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Trade: AVAX/USDT/720/SSF/VWAP/4499

Strategy
AVAX/USDT/720/SSF/VWAP/4499
Pair
AVAX_USDT
Interval
12h
Score
304076
Daily Profit
0.621018
Profit Factor
2.114229
Profitability
34.228188
Streak
0.000000
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-09-10 00:03
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 1126527.1047 964047.61 162479.4947 21074107.4171 17294499.2257 3779608.1914
Total P&L (%) 1126.5271 964.0476 162.4795 21074.1074 17294.4992 3779.6082
Avg Daily Profit (%) 0.621 0.5314 0.0896 0.2957 0.2848 0.2019
Buy And Hold Return (%) 349.557 349.557 349.557 349.557 349.557 349.557
Max Trade Drawdown -59561 -62734 -55850 -17522337 -16984220 -9884608
Profit Factor 2.1142 2.8727 1.3274 1.2318 1.3741 1.0846
Total Trades 298 149 149 298 149 149
Winning Trades 102 45 57 102 45 57
Losing Trades 196 104 92 196 104 92
Profitability (%) 34.2282 30.2013 38.255 34.2282 30.2013 38.255
Ratio Avg Win / Avg Loss 4.0626 6.6392 2.1425 2.367 3.1757 1.7506
Largest Winning Trade 272676 272676 46184 8429906 8429906 5364114
Largest Losing Trade -18254 -16161 -18254 -6896609 -3904654 -6896609
Avg Bars in Trades 12 11 12 12 11 12
Avg Bars in Winners 25 27 23 25 27 23
Avg Bars in Losers 5 4 5 5 4 5
Bars Traded 3589 1718 1871 3589 1718 1871
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 304076 196105 -242244 192109 101838 -122771

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757451794463,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            1126527.1047204724,
            964047.6100066146,
            162479.4947138577,
            21074107.417116523,
            17294499.225687195,
            3779608.191429346
        ],
        [
            1126.527105,
            964.04761,
            162.479495,
            21074.107417,
            17294.499226,
            3779.608191
        ],
        [
            0.621018,
            0.531449,
            0.08957,
            0.29566,
            0.284789,
            0.201875
        ],
        [
            349.557031,
            349.557031,
            349.557031,
            349.557031,
            349.557031,
            349.557031
        ],
        [
            -59561,
            -62734,
            -55850,
            -17522337,
            -16984220,
            -9884608
        ],
        [
            2.114229,
            2.872727,
            1.327411,
            1.2318,
            1.374102,
            1.084582
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            102,
            45,
            57,
            102,
            45,
            57
        ],
        [
            196,
            104,
            92,
            196,
            104,
            92
        ],
        [
            34.228188,
            30.201342,
            38.255034,
            34.228188,
            30.201342,
            38.255034
        ],
        [
            4.062636,
            6.639192,
            2.142489,
            2.366989,
            3.175703,
            1.750554
        ],
        [
            272676,
            272676,
            46184,
            8429906,
            8429906,
            5364114
        ],
        [
            -18254,
            -16161,
            -18254,
            -6896609,
            -3904654,
            -6896609
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            25,
            27,
            23,
            25,
            27,
            23
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            3589,
            1718,
            1871,
            3589,
            1718,
            1871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304076,
            196105,
            -242244,
            192109,
            101838,
            -122771
        ]
    ]
}
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": 1600732800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757451794463,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    },
    "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)