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Trade: AVAX/USDT/120/MIDPRICE/SSF/3922

Strategy
AVAX/USDT/120/MIDPRICE/SSF/3922
Pair
AVAX_USDT
Interval
2h
Score
313254
Daily Profit
0.216089
Profit Factor
1.269588
Profitability
48.979592
Streak
20.284726
Best Strategy
Training Data Length
1819.920000
Evaluation Time
2025-09-16 17:50
Expiration Time
2025-11-21 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 653822.3511 613831.3372 39991.0139 2219763.943 4982557.0629 -2762793.1199
Total P&L (%) 653.8224 613.8313 39.991 2219.7639 4982.5571 -2762.7931
Avg Daily Profit (%) 0.3593 0.3373 0.022 0.1729 0.2161 0
Buy And Hold Return (%) 668.8736 668.8736 668.8736 668.8736 668.8736 668.8736
Max Trade Drawdown -133276 -82968 -80956 -7963179 -4827176 -3675732
Profit Factor 1.4735 1.8571 1.0602 1.0624 1.2696 0.8384
Total Trades 393 196 197 393 196 197
Winning Trades 194 96 98 194 96 98
Losing Trades 199 100 99 199 100 99
Profitability (%) 49.3639 48.9796 49.7462 49.3639 48.9796 49.7462
Ratio Avg Win / Avg Loss 1.5115 1.9345 1.071 1.0898 1.3225 0.847
Largest Winning Trade 78986 78986 72847 1876116 1876116 1042925
Largest Losing Trade -40486 -29727 -40486 -1534740 -1534740 -1003142
Avg Bars in Trades 55 51 58 55 51 58
Avg Bars in Winners 59 51 66 59 51 66
Avg Bars in Losers 50 52 49 50 52 49
Bars Traded 21650 10183 11467 21650 10183 11467
Profit Streak 0 20.2847 0 0 20.2847 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152316 -152413 -483241 -145120 313254 -580400

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21839,
    "evaluation_days": 1819.92,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601647200000,
    "last_datapoint_time": 1758031200000,
    "evaluation_time": 1758034200288,
    "expiration_time": 1763691868800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "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": [
        [
            653822.3511154377,
            613831.3371704516,
            39991.0139449859,
            2219763.9429994556,
            4982557.062947902,
            -2762793.1199484495
        ],
        [
            653.822351,
            613.831337,
            39.991014,
            2219.763943,
            4982.557063,
            -2762.79312
        ],
        [
            0.359259,
            0.337285,
            0.021974,
            0.172907,
            0.216089,
            0
        ],
        [
            668.873643,
            668.873643,
            668.873643,
            668.873643,
            668.873643,
            668.873643
        ],
        [
            -133276,
            -82968,
            -80956,
            -7963179,
            -4827176,
            -3675732
        ],
        [
            1.473544,
            1.857147,
            1.060176,
            1.062383,
            1.269588,
            0.838439
        ],
        [
            393,
            196,
            197,
            393,
            196,
            197
        ],
        [
            194,
            96,
            98,
            194,
            96,
            98
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            49.363868,
            48.979592,
            49.746193,
            49.363868,
            48.979592,
            49.746193
        ],
        [
            1.511522,
            1.934528,
            1.070994,
            1.089764,
            1.322488,
            0.846995
        ],
        [
            78986,
            78986,
            72847,
            1876116,
            1876116,
            1042925
        ],
        [
            -40486,
            -29727,
            -40486,
            -1534740,
            -1534740,
            -1003142
        ],
        [
            55,
            51,
            58,
            55,
            51,
            58
        ],
        [
            59,
            51,
            66,
            59,
            51,
            66
        ],
        [
            50,
            52,
            49,
            50,
            52,
            49
        ],
        [
            21650,
            10183,
            11467,
            21650,
            10183,
            11467
        ],
        [
            0,
            20.284725,
            0,
            0,
            20.284726,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152316,
            -152413,
            -483241,
            -145120,
            313254,
            -580400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21839,
    "evaluation_days": 1819.92,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1601647200000,
    "last_datapoint_time": 1758031200000,
    "evaluation_time": 1758034200288,
    "expiration_time": 1763691868800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "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)