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Trade: AVAX/USDT/720/SSF/HWMA/2444

Strategy
AVAX/USDT/720/SSF/HWMA/2444
Pair
AVAX_USDT
Interval
12h
Score
449477
Daily Profit
0.717800
Profit Factor
2.955418
Profitability
38.961039
Streak
18.663583
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-09-15 06:55
Expiration Time
2025-11-08 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1306036.789 1268078.8383 37957.9507 2971909.0493 5497327.6199 -2525418.5706
Total P&L (%) 1306.0368 1268.0788 37.958 2971.909 5497.3276 -2525.4186
Avg Daily Profit (%) 0.7178 0.6969 0.0209 0.1884 0.2215 0
Buy And Hold Return (%) 414.2253 414.2253 414.2253 414.2253 414.2253 414.2253
Max Trade Drawdown -80230 -75762 -67291 -5715433 -3101270 -2940399
Profit Factor 2.9554 4.9198 1.1102 1.1292 1.4898 0.7855
Total Trades 154 77 77 154 77 77
Winning Trades 60 30 30 60 30 30
Losing Trades 94 47 47 94 47 47
Profitability (%) 38.961 38.961 38.961 38.961 38.961 38.961
Ratio Avg Win / Avg Loss 4.6302 7.7076 1.7393 1.7691 2.3339 1.2306
Largest Winning Trade 779385 779385 70792 5794776 5794776 1907386
Largest Losing Trade -29759 -29759 -29173 -1174198 -1174198 -984251
Avg Bars in Trades 22 19 24 22 19 24
Avg Bars in Winners 40 35 45 40 35 45
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 3414 1535 1878 3414 1535 1878
Profit Streak 18.6636 0 37.1636 18.6636 0 37.1636
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449477 -29008 -474375 -71965 -35397 -624540

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757908533559,
    "expiration_time": 1762610544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.78405,
            "nc": 0.36153
        }
    }
}
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": [
        [
            1306036.789043784,
            1268078.8383344521,
            37957.9507093322,
            2971909.0493066306,
            5497327.619920533,
            -2525418.5706139025
        ],
        [
            1306.036789,
            1268.078838,
            37.957951,
            2971.909049,
            5497.32762,
            -2525.418571
        ],
        [
            0.7178,
            0.696938,
            0.020862,
            0.188409,
            0.221453,
            0
        ],
        [
            414.225281,
            414.225281,
            414.225281,
            414.225281,
            414.225281,
            414.225281
        ],
        [
            -80230,
            -75762,
            -67291,
            -5715433,
            -3101270,
            -2940399
        ],
        [
            2.955418,
            4.919761,
            1.110216,
            1.129235,
            1.489751,
            0.785461
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            38.961039,
            38.961039,
            38.961039,
            38.961039,
            38.961039,
            38.961039
        ],
        [
            4.630155,
            7.707626,
            1.739338,
            1.769135,
            2.333944,
            1.230556
        ],
        [
            779385,
            779385,
            70792,
            5794776,
            5794776,
            1907386
        ],
        [
            -29759,
            -29759,
            -29173,
            -1174198,
            -1174198,
            -984251
        ],
        [
            22,
            19,
            24,
            22,
            19,
            24
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            3414,
            1535,
            1878,
            3414,
            1535,
            1878
        ],
        [
            18.663583,
            0,
            37.163583,
            18.663583,
            0,
            37.163583
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449477,
            -29008,
            -474375,
            -71965,
            -35397,
            -624540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757908533559,
    "expiration_time": 1762610544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 246,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.78405,
            "nc": 0.36153
        }
    }
}

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)