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Trade: AVAX/USDT/720/SSF/VWAP/6213

Strategy
AVAX/USDT/720/SSF/VWAP/6213
Pair
AVAX_USDT
Interval
12h
Score
330334
Daily Profit
0.653291
Profit Factor
2.358823
Profitability
35.537190
Streak
0.000000
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-09-13 03:24
Expiration Time
2025-11-06 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1187356.0305 989958.009 197398.0215 40324460.1303 36921979.8921 3402480.2382
Total P&L (%) 1187.356 989.958 197.398 40324.4601 36921.9799 3402.4802
Avg Daily Profit (%) 0.6533 0.5447 0.1086 0.3308 0.3259 0.1958
Buy And Hold Return (%) 401.3957 401.3957 401.3957 401.3957 401.3957 401.3957
Max Trade Drawdown -85295 -81089 -52672 -74712955 -58091301 -30328260
Profit Factor 2.3588 3.2005 1.4656 1.1528 1.2688 1.0269
Total Trades 242 121 121 242 121 121
Winning Trades 86 40 46 86 40 46
Losing Trades 156 81 75 156 81 75
Profitability (%) 35.5372 33.0579 38.0165 35.5372 33.0579 38.0165
Ratio Avg Win / Avg Loss 4.2788 6.481 2.3896 2.0911 2.5694 1.6743
Largest Winning Trade 272599 272599 46184 26599637 26599637 20679404
Largest Losing Trade -19061 -16159 -19061 -21017718 -11829397 -21017718
Avg Bars in Trades 14 14 15 14 14 15
Avg Bars in Winners 30 31 29 30 31 29
Avg Bars in Losers 6 5 7 6 5 7
Bars Traded 3601 1703 1898 3601 1703 1898
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 330334 243966 -216178 -46256 128693 -186453

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757723083613,
    "expiration_time": 1762432560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "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": [
        [
            1187356.030510144,
            989958.0089909034,
            197398.0215192403,
            40324460.13026608,
            36921979.89210584,
            3402480.2381602344
        ],
        [
            1187.356031,
            989.958009,
            197.398022,
            40324.46013,
            36921.979892,
            3402.480238
        ],
        [
            0.653291,
            0.544681,
            0.10861,
            0.330781,
            0.325927,
            0.195848
        ],
        [
            401.395655,
            401.395655,
            401.395655,
            401.395655,
            401.395655,
            401.395655
        ],
        [
            -85295,
            -81089,
            -52672,
            -74712955,
            -58091301,
            -30328260
        ],
        [
            2.358823,
            3.200515,
            1.465631,
            1.152804,
            1.26882,
            1.026887
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            86,
            40,
            46,
            86,
            40,
            46
        ],
        [
            156,
            81,
            75,
            156,
            81,
            75
        ],
        [
            35.53719,
            33.057851,
            38.016529,
            35.53719,
            33.057851,
            38.016529
        ],
        [
            4.278795,
            6.481043,
            2.389616,
            2.091132,
            2.569361,
            1.674272
        ],
        [
            272599,
            272599,
            46184,
            26599637,
            26599637,
            20679404
        ],
        [
            -19061,
            -16159,
            -19061,
            -21017718,
            -11829397,
            -21017718
        ],
        [
            14,
            14,
            15,
            14,
            14,
            15
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            6,
            5,
            7,
            6,
            5,
            7
        ],
        [
            3601,
            1703,
            1898,
            3601,
            1703,
            1898
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330334,
            243966,
            -216178,
            -46256,
            128693,
            -186453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3635,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757723083613,
    "expiration_time": 1762432560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "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)