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Trade: AVAX/USDT/15/MIDPRICE/SSF/9780

Strategy
AVAX/USDT/15/MIDPRICE/SSF/9780
Pair
AVAX_USDT
Interval
15m
Score
308934
Daily Profit
0.249341
Profit Factor
1.314106
Profitability
64.356436
Streak
18.537544
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-13 11:39
Expiration Time
2025-11-27 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64933.5094 23689.527 41243.9823 52646.6135 15973.2198 36673.3937
Total P&L (%) 64.9335 23.6895 41.244 52.6466 15.9732 36.6734
Avg Daily Profit (%) 0.2493 0.091 0.1584 0.1625 0.0569 0.12
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97357 -45089 -61605 -112703 -53315 -73127
Profit Factor 1.3141 1.2339 1.3911 1.2278 1.1429 1.3073
Total Trades 101 51 50 101 51 50
Winning Trades 65 31 34 65 31 34
Losing Trades 36 20 16 36 20 16
Profitability (%) 64.3564 60.7843 68 64.3564 60.7843 68
Ratio Avg Win / Avg Loss 0.7278 0.7961 0.6546 0.68 0.7374 0.6152
Largest Winning Trade 18111 11293 18111 20915 13340 20915
Largest Losing Trade -23597 -17839 -23597 -29633 -24312 -29633
Avg Bars in Trades 239 235 242 239 235 242
Avg Bars in Winners 163 151 174 163 151 174
Avg Bars in Losers 375 365 388 375 365 388
Bars Traded 24143 11998 12145 24143 11998 12145
Profit Streak 18.5375 39.6521 18.5375 18.5375 39.6521 18.5375
Trades During Streak 7 8 3 7 8 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308934 -256359 -173516 233758 -369866 -214451

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735253100000,
    "first_datapoint_time": 1735467300000,
    "last_datapoint_time": 1757752200000,
    "evaluation_time": 1757752743841,
    "expiration_time": 1764232200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 212,
            "offset": 208,
            "poles": 2
        }
    }
}
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": [
        [
            64933.5093539509,
            23689.5270355503,
            41243.9823184005,
            52646.6135224891,
            15973.2198260081,
            36673.3936964812
        ],
        [
            64.933509,
            23.689527,
            41.243982,
            52.646614,
            15.97322,
            36.673394
        ],
        [
            0.249341,
            0.090967,
            0.158375,
            0.162545,
            0.05692,
            0.120041
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97357,
            -45089,
            -61605,
            -112703,
            -53315,
            -73127
        ],
        [
            1.314106,
            1.233924,
            1.391107,
            1.227823,
            1.142946,
            1.307294
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            64.356436,
            60.784314,
            68,
            64.356436,
            60.784314,
            68
        ],
        [
            0.727813,
            0.79608,
            0.654639,
            0.680025,
            0.737385,
            0.615197
        ],
        [
            18111,
            11293,
            18111,
            20915,
            13340,
            20915
        ],
        [
            -23597,
            -17839,
            -23597,
            -29633,
            -24312,
            -29633
        ],
        [
            239,
            235,
            242,
            239,
            235,
            242
        ],
        [
            163,
            151,
            174,
            163,
            151,
            174
        ],
        [
            375,
            365,
            388,
            375,
            365,
            388
        ],
        [
            24143,
            11998,
            12145,
            24143,
            11998,
            12145
        ],
        [
            18.537544,
            39.652128,
            18.537544,
            18.537544,
            39.652128,
            18.537544
        ],
        [
            7,
            8,
            3,
            7,
            8,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308934,
            -256359,
            -173516,
            233758,
            -369866,
            -214451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735253100000,
    "first_datapoint_time": 1735467300000,
    "last_datapoint_time": 1757752200000,
    "evaluation_time": 1757752743841,
    "expiration_time": 1764232200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 212,
            "offset": 208,
            "poles": 2
        }
    }
}

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)