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Trade: AVAX/USDT/720/SSF/SMA/2320

Strategy
AVAX/USDT/720/SSF/SMA/2320
Pair
AVAX_USDT
Interval
12h
Score
581007
Daily Profit
0.982358
Profit Factor
4.780739
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
1826.000000
Evaluation Time
2025-09-21 16:36
Expiration Time
2025-11-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1793786.6076 1630935.9831 162850.6245 28506438.7949 17559063.9438 10947374.8511
Total P&L (%) 1793.7866 1630.936 162.8506 28506.4388 17559.0639 10947.3749
Avg Daily Profit (%) 0.9824 0.8932 0.0892 0.3102 0.2837 0.258
Buy And Hold Return (%) 686.4071 686.4071 686.4071 686.4071 686.4071 686.4071
Max Trade Drawdown -86476 -80990 -46669 -5335505 -6262877 -5356620
Profit Factor 4.7807 8.2448 1.6531 1.7103 1.8749 1.5457
Total Trades 96 48 48 96 48 48
Winning Trades 44 21 23 44 21 23
Losing Trades 52 27 25 52 27 25
Profitability (%) 45.8333 43.75 47.9167 45.8333 43.75 47.9167
Ratio Avg Win / Avg Loss 5.65 10.6005 1.7969 2.0213 2.4105 1.6801
Largest Winning Trade 789392 789392 68544 8860055 8860055 7495780
Largest Losing Trade -30462 -27011 -30462 -4280932 -3964919 -4280932
Avg Bars in Trades 37 40 33 37 40 33
Avg Bars in Winners 53 61 46 53 61 46
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 3555 1944 1611 3555 1944 1611
Profit Streak 0 76.567 0 0 76.567 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 581007 561931 -237262 390839 379016 378296

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3652,
    "evaluation_days": 1826,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758461785839,
    "expiration_time": 1763188992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 53,
            "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": [
        [
            1793786.6076068396,
            1630935.9831351354,
            162850.6244717047,
            28506438.794897366,
            17559063.943796806,
            10947374.851100568
        ],
        [
            1793.786608,
            1630.935983,
            162.850624,
            28506.438795,
            17559.063944,
            10947.374851
        ],
        [
            0.982358,
            0.893174,
            0.089184,
            0.31024,
            0.283744,
            0.257987
        ],
        [
            686.407073,
            686.407073,
            686.407073,
            686.407073,
            686.407073,
            686.407073
        ],
        [
            -86476,
            -80990,
            -46669,
            -5335505,
            -6262877,
            -5356620
        ],
        [
            4.780739,
            8.244809,
            1.653137,
            1.71031,
            1.874864,
            1.545684
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            45.833333,
            43.75,
            47.916667,
            45.833333,
            43.75,
            47.916667
        ],
        [
            5.649965,
            10.600469,
            1.796888,
            2.021276,
            2.410539,
            1.680091
        ],
        [
            789392,
            789392,
            68544,
            8860055,
            8860055,
            7495780
        ],
        [
            -30462,
            -27011,
            -30462,
            -4280932,
            -3964919,
            -4280932
        ],
        [
            37,
            40,
            33,
            37,
            40,
            33
        ],
        [
            53,
            61,
            46,
            53,
            61,
            46
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            3555,
            1944,
            1611,
            3555,
            1944,
            1611
        ],
        [
            0,
            76.566966,
            0,
            0,
            76.566966,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            581007,
            561931,
            -237262,
            390839,
            379016,
            378296
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3652,
    "evaluation_days": 1826,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758461785839,
    "expiration_time": 1763188992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 53,
            "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)