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Trade: AVAX/USDT/720/VWAP/SSF/1494

Strategy
AVAX/USDT/720/VWAP/SSF/1494
Pair
AVAX_USDT
Interval
12h
Score
383349
Daily Profit
0.223692
Profit Factor
1.442050
Profitability
53.061224
Streak
151.724553
Best Strategy
Training Data Length
1819.000000
Evaluation Time
2025-09-14 20:23
Expiration Time
2025-11-08 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -958064.2439 31867.1885 -989931.4324 -2348108.8921 -8071188.6436 5723079.7515
Total P&L (%) -958.0642 31.8672 -989.9314 -2348.1089 -8071.1886 5723.0798
Avg Daily Profit (%) -0.5267 0.0175 -0.5442 0 0 0.2237
Buy And Hold Return (%) 411.1046 411.1046 411.1046 411.1046 411.1046 411.1046
Max Trade Drawdown -670897 -147349 -589939 -25252520 -19039815 -7206336
Profit Factor 0.4 1.1077 0.239 0.9346 0.6484 1.4421
Total Trades 98 49 49 98 49 49
Winning Trades 73 36 37 50 24 26
Losing Trades 25 13 12 48 25 23
Profitability (%) 74.4898 73.4694 75.5102 51.0204 48.9796 53.0612
Ratio Avg Win / Avg Loss 0.137 0.4 0.0775 0.8972 0.6754 1.2757
Largest Winning Trade 32882 32882 29553 6254676 1643802 6254676
Largest Losing Trade -511634 -74780 -511634 -15620266 -15620266 -4819565
Avg Bars in Trades 35 36 34 35 36 34
Avg Bars in Winners 12 12 11 34 32 35
Avg Bars in Losers 104 104 104 37 40 33
Bars Traded 3487 1796 1691 3487 1796 1691
Profit Streak 13.7246 155.2246 0 0 0 151.7246
Trades During Streak 1 3 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576464 -434442 -577374 -580384 -581078 383349

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757870601410,
    "expiration_time": 1762566048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -958064.243887332,
            31867.1885273223,
            -989931.4324146542,
            -2348108.892119573,
            -8071188.643599825,
            5723079.751480253
        ],
        [
            -958.064244,
            31.867189,
            -989.931432,
            -2348.108892,
            -8071.188644,
            5723.079751
        ],
        [
            -0.526698,
            0.017519,
            -0.544217,
            0,
            0,
            0.223692
        ],
        [
            411.104561,
            411.104561,
            411.104561,
            411.104561,
            411.104561,
            411.104561
        ],
        [
            -670897,
            -147349,
            -589939,
            -25252520,
            -19039815,
            -7206336
        ],
        [
            0.399978,
            1.107714,
            0.23902,
            0.934599,
            0.648413,
            1.44205
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            73,
            36,
            37,
            50,
            24,
            26
        ],
        [
            25,
            13,
            12,
            48,
            25,
            23
        ],
        [
            74.489796,
            73.469388,
            75.510204,
            51.020408,
            48.979592,
            53.061224
        ],
        [
            0.136979,
            0.400008,
            0.07752,
            0.897215,
            0.67543,
            1.27566
        ],
        [
            32882,
            32882,
            29553,
            6254676,
            1643802,
            6254676
        ],
        [
            -511634,
            -74780,
            -511634,
            -15620266,
            -15620266,
            -4819565
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            12,
            12,
            11,
            34,
            32,
            35
        ],
        [
            104,
            104,
            104,
            37,
            40,
            33
        ],
        [
            3487,
            1796,
            1691,
            3487,
            1796,
            1691
        ],
        [
            13.724553,
            155.224553,
            0,
            0,
            0,
            151.724553
        ],
        [
            1,
            3,
            0,
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            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576464,
            -434442,
            -577374,
            -580384,
            -581078,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757870601410,
    "expiration_time": 1762566048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    }
}

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)