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Trade: AVAX/USDT/480/SSF/MIDPRICE/4473

Strategy
AVAX/USDT/480/SSF/MIDPRICE/4473
Pair
AVAX_USDT
Interval
8h
Score
382276
Daily Profit
0.689994
Profit Factor
4.312455
Profitability
40.909091
Streak
103.492634
Best Strategy
Training Data Length
1815.670000
Evaluation Time
2025-09-11 14:49
Expiration Time
2025-11-04 21:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1194856.8514 1252800.6421 -57943.7907 128136.1779 1208017.4047 -1079881.2268
Total P&L (%) 1194.8569 1252.8006 -57.9438 128.1362 1208.0174 -1079.8812
Avg Daily Profit (%) 0.6581 0.69 -0.0319 0.0454 0.1417 0
Buy And Hold Return (%) 586.4929 586.4929 586.4929 586.4929 586.4929 586.4929
Max Trade Drawdown -176491 -116307 -152230 -1143265 -583617 -1111421
Profit Factor 2.5412 4.3125 0.8541 1.0329 1.701 0.5032
Total Trades 88 44 44 88 44 44
Winning Trades 36 18 18 36 18 18
Losing Trades 52 26 26 52 26 26
Profitability (%) 40.9091 40.9091 40.9091 40.9091 40.9091 40.9091
Ratio Avg Win / Avg Loss 3.6706 6.2291 1.2337 1.4919 2.457 0.7268
Largest Winning Trade 826639 826639 67753 1122745 1122745 239207
Largest Losing Trade -55823 -39736 -55823 -411078 -311965 -411078
Avg Bars in Trades 59 62 57 59 62 57
Avg Bars in Winners 86 95 78 86 95 78
Avg Bars in Losers 41 40 42 41 40 42
Bars Traded 5279 2770 2509 5279 2770 2509
Profit Streak 0 103.4926 0 0 103.4926 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 246848 382276 -582588 -485660 -9631 -584254

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5447,
    "evaluation_days": 1815.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757591363627,
    "expiration_time": 1762283808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            1194856.8513652952,
            1252800.642109837,
            -57943.7907445416,
            128136.1779038027,
            1208017.4047441436,
            -1079881.2268403422
        ],
        [
            1194.856851,
            1252.800642,
            -57.943791,
            128.136178,
            1208.017405,
            -1079.881227
        ],
        [
            0.65808,
            0.689994,
            -0.031913,
            0.045436,
            0.141706,
            0
        ],
        [
            586.492891,
            586.492891,
            586.492891,
            586.492891,
            586.492891,
            586.492891
        ],
        [
            -176491,
            -116307,
            -152230,
            -1143265,
            -583617,
            -1111421
        ],
        [
            2.541196,
            4.312455,
            0.854072,
            1.032882,
            1.700993,
            0.503176
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            40.909091,
            40.909091,
            40.909091,
            40.909091,
            40.909091,
            40.909091
        ],
        [
            3.670617,
            6.229102,
            1.233659,
            1.49194,
            2.45699,
            0.72681
        ],
        [
            826639,
            826639,
            67753,
            1122745,
            1122745,
            239207
        ],
        [
            -55823,
            -39736,
            -55823,
            -411078,
            -311965,
            -411078
        ],
        [
            59,
            62,
            57,
            59,
            62,
            57
        ],
        [
            86,
            95,
            78,
            86,
            95,
            78
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            5279,
            2770,
            2509,
            5279,
            2770,
            2509
        ],
        [
            0,
            103.492634,
            0,
            0,
            103.492635,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            246848,
            382276,
            -582588,
            -485660,
            -9631,
            -584254
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5447,
    "evaluation_days": 1815.67,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1602316800000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757591363627,
    "expiration_time": 1762283808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 143,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)