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Trade: AVAX/USDT/720/SSF/PWMA/2621

Strategy
AVAX/USDT/720/SSF/PWMA/2621
Pair
AVAX_USDT
Interval
12h
Score
355022
Daily Profit
0.228600
Profit Factor
1.330326
Profitability
52.500000
Streak
103.147035
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-09-09 18:31
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 -720755.3245 157758.8134 -878514.1379 -1848473.9972 -8041734.2337 6193260.2365
Total P&L (%) -720.7553 157.7588 -878.5141 -1848.474 -8041.7342 6193.2602
Avg Daily Profit (%) -0.3973 0.087 -0.4843 0 0 0.2286
Buy And Hold Return (%) 595.519 595.519 595.519 595.519 595.519 595.519
Max Trade Drawdown -866303 -109001 -911864 -16640511 -10544550 -7691831
Profit Factor 0.5303 1.508 0.2823 0.952 0.5934 1.3303
Total Trades 80 40 40 80 40 40
Winning Trades 46 24 22 39 18 21
Losing Trades 34 16 18 41 22 19
Profitability (%) 57.5 60 55 48.75 45 52.5
Ratio Avg Win / Avg Loss 0.392 1.0054 0.231 1.0008 0.7253 1.2036
Largest Winning Trade 77137 77137 59213 15300659 2221158 15300659
Largest Losing Trade -423470 -79251 -423470 -9749477 -9749477 -6839784
Avg Bars in Trades 43 46 41 43 46 41
Avg Bars in Winners 28 28 28 42 47 37
Avg Bars in Losers 64 73 56 45 45 44
Bars Traded 3498 1850 1648 3498 1850 1648
Profit Streak 8.647 62.147 0 0 0 103.147
Trades During Streak 1 2 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -602635 -238973 -580101 -603375 -582694 355022

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1604059200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757431903798,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 86,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "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": [
        [
            -720755.3245396228,
            157758.8133697123,
            -878514.137909335,
            -1848473.9971811636,
            -8041734.233725881,
            6193260.236544717
        ],
        [
            -720.755325,
            157.758813,
            -878.514138,
            -1848.473997,
            -8041.734234,
            6193.260237
        ],
        [
            -0.397329,
            0.086967,
            -0.484297,
            0,
            0,
            0.2286
        ],
        [
            595.51902,
            595.51902,
            595.51902,
            595.51902,
            595.51902,
            595.51902
        ],
        [
            -866303,
            -109001,
            -911864,
            -16640511,
            -10544550,
            -7691831
        ],
        [
            0.530341,
            1.508035,
            0.282323,
            0.952023,
            0.593431,
            1.330326
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            46,
            24,
            22,
            39,
            18,
            21
        ],
        [
            34,
            16,
            18,
            41,
            22,
            19
        ],
        [
            57.5,
            60,
            55,
            48.75,
            45,
            52.5
        ],
        [
            0.391991,
            1.005356,
            0.230992,
            1.000845,
            0.725304,
            1.203628
        ],
        [
            77137,
            77137,
            59213,
            15300659,
            2221158,
            15300659
        ],
        [
            -423470,
            -79251,
            -423470,
            -9749477,
            -9749477,
            -6839784
        ],
        [
            43,
            46,
            41,
            43,
            46,
            41
        ],
        [
            28,
            28,
            28,
            42,
            47,
            37
        ],
        [
            64,
            73,
            56,
            45,
            45,
            44
        ],
        [
            3498,
            1850,
            1648,
            3498,
            1850,
            1648
        ],
        [
            8.647035,
            62.147035,
            0,
            0,
            0,
            103.147035
        ],
        [
            1,
            2,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -602635,
            -238973,
            -580101,
            -603375,
            -582694,
            355022
        ]
    ]
}
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": 1604059200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757431903798,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 86,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "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)