4.3884 1.744
Largest Winning Trade 665219 665219 73530 2069010 2069010 793315
Largest Losing Trade -33560 -33560 -33294 -383045 -204030 -383045
Avg Bars in Trades 26 24 28 26 24 28
Avg Bars in Winners 61 56 66 61 56 66
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3433 1564 1869 3433 1564 1869
Profit Streak 0 99.8338 0 0 99.8338 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329395 -120581 -530740 151070 -125275 -715364

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757707238319,
    "expiration_time": 1762388064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 216,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.32741,
            "nb": 0.75575,
            "nc": 0.29734
        }
    }
}
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": [
        [
            1186528.142419008,
            1145243.5954097586,
            41284.5470092489,
            2826834.4318167334,
            3004736.1525891246,
            -177901.7207723907
        ],
        [
            1186.528142,
            1145.243595,
            41.284547,
            2826.834432,
            3004.736153,
            -177.901721
        ],
        [
            0.653015,
            0.630294,
            0.022721,
            0.186001,
            0.189255,
            0
        ],
        [
            396.367829,
            396.367829,
            396.367829,
            396.367829,
            396.367829,
            396.367829
        ],
        [
            -160903,
            -73075,
            -88331,
            -1890211,
            -701312,
            -1707117
        ],
        [
            3.148585,
            5.439329,
            1.140299,
            1.421591,
            2.094462,
            0.955073
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            33.846154,
            32.307692,
            35.384615,
            33.846154,
            32.307692,
            35.384615
        ],
        [
            6.154053,
            11.396689,
            2.082286,
            2.778565,
            4.388396,
            1.744045
        ],
        [
            665219,
            665219,
            73530,
            2069010,
            2069010,
            793315
        ],
        [
            -33560,
            -33560,
            -33294,
            -383045,
            -204030,
            -383045
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            61,
            56,
            66,
            61,
            56,
            66
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3433,
            1564,
            1869,
            3433,
            1564,
            1869
        ],
        [
            0,
            99.833777,
            0,
            0,
            99.833777,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329395,
            -120581,
            -530740,
            151070,
            -125275,
            -715364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757707238319,
    "expiration_time": 1762388064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 216,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.32741,
            "nb": 0.75575,
            "nc": 0.29734
        }
    }
}

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)