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Trade: AVAX/USDT/240/MIDPRICE/SSF/2388

Strategy
AVAX/USDT/240/MIDPRICE/SSF/2388
Pair
AVAX_USDT
Interval
4h
Score
372916
Daily Profit
0.230177
Profit Factor
1.450388
Profitability
48.484848
Streak
113.662104
Best Strategy
Training Data Length
1825.500000
Evaluation Time
2025-09-21 18:53
Expiration Time
2025-11-15 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -990836.7192 70717.8179 -1061554.5371 -869262.0551 -7418222.6128 6548960.5577
Total P&L (%) -990.8367 70.7178 -1061.5545 -869.2621 -7418.2226 6548.9606
Avg Daily Profit (%) -0.5428 0.0387 -0.5815 0 0 0.2302
Buy And Hold Return (%) 900.5754 900.5754 900.5754 900.5754 900.5754 900.5754
Max Trade Drawdown -1164594 -167901 -1137932 -12819946 -9773914 -5332961
Profit Factor 0.42 1.2237 0.2375 0.9704 0.4994 1.4504
Total Trades 66 33 33 66 33 33
Winning Trades 36 17 19 31 15 16
Losing Trades 30 16 14 35 18 17
Profitability (%) 54.5455 51.5152 57.5758 46.9697 45.4545 48.4848
Ratio Avg Win / Avg Loss 0.35 1.1517 0.175 1.0956 0.5993 1.541
Largest Winning Trade 82389 82389 39590 15751100 3234886 15751100
Largest Losing Trade -607852 -76695 -607852 -8805387 -8805387 -5332961
Avg Bars in Trades 160 162 157 160 162 157
Avg Bars in Winners 91 90 92 154 158 150
Avg Bars in Losers 242 239 245 164 166 163
Bars Traded 10565 5377 5188 10565 5377 5188
Profit Streak 0 0 0 113.6621 151.8288 113.6621
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -708688 -307142 -579820 -707714 -581607 372916

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10953,
    "evaluation_days": 1825.5,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758470005776,
    "expiration_time": 1763187696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 68,
            "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": [
        [
            -990836.7192002434,
            70717.8178672122,
            -1061554.5370674557,
            -869262.0550744823,
            -7418222.612773978,
            6548960.557699492
        ],
        [
            -990.836719,
            70.717818,
            -1061.554537,
            -869.262055,
            -7418.222613,
            6548.960558
        ],
        [
            -0.542776,
            0.038739,
            -0.581514,
            0,
            0,
            0.230177
        ],
        [
            900.575391,
            900.575391,
            900.575391,
            900.575391,
            900.575391,
            900.575391
        ],
        [
            -1164594,
            -167901,
            -1137932,
            -12819946,
            -9773914,
            -5332961
        ],
        [
            0.419993,
            1.223687,
            0.237484,
            0.970393,
            0.499434,
            1.450388
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            36,
            17,
            19,
            31,
            15,
            16
        ],
        [
            30,
            16,
            14,
            35,
            18,
            17
        ],
        [
            54.545455,
            51.515152,
            57.575758,
            46.969697,
            45.454545,
            48.484848
        ],
        [
            0.349994,
            1.151705,
            0.174988,
            1.095605,
            0.599321,
            1.541037
        ],
        [
            82389,
            82389,
            39590,
            15751100,
            3234886,
            15751100
        ],
        [
            -607852,
            -76695,
            -607852,
            -8805387,
            -8805387,
            -5332961
        ],
        [
            160,
            162,
            157,
            160,
            162,
            157
        ],
        [
            91,
            90,
            92,
            154,
            158,
            150
        ],
        [
            242,
            239,
            245,
            164,
            166,
            163
        ],
        [
            10565,
            5377,
            5188,
            10565,
            5377,
            5188
        ],
        [
            0,
            0,
            0,
            113.662104,
            151.828771,
            113.662104
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -708688,
            -307142,
            -579820,
            -707714,
            -581607,
            372916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10953,
    "evaluation_days": 1825.5,
    "actual_first_datapoint_time": 1600747200000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758470005776,
    "expiration_time": 1763187696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 68,
            "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)