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Trade: AVAX/USDT/720/SSF/VWMA/5038

Strategy
AVAX/USDT/720/SSF/VWMA/5038
Pair
AVAX_USDT
Interval
12h
Score
319730
Daily Profit
0.634551
Profit Factor
4.187580
Profitability
34.042553
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-09-08 00:26
Expiration Time
2025-10-31 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1109138.9087 1149805.8394 -40666.9307 367983.7432 1087755.6605 -719771.9174
Total P&L (%) 1109.1389 1149.8058 -40.6669 367.9837 1087.7557 -719.7719
Avg Daily Profit (%) 0.6121 0.6346 -0.0224 0.0852 0.1367 0
Buy And Hold Return (%) 470.9294 470.9294 470.9294 470.9294 470.9294 470.9294
Max Trade Drawdown -148856 -101521 -119066 -1215608 -731058 -724924
Profit Factor 2.5172 4.1876 0.8902 1.0847 1.528 0.6849
Total Trades 94 47 47 94 47 47
Winning Trades 32 16 16 32 16 16
Losing Trades 62 31 31 62 31 31
Profitability (%) 34.0426 34.0426 34.0426 34.0426 34.0426 34.0426
Ratio Avg Win / Avg Loss 4.877 8.1134 1.7247 2.1016 2.9605 1.327
Largest Winning Trade 732942 732942 74326 738061 738061 377535
Largest Losing Trade -33893 -33560 -33893 -218511 -218511 -215073
Avg Bars in Trades 37 37 38 37 37 38
Avg Bars in Winners 73 67 80 73 67 80
Avg Bars in Losers 19 21 17 19 21 17
Bars Traded 3559 1744 1815 3559 1744 1815
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 211769 319730 -584124 -377175 -18531 -585235

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757280369135,
    "expiration_time": 1761943104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "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": [
        [
            1109138.9086508201,
            1149805.8393524392,
            -40666.9307016187,
            367983.7431659531,
            1087755.6605436215,
            -719771.9173776684
        ],
        [
            1109.138909,
            1149.805839,
            -40.666931,
            367.983743,
            1087.755661,
            -719.771917
        ],
        [
            0.612108,
            0.634551,
            -0.022443,
            0.085205,
            0.136663,
            0
        ],
        [
            470.92942,
            470.92942,
            470.92942,
            470.92942,
            470.92942,
            470.92942
        ],
        [
            -148856,
            -101521,
            -119066,
            -1215608,
            -731058,
            -724924
        ],
        [
            2.517183,
            4.18758,
            0.89019,
            1.084703,
            1.528021,
            0.684913
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            34.042553,
            34.042553,
            34.042553,
            34.042553,
            34.042553,
            34.042553
        ],
        [
            4.877041,
            8.113437,
            1.724742,
            2.101611,
            2.96054,
            1.327019
        ],
        [
            732942,
            732942,
            74326,
            738061,
            738061,
            377535
        ],
        [
            -33893,
            -33560,
            -33893,
            -218511,
            -218511,
            -215073
        ],
        [
            37,
            37,
            38,
            37,
            37,
            38
        ],
        [
            73,
            67,
            80,
            73,
            67,
            80
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            3559,
            1744,
            1815,
            3559,
            1744,
            1815
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            211769,
            319730,
            -584124,
            -377175,
            -18531,
            -585235
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757280369135,
    "expiration_time": 1761943104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "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)