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Trade: AVAX/USDT/720/SSF/MIDPRICE/9647

Strategy
AVAX/USDT/720/SSF/MIDPRICE/9647
Pair
AVAX_USDT
Interval
12h
Score
350249
Daily Profit
0.576757
Profit Factor
4.667703
Profitability
45.454545
Streak
162.893363
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-09-12 12:26
Expiration Time
2025-11-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1046751.4797 1047678.3008 -926.8212 637930.9167 879609.3944 -241678.4777
Total P&L (%) 1046.7515 1047.6783 -0.9268 637.9309 879.6094 -241.6785
Avg Daily Profit (%) 0.5762 0.5768 -0.0005 0.1101 0.1257 0
Buy And Hold Return (%) 565.269 565.269 565.269 565.269 565.269 565.269
Max Trade Drawdown -136853 -79563 -95297 -949923 -839329 -497264
Profit Factor 2.8425 4.6677 0.9967 1.2321 1.6234 0.8192
Total Trades 66 33 33 66 33 33
Winning Trades 28 15 13 28 15 13
Losing Trades 38 18 20 38 18 20
Profitability (%) 42.4242 45.4545 39.3939 42.4242 45.4545 39.3939
Ratio Avg Win / Avg Loss 3.8577 5.6012 1.5334 1.6722 1.948 1.2604
Largest Winning Trade 551196 551196 73271 1020314 1020314 250304
Largest Losing Trade -36165 -31151 -36165 -298177 -287756 -298177
Avg Bars in Trades 52 48 56 52 48 56
Avg Bars in Winners 87 74 103 87 74 103
Avg Bars in Losers 25 26 25 25 26 25
Bars Traded 3441 1591 1850 3441 1591 1850
Profit Streak 0 162.8934 0 0 162.8934 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 -122921 350249 -582149 -302332 -32773 -583260

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757669186575,
    "expiration_time": 1762343568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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": [
        [
            1046751.4796579008,
            1047678.3008384132,
            -926.8211805124,
            637930.9166919785,
            879609.3943763915,
            -241678.4776844128
        ],
        [
            1046.75148,
            1047.678301,
            -0.926821,
            637.930917,
            879.609394,
            -241.678478
        ],
        [
            0.576246,
            0.576757,
            -0.00051,
            0.11009,
            0.125704,
            0
        ],
        [
            565.269043,
            565.269043,
            565.269043,
            565.269043,
            565.269043,
            565.269043
        ],
        [
            -136853,
            -79563,
            -95297,
            -949923,
            -839329,
            -497264
        ],
        [
            2.842542,
            4.667703,
            0.996719,
            1.232132,
            1.623356,
            0.819246
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            42.424242,
            45.454545,
            39.393939,
            42.424242,
            45.454545,
            39.393939
        ],
        [
            3.857735,
            5.601244,
            1.533413,
            1.672179,
            1.948027,
            1.260378
        ],
        [
            551196,
            551196,
            73271,
            1020314,
            1020314,
            250304
        ],
        [
            -36165,
            -31151,
            -36165,
            -298177,
            -287756,
            -298177
        ],
        [
            52,
            48,
            56,
            52,
            48,
            56
        ],
        [
            87,
            74,
            103,
            87,
            74,
            103
        ],
        [
            25,
            26,
            25,
            25,
            26,
            25
        ],
        [
            3441,
            1591,
            1850,
            3441,
            1591,
            1850
        ],
        [
            0,
            162.893363,
            0,
            0,
            162.893363,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122921,
            350249,
            -582149,
            -302332,
            -32773,
            -583260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1600732800000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757669186575,
    "expiration_time": 1762343568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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)