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Trade: AVAX/USDT/720/SSF/VWAP/4531

Strategy
AVAX/USDT/720/SSF/VWAP/4531
Pair
AVAX_USDT
Interval
12h
Score
359953
Daily Profit
0.800359
Profit Factor
2.987951
Profitability
31.250000
Streak
0.000000
Best Strategy
Training Data Length
1822.000000
Evaluation Time
2025-09-17 23:34
Expiration Time
2025-11-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1458254.0693 1377553.812 80700.2573 4887144.636 3178556.9398 1708587.6962
Total P&L (%) 1458.2541 1377.5538 80.7003 4887.1446 3178.5569 1708.5877
Avg Daily Profit (%) 0.8004 0.7561 0.0443 0.2148 0.1917 0.159
Buy And Hold Return (%) 420.9868 420.9868 420.9868 420.9868 420.9868 420.9868
Max Trade Drawdown -143140 -82512 -78379 -13918019 -10850321 -8067712
Profit Factor 2.988 4.8256 1.2161 1.1265 1.1605 1.0908
Total Trades 160 80 80 160 80 80
Winning Trades 50 23 27 50 23 27
Losing Trades 110 57 53 110 57 53
Profitability (%) 31.25 28.75 33.75 31.25 28.75 33.75
Ratio Avg Win / Avg Loss 6.5735 11.9591 2.3871 2.4784 2.8761 2.1412
Largest Winning Trade 812575 812575 67386 7567287 7567287 3851343
Largest Losing Trade -26616 -25916 -26616 -2359918 -2067153 -2359918
Avg Bars in Trades 22 21 23 22 21 23
Avg Bars in Winners 50 50 50 50 50 50
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3563 1705 1858 3563 1705 1858
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 359953 -14879 -324345 -78223 -67335 -139524

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758141283047,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "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": [
        [
            1458254.0692868857,
            1377553.811959517,
            80700.2573273692,
            4887144.636046385,
            3178556.9398330613,
            1708587.696213334
        ],
        [
            1458.254069,
            1377.553812,
            80.700257,
            4887.144636,
            3178.55694,
            1708.587696
        ],
        [
            0.800359,
            0.756067,
            0.044292,
            0.214799,
            0.191731,
            0.159025
        ],
        [
            420.986841,
            420.986841,
            420.986841,
            420.986841,
            420.986841,
            420.986841
        ],
        [
            -143140,
            -82512,
            -78379,
            -13918019,
            -10850321,
            -8067712
        ],
        [
            2.987951,
            4.82562,
            1.216088,
            1.126549,
            1.160528,
            1.090795
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            110,
            57,
            53,
            110,
            57,
            53
        ],
        [
            31.25,
            28.75,
            33.75,
            31.25,
            28.75,
            33.75
        ],
        [
            6.573493,
            11.959146,
            2.387136,
            2.478407,
            2.876091,
            2.14119
        ],
        [
            812575,
            812575,
            67386,
            7567287,
            7567287,
            3851343
        ],
        [
            -26616,
            -25916,
            -26616,
            -2359918,
            -2067153,
            -2359918
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3563,
            1705,
            1858,
            3563,
            1705,
            1858
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359953,
            -14879,
            -324345,
            -78223,
            -67335,
            -139524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3644,
    "evaluation_days": 1822,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758141283047,
    "expiration_time": 1762833024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "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)