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Trade: AVAX/USDT/15/SSF/ALMA/1595

Strategy
AVAX/USDT/15/SSF/ALMA/1595
Pair
AVAX_USDT
Interval
15m
Score
360465
Daily Profit
0.383926
Profit Factor
1.297917
Profitability
52.631579
Streak
5.376889
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-12 23:17
Expiration Time
2025-11-26 22:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99982.1159 44088.585 55893.531 111754.0439 69376.3711 42377.6728
Total P&L (%) 99.9821 44.0886 55.8935 111.754 69.3764 42.3777
Avg Daily Profit (%) 0.3839 0.1693 0.2146 0.2885 0.2026 0.1358
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55094 -42442 -41263 -58678 -38851 -41255
Profit Factor 1.2979 1.2738 1.3201 1.3004 1.4195 1.2051
Total Trades 209 105 104 209 105 104
Winning Trades 110 61 49 110 61 49
Losing Trades 99 44 55 99 44 55
Profitability (%) 52.6316 58.0952 47.1154 52.6316 58.0952 47.1154
Ratio Avg Win / Avg Loss 1.1681 0.9188 1.4818 1.1704 1.0239 1.3527
Largest Winning Trade 17138 15378 17138 21230 16029 21230
Largest Losing Trade -13464 -12867 -13464 -15881 -15881 -15117
Avg Bars in Trades 116 117 114 116 117 114
Avg Bars in Winners 120 112 130 120 112 130
Avg Bars in Losers 111 124 100 111 124 100
Bars Traded 24281 12355 11926 24281 12355 11926
Profit Streak 5.3769 5.8456 0 5.3769 5.8456 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360465 138121 151846 331661 305825 -17090

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735209000000,
    "first_datapoint_time": 1735431300000,
    "last_datapoint_time": 1757708100000,
    "evaluation_time": 1757708263190,
    "expiration_time": 1764188100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 190,
            "offset": 128,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 248,
            "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": [
        [
            99982.1159391431,
            44088.5849601439,
            55893.5309789993,
            111754.0438607529,
            69376.3710964633,
            42377.6727642895
        ],
        [
            99.982116,
            44.088585,
            55.893531,
            111.754044,
            69.376371,
            42.377673
        ],
        [
            0.383926,
            0.169298,
            0.214628,
            0.28851,
            0.202552,
            0.135763
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55094,
            -42442,
            -41263,
            -58678,
            -38851,
            -41255
        ],
        [
            1.297917,
            1.273849,
            1.320108,
            1.300443,
            1.419539,
            1.205119
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            110,
            61,
            49,
            110,
            61,
            49
        ],
        [
            99,
            44,
            55,
            99,
            44,
            55
        ],
        [
            52.631579,
            58.095238,
            47.115385,
            52.631579,
            58.095238,
            47.115385
        ],
        [
            1.168125,
            0.918842,
            1.481754,
            1.170399,
            1.02393,
            1.352684
        ],
        [
            17138,
            15378,
            17138,
            21230,
            16029,
            21230
        ],
        [
            -13464,
            -12867,
            -13464,
            -15881,
            -15881,
            -15117
        ],
        [
            116,
            117,
            114,
            116,
            117,
            114
        ],
        [
            120,
            112,
            130,
            120,
            112,
            130
        ],
        [
            111,
            124,
            100,
            111,
            124,
            100
        ],
        [
            24281,
            12355,
            11926,
            24281,
            12355,
            11926
        ],
        [
            5.376889,
            5.845639,
            0,
            5.376889,
            5.845639,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360465,
            138121,
            151846,
            331661,
            305825,
            -17090
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735209000000,
    "first_datapoint_time": 1735431300000,
    "last_datapoint_time": 1757708100000,
    "evaluation_time": 1757708263190,
    "expiration_time": 1764188100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 190,
            "offset": 128,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 248,
            "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)