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Trade: AVAX/USDT/720/SSF/VWAP/3847

Strategy
AVAX/USDT/720/SSF/VWAP/3847
Pair
AVAX_USDT
Interval
12h
Score
318569
Daily Profit
0.685691
Profit Factor
3.576794
Profitability
31.111111
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-09-10 22:19
Expiration Time
2025-11-04 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1244528.7822 1187430.0419 57098.7403 2880734.4576 3168861.3127 -288126.8551
Total P&L (%) 1244.5288 1187.43 57.0987 2880.7345 3168.8613 -288.1269
Avg Daily Profit (%) 0.6857 0.6542 0.0315 0.1872 0.1923 0
Buy And Hold Return (%) 396.1945 396.1945 396.1945 396.1945 396.1945 396.1945
Max Trade Drawdown -112223 -61660 -74915 -2693482 -1936737 -1492382
Profit Factor 3.5768 5.6428 1.2513 1.3546 1.735 0.9244
Total Trades 90 45 45 90 45 45
Winning Trades 28 12 16 28 12 16
Losing Trades 62 33 29 62 33 29
Profitability (%) 31.1111 26.6667 35.5556 31.1111 26.6667 35.5556
Ratio Avg Win / Avg Loss 7.92 15.5177 2.268 2.9995 4.7713 1.6755
Largest Winning Trade 687939 687939 73271 3163514 3163514 887457
Largest Losing Trade -29864 -29864 -26616 -761627 -761627 -746712
Avg Bars in Trades 37 34 40 37 34 40
Avg Bars in Winners 92 99 87 92 99 87
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 3368 1560 1808 3368 1560 1808
Profit Streak 0 147.8052 0 0 147.8052 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 318569 -4757 -321292 84663 -10568 -583551

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757531968905,
    "expiration_time": 1762210080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1244528.782226403,
            1187430.0418976746,
            57098.7403287287,
            2880734.457572694,
            3168861.312720989,
            -288126.8551482956
        ],
        [
            1244.528782,
            1187.430042,
            57.09874,
            2880.734458,
            3168.861313,
            -288.126855
        ],
        [
            0.685691,
            0.654231,
            0.031459,
            0.187214,
            0.192307,
            0
        ],
        [
            396.194456,
            396.194456,
            396.194456,
            396.194456,
            396.194456,
            396.194456
        ],
        [
            -112223,
            -61660,
            -74915,
            -2693482,
            -1936737,
            -1492382
        ],
        [
            3.576794,
            5.642801,
            1.251295,
            1.354629,
            1.735027,
            0.924416
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            31.111111,
            26.666667,
            35.555556,
            31.111111,
            26.666667,
            35.555556
        ],
        [
            7.920045,
            15.517703,
            2.267971,
            2.999535,
            4.771323,
            1.675505
        ],
        [
            687939,
            687939,
            73271,
            3163514,
            3163514,
            887457
        ],
        [
            -29864,
            -29864,
            -26616,
            -761627,
            -761627,
            -746712
        ],
        [
            37,
            34,
            40,
            37,
            34,
            40
        ],
        [
            92,
            99,
            87,
            92,
            99,
            87
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            3368,
            1560,
            1808,
            3368,
            1560,
            1808
        ],
        [
            0,
            147.805196,
            0,
            0,
            147.805196,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318569,
            -4757,
            -321292,
            84663,
            -10568,
            -583551
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3630,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757531968905,
    "expiration_time": 1762210080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)