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Trade: AVAX/USDT/720/SSF/MIDPRICE/5672

Strategy
AVAX/USDT/720/SSF/MIDPRICE/5672
Pair
AVAX_USDT
Interval
12h
Score
322007
Daily Profit
0.642374
Profit Factor
5.138249
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-09-10 00:30
Expiration Time
2025-11-03 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1124630.2911 1165267.0693 -40636.7781 465651.3321 1188488.3819 -722837.0499
Total P&L (%) 1124.6303 1165.2671 -40.6368 465.6513 1188.4884 -722.8371
Avg Daily Profit (%) 0.62 0.6424 -0.0224 0.0956 0.141 0
Buy And Hold Return (%) 541.5337 541.5337 541.5337 541.5337 541.5337 541.5337
Max Trade Drawdown -164018 -83315 -120657 -1084877 -886384 -784748
Profit Factor 2.808 5.1382 0.8806 1.1164 1.6244 0.6555
Total Trades 65 32 33 65 32 33
Winning Trades 25 12 13 25 12 13
Losing Trades 40 20 20 40 20 20
Profitability (%) 38.4615 37.5 39.3939 38.4615 37.5 39.3939
Ratio Avg Win / Avg Loss 4.4929 8.5637 1.3548 1.7862 2.7073 1.0084
Largest Winning Trade 688052 688052 79367 914106 914106 353388
Largest Losing Trade -43967 -39429 -43967 -351103 -351103 -255964
Avg Bars in Trades 54 54 53 54 54 53
Avg Bars in Winners 97 96 99 97 96 99
Avg Bars in Losers 27 30 23 27 30 23
Bars Traded 3526 1756 1770 3526 1756 1770
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130155 322007 -583260 -463335 -11790 -583260

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757453444390,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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": [
        [
            1124630.2911318196,
            1165267.0692535962,
            -40636.7781217764,
            465651.3320608629,
            1188488.38191949,
            -722837.0498586275
        ],
        [
            1124.630291,
            1165.267069,
            -40.636778,
            465.651332,
            1188.488382,
            -722.83705
        ],
        [
            0.619973,
            0.642374,
            -0.022402,
            0.09557,
            0.141006,
            0
        ],
        [
            541.533736,
            541.533736,
            541.533736,
            541.533736,
            541.533736,
            541.533736
        ],
        [
            -164018,
            -83315,
            -120657,
            -1084877,
            -886384,
            -784748
        ],
        [
            2.808044,
            5.138249,
            0.880631,
            1.116366,
            1.624375,
            0.655484
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            38.461538,
            37.5,
            39.393939,
            38.461538,
            37.5,
            39.393939
        ],
        [
            4.49287,
            8.563748,
            1.354817,
            1.786186,
            2.707292,
            1.008437
        ],
        [
            688052,
            688052,
            79367,
            914106,
            914106,
            353388
        ],
        [
            -43967,
            -39429,
            -43967,
            -351103,
            -351103,
            -255964
        ],
        [
            54,
            54,
            53,
            54,
            54,
            53
        ],
        [
            97,
            96,
            99,
            97,
            96,
            99
        ],
        [
            27,
            30,
            23,
            27,
            30,
            23
        ],
        [
            3526,
            1756,
            1770,
            3526,
            1756,
            1770
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130155,
            322007,
            -583260,
            -463335,
            -11790,
            -583260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757453444390,
    "expiration_time": 1762121088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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)