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Trade: AVAX/USDT/720/SSF/HWMA/5775

Strategy
AVAX/USDT/720/SSF/HWMA/5775
Pair
AVAX_USDT
Interval
12h
Score
346230
Daily Profit
0.607722
Profit Factor
5.223003
Profitability
32.352941
Streak
0.000000
Best Strategy
Training Data Length
1813.500000
Evaluation Time
2025-09-09 14:55
Expiration Time
2025-11-02 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1100075.9438 1102103.8428 -2027.899 1008160.316 2798949.857 -1790789.5411
Total P&L (%) 1100.0759 1102.1038 -2.0279 1008.1603 2798.9499 -1790.7895
Avg Daily Profit (%) 0.6066 0.6077 -0.0011 0.1327 0.1858 0
Buy And Hold Return (%) 350.5973 350.5973 350.5973 350.5973 350.5973 350.5973
Max Trade Drawdown -134947 -66956 -84453 -4795661 -2587131 -2766330
Profit Factor 3.0484 5.223 0.9927 1.0783 1.4393 0.725
Total Trades 68 34 34 68 34 34
Winning Trades 24 11 13 24 11 13
Losing Trades 44 23 21 44 23 21
Profitability (%) 35.2941 32.3529 38.2353 35.2941 32.3529 38.2353
Ratio Avg Win / Avg Loss 5.5888 10.9208 1.6035 1.9768 3.0095 1.1711
Largest Winning Trade 625136 625136 74465 4108789 4108789 1018861
Largest Losing Trade -29655 -29655 -22252 -900335 -900335 -827993
Avg Bars in Trades 50 46 55 50 46 55
Avg Bars in Winners 99 91 107 99 91 107
Avg Bars in Losers 24 24 23 24 24 23
Bars Traded 3465 1570 1895 3465 1570 1895
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105148 346230 -582592 -271482 110987 -583703

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3627,
    "evaluation_days": 1813.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757418957834,
    "expiration_time": 1762076592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19561,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1100075.943774297,
            1102103.8427674917,
            -2027.8989931955,
            1008160.3159504051,
            2798949.8570365203,
            -1790789.5410861154
        ],
        [
            1100.075944,
            1102.103843,
            -2.027899,
            1008.160316,
            2798.949857,
            -1790.789541
        ],
        [
            0.606604,
            0.607722,
            -0.001118,
            0.13272,
            0.185832,
            0
        ],
        [
            350.597271,
            350.597271,
            350.597271,
            350.597271,
            350.597271,
            350.597271
        ],
        [
            -134947,
            -66956,
            -84453,
            -4795661,
            -2587131,
            -2766330
        ],
        [
            3.04842,
            5.223003,
            0.992654,
            1.078256,
            1.439313,
            0.724989
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            35.294118,
            32.352941,
            38.235294,
            35.294118,
            32.352941,
            38.235294
        ],
        [
            5.588769,
            10.920824,
            1.603518,
            1.976802,
            3.009473,
            1.171137
        ],
        [
            625136,
            625136,
            74465,
            4108789,
            4108789,
            1018861
        ],
        [
            -29655,
            -29655,
            -22252,
            -900335,
            -900335,
            -827993
        ],
        [
            50,
            46,
            55,
            50,
            46,
            55
        ],
        [
            99,
            91,
            107,
            99,
            91,
            107
        ],
        [
            24,
            24,
            23,
            24,
            24,
            23
        ],
        [
            3465,
            1570,
            1895,
            3465,
            1570,
            1895
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105148,
            346230,
            -582592,
            -271482,
            110987,
            -583703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3627,
    "evaluation_days": 1813.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757418957834,
    "expiration_time": 1762076592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19561,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)