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Trade: AVAX/USDT/720/SSF/VWMA/6686

Strategy
AVAX/USDT/720/SSF/VWMA/6686
Pair
AVAX_USDT
Interval
12h
Score
422913
Daily Profit
0.638311
Profit Factor
5.158773
Profitability
41.379310
Streak
154.827972
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-09-07 22:52
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 1120025.7726 1156618.9227 -36593.1502 343782.5027 781715.5715 -437933.0689
Total P&L (%) 1120.0258 1156.6189 -36.5932 343.7825 781.7156 -437.9331
Avg Daily Profit (%) 0.6181 0.6383 -0.0202 0.0823 0.1202 0
Buy And Hold Return (%) 510.4362 510.4362 510.4362 510.4362 510.4362 510.4362
Max Trade Drawdown -185380 -102221 -129315 -1115671 -785091 -548899
Profit Factor 2.8913 5.1588 0.8835 1.137 1.5973 0.6352
Total Trades 58 29 29 58 29 29
Winning Trades 24 12 12 24 12 12
Losing Trades 34 17 17 34 17 17
Profitability (%) 41.3793 41.3793 41.3793 41.3793 41.3793 41.3793
Ratio Avg Win / Avg Loss 4.096 7.3083 1.2516 1.6108 2.2629 0.8998
Largest Winning Trade 686138 686138 76932 837369 837369 207339
Largest Losing Trade -47527 -36189 -47527 -353039 -353039 -244544
Avg Bars in Trades 58 57 60 58 57 60
Avg Bars in Winners 92 94 91 92 94 91
Avg Bars in Losers 34 30 38 34 30 38
Bars Traded 3408 1654 1754 3408 1654 1754
Profit Streak 141.328 154.828 141.328 141.328 154.828 141.328
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170353 422913 -581947 -499477 -41956 -583614

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757274736762,
    "expiration_time": 1761943104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "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": [
        [
            1120025.7725549655,
            1156618.9227140779,
            -36593.1501591121,
            343782.5026867371,
            781715.5715382978,
            -437933.0688515611
        ],
        [
            1120.025773,
            1156.618923,
            -36.59315,
            343.782503,
            781.715572,
            -437.933069
        ],
        [
            0.618116,
            0.638311,
            -0.020195,
            0.082272,
            0.120199,
            0
        ],
        [
            510.436168,
            510.436168,
            510.436168,
            510.436168,
            510.436168,
            510.436168
        ],
        [
            -185380,
            -102221,
            -129315,
            -1115671,
            -785091,
            -548899
        ],
        [
            2.89126,
            5.158773,
            0.883497,
            1.137016,
            1.597315,
            0.635165
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            41.37931,
            41.37931,
            41.37931,
            41.37931,
            41.37931,
            41.37931
        ],
        [
            4.095952,
            7.308261,
            1.251621,
            1.610772,
            2.262863,
            0.899816
        ],
        [
            686138,
            686138,
            76932,
            837369,
            837369,
            207339
        ],
        [
            -47527,
            -36189,
            -47527,
            -353039,
            -353039,
            -244544
        ],
        [
            58,
            57,
            60,
            58,
            57,
            60
        ],
        [
            92,
            94,
            91,
            92,
            94,
            91
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            3408,
            1654,
            1754,
            3408,
            1654,
            1754
        ],
        [
            141.327972,
            154.827972,
            141.327972,
            141.327972,
            154.827972,
            141.327972
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170353,
            422913,
            -581947,
            -499477,
            -41956,
            -583614
        ]
    ]
}
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": 1601726400000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757274736762,
    "expiration_time": 1761943104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "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)