AVAX Long/Short 10x - SimTrade Strategy #12516 by sergeytapov
By sergeytapov
Performance Metrics
- Author: sergeytapov
- Symbol: BINANCE:AVAXUSDT.P
- Timeframe: 1 hour
- Net P&L: +3,070.32 USDT (+30.70%)
- Win Rate: 75.2%
- Profit Factor: 3.568
- Max Drawdown: 360.41 USDT (2.86%)
- Total Trades: 141
Description
Strategy #12516 from the SimTrade system — GPU-discovered via Pulsar, validated through DSR, CPCV, walk-forward and Monte Carlo pipeline.Entry — two triggers must fire together:ADX/DI cross (period 14, threshold 18) — directional momentum confirmationAroon cross (period 8) — trend initiation signalThree-layer filter stack:ADX above 15 — ensures sufficient trend strengthRSI in range 28–67 — avoids overbought/oversold extremesATR percentile ≥ 60 (lookback 80) — trades only in elevated volatility conditionsExit logic — partial TP:TP1 closes 75% of position at 1.0× ATR profit, SL at 4.5× ATRTP2 closes remaining 25% at 8.5× ATRTrigger exit — EMA cross (8/30) OR SMA cross (10/80) in opposite directionInstrument: AVAX/USDT perpetual futures · Timeframe: H1 · Leverage: 10×Symbol notice:Use BINANCE:AVAXUSDT.P (USDT-M perpetual). Spot feed will produce different results.Requires: sergeytapov/SimTradeLib · Part of the SimTrade strategy collection.