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Trade: AVAX/USDT/15/MIDPRICE/DCM/9438

Strategy
AVAX/USDT/15/MIDPRICE/DCM/9438
Pair
AVAX_USDT
Interval
15m
Score
421224
Daily Profit
0.396714
Profit Factor
1.640608
Profitability
59.183673
Streak
4.112911
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-20 13:12
Expiration Time
2025-12-04 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103312.2858 45471.3352 57840.9506 122976.8357 78068.0851 44908.7506
Total P&L (%) 103.3123 45.4713 57.841 122.9768 78.0681 44.9088
Avg Daily Profit (%) 0.3967 0.1746 0.2221 0.3084 0.2218 0.1425
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37632 -22161 -20102 -54790 -36076 -50972
Profit Factor 1.6406 1.468 1.9021 1.4631 1.5432 1.3686
Total Trades 98 49 49 98 49 49
Winning Trades 58 26 32 58 26 32
Losing Trades 40 23 17 40 23 17
Profitability (%) 59.1837 53.0612 65.3061 59.1837 53.0612 65.3061
Ratio Avg Win / Avg Loss 1.1315 1.2986 1.0105 1.009 1.3651 0.727
Largest Winning Trade 30032 18951 30032 32579 29121 32579
Largest Losing Trade -17118 -17118 -15570 -39291 -27956 -39291
Avg Bars in Trades 247 236 259 247 236 259
Avg Bars in Winners 278 275 279 278 275 279
Avg Bars in Losers 203 191 220 203 191 220
Bars Traded 24261 11565 12695 24261 11565 12695
Profit Streak 4.1129 14.3317 4.1129 4.1129 14.3317 4.1129
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421224 267494 362507 361104 361046 -5135

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735863300000,
    "first_datapoint_time": 1735905600000,
    "last_datapoint_time": 1758362400000,
    "evaluation_time": 1758363155564,
    "expiration_time": 1764842400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "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": [
        [
            103312.2858497877,
            45471.3352053667,
            57840.9506444209,
            122976.8356986009,
            78068.0850556165,
            44908.7506429843
        ],
        [
            103.312286,
            45.471335,
            57.840951,
            122.976836,
            78.068085,
            44.908751
        ],
        [
            0.396714,
            0.174608,
            0.222106,
            0.308399,
            0.221809,
            0.142538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37632,
            -22161,
            -20102,
            -54790,
            -36076,
            -50972
        ],
        [
            1.640608,
            1.46802,
            1.902139,
            1.463066,
            1.543185,
            1.368563
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            59.183673,
            53.061224,
            65.306122,
            59.183673,
            53.061224,
            65.306122
        ],
        [
            1.131454,
            1.298633,
            1.010511,
            1.009011,
            1.365126,
            0.727049
        ],
        [
            30032,
            18951,
            30032,
            32579,
            29121,
            32579
        ],
        [
            -17118,
            -17118,
            -15570,
            -39291,
            -27956,
            -39291
        ],
        [
            247,
            236,
            259,
            247,
            236,
            259
        ],
        [
            278,
            275,
            279,
            278,
            275,
            279
        ],
        [
            203,
            191,
            220,
            203,
            191,
            220
        ],
        [
            24261,
            11565,
            12695,
            24261,
            11565,
            12695
        ],
        [
            4.112911,
            14.331662,
            4.112912,
            4.112912,
            14.331662,
            4.112912
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421224,
            267494,
            362507,
            361104,
            361046,
            -5135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735863300000,
    "first_datapoint_time": 1735905600000,
    "last_datapoint_time": 1758362400000,
    "evaluation_time": 1758363155564,
    "expiration_time": 1764842400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "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)