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Trade: AVAX/USDT/15/SSF/DCM/5953

Strategy
AVAX/USDT/15/SSF/DCM/5953
Pair
AVAX_USDT
Interval
15m
Score
488924
Daily Profit
0.538097
Profit Factor
1.508725
Profitability
54.494382
Streak
9.046260
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-13 01:36
Expiration Time
2025-11-27 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140131.195 66321.8003 73809.3948 221592.0967 125621.7722 95970.3245
Total P&L (%) 140.1312 66.3218 73.8094 221.5921 125.6218 95.9703
Avg Daily Profit (%) 0.5381 0.2547 0.2834 0.4496 0.3129 0.2587
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45895 -24810 -37139 -77167 -39070 -57829
Profit Factor 1.5087 1.4695 1.55 1.4788 1.5727 1.3942
Total Trades 178 89 89 178 89 89
Winning Trades 97 48 49 97 48 49
Losing Trades 81 41 40 81 41 40
Profitability (%) 54.4944 53.9326 55.0562 54.4944 53.9326 55.0562
Ratio Avg Win / Avg Loss 1.2599 1.2552 1.2653 1.2349 1.3434 1.1381
Largest Winning Trade 19590 16747 19590 24994 24994 23518
Largest Losing Trade -13760 -13760 -11468 -31509 -22349 -31509
Avg Bars in Trades 135 137 134 135 137 134
Avg Bars in Winners 148 155 141 148 155 141
Avg Bars in Losers 120 115 126 120 115 126
Bars Traded 24197 12200 11997 24197 12200 11997
Profit Streak 9.0463 9.0463 9.5358 9.0463 9.0463 9.5358
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488924 319542 359925 455099 368996 318045

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735217100000,
    "first_datapoint_time": 1735487100000,
    "last_datapoint_time": 1757716200000,
    "evaluation_time": 1757716596870,
    "expiration_time": 1764196200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 133,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 209
        }
    }
}
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": [
        [
            140131.1950165065,
            66321.8002561695,
            73809.3947603371,
            221592.0967087989,
            125621.7721733184,
            95970.3245354807
        ],
        [
            140.131195,
            66.3218,
            73.809395,
            221.592097,
            125.621772,
            95.970325
        ],
        [
            0.538097,
            0.254672,
            0.283424,
            0.449557,
            0.312942,
            0.258683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45895,
            -24810,
            -37139,
            -77167,
            -39070,
            -57829
        ],
        [
            1.508725,
            1.469541,
            1.549966,
            1.47881,
            1.572709,
            1.394209
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            54.494382,
            53.932584,
            55.05618,
            54.494382,
            53.932584,
            55.05618
        ],
        [
            1.259864,
            1.255233,
            1.265278,
            1.234883,
            1.343355,
            1.138129
        ],
        [
            19590,
            16747,
            19590,
            24994,
            24994,
            23518
        ],
        [
            -13760,
            -13760,
            -11468,
            -31509,
            -22349,
            -31509
        ],
        [
            135,
            137,
            134,
            135,
            137,
            134
        ],
        [
            148,
            155,
            141,
            148,
            155,
            141
        ],
        [
            120,
            115,
            126,
            120,
            115,
            126
        ],
        [
            24197,
            12200,
            11997,
            24197,
            12200,
            11997
        ],
        [
            9.04626,
            9.04626,
            9.535843,
            9.04626,
            9.04626,
            9.535843
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488924,
            319542,
            359925,
            455099,
            368996,
            318045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735217100000,
    "first_datapoint_time": 1735487100000,
    "last_datapoint_time": 1757716200000,
    "evaluation_time": 1757716596870,
    "expiration_time": 1764196200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 133,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 209
        }
    }
}

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)