← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: AVAX/USDT/720/SSF/VWAP/3939

Strategy
AVAX/USDT/720/SSF/VWAP/3939
Pair
AVAX_USDT
Interval
12h
Score
302720
Daily Profit
0.630447
Profit Factor
2.341667
Profitability
36.238532
Streak
0.000000
Best Strategy
Training Data Length
1826.000000
Evaluation Time
2025-09-21 19:53
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 1151195.4055 973496.8658 177698.5397 31770942.2481 27895300.1119 3875642.1362
Total P&L (%) 1151.1954 973.4969 177.6985 31770.9422 27895.3001 3875.6421
Avg Daily Profit (%) 0.6304 0.5331 0.0973 0.3162 0.3091 0.2019
Buy And Hold Return (%) 468.3178 468.3178 468.3178 468.3178 468.3178 468.3178
Max Trade Drawdown -78346 -78269 -56861 -52327490 -42106687 -23559967
Profit Factor 2.3417 3.252 1.4174 1.1877 1.3167 1.0478
Total Trades 218 109 109 218 109 109
Winning Trades 79 37 42 79 37 42
Losing Trades 139 72 67 139 72 67
Profitability (%) 36.2385 33.945 38.5321 36.2385 33.945 38.5321
Ratio Avg Win / Avg Loss 4.1201 6.3283 2.261 2.0898 2.5623 1.6714
Largest Winning Trade 269412 269412 45306 34837554 34837554 15122568
Largest Losing Trade -19304 -19133 -19304 -15369973 -6258110 -15369973
Avg Bars in Trades 16 15 17 16 15 17
Avg Bars in Winners 33 34 32 33 34 32
Avg Bars in Losers 6 5 8 6 5 8
Bars Traded 3585 1681 1903 3585 1681 1903
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 302720 162264 -231363 -7802 145338 -163277

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3652,
    "evaluation_days": 1826,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758473584617,
    "expiration_time": 1763188992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 45,
            "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": [
        [
            1151195.4055034223,
            973496.8657654084,
            177698.5397380143,
            31770942.24811367,
            27895300.111933302,
            3875642.136180387
        ],
        [
            1151.195406,
            973.496866,
            177.69854,
            31770.942248,
            27895.300112,
            3875.642136
        ],
        [
            0.630447,
            0.533131,
            0.097316,
            0.316177,
            0.309054,
            0.201889
        ],
        [
            468.317759,
            468.317759,
            468.317759,
            468.317759,
            468.317759,
            468.317759
        ],
        [
            -78346,
            -78269,
            -56861,
            -52327490,
            -42106687,
            -23559967
        ],
        [
            2.341667,
            3.252048,
            1.417366,
            1.187742,
            1.316744,
            1.047755
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            139,
            72,
            67,
            139,
            72,
            67
        ],
        [
            36.238532,
            33.944954,
            38.53211,
            36.238532,
            33.944954,
            38.53211
        ],
        [
            4.120148,
            6.328309,
            2.261036,
            2.089825,
            2.562313,
            1.671418
        ],
        [
            269412,
            269412,
            45306,
            34837554,
            34837554,
            15122568
        ],
        [
            -19304,
            -19133,
            -19304,
            -15369973,
            -6258110,
            -15369973
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            33,
            34,
            32,
            33,
            34,
            32
        ],
        [
            6,
            5,
            8,
            6,
            5,
            8
        ],
        [
            3585,
            1681,
            1903,
            3585,
            1681,
            1903
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302720,
            162264,
            -231363,
            -7802,
            145338,
            -163277
        ]
    ]
}
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": 1600732800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758473584617,
    "expiration_time": 1763188992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 45,
            "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)