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Trade: ETC/USDT/720/SSF/DCM/9320

Strategy
ETC/USDT/720/SSF/DCM/9320
Pair
ETC_USDT
Interval
12h
Score
368364
Daily Profit
0.315158
Profit Factor
3.454536
Profitability
47.727273
Streak
108.986752
Best Strategy
Training Data Length
2506.000000
Evaluation Time
2025-10-09 14:40
Expiration Time
2025-12-23 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 839577.9293 789785.1616 49792.7677 1341206.0359 380262.4114 960943.6245
Total P&L (%) 839.5779 789.7852 49.7928 1341.206 380.2624 960.9436
Avg Daily Profit (%) 0.335 0.3152 0.0199 0.1065 0.0626 0.0943
Buy And Hold Return (%) 348.9524 348.9524 348.9524 348.9524 348.9524 348.9524
Max Trade Drawdown -152406 -72616 -102053 -9680538 -6408321 -5731765
Profit Factor 2.3834 3.4545 1.1746 1.0546 1.0246 1.1054
Total Trades 88 44 44 88 44 44
Winning Trades 44 21 23 44 21 23
Losing Trades 44 23 21 44 23 21
Profitability (%) 50 47.7273 52.2727 50 47.7273 52.2727
Ratio Avg Win / Avg Loss 2.3834 3.7835 1.0725 1.0546 1.1222 1.0092
Largest Winning Trade 434084 434084 58397 4403928 4403928 1748622
Largest Losing Trade -42041 -32505 -42041 -3630332 -3312425 -3630332
Avg Bars in Trades 54 73 35 54 73 35
Avg Bars in Winners 72 98 48 72 98 48
Avg Bars in Losers 36 50 20 36 50 20
Bars Traded 4787 3240 1547 4787 3240 1547
Profit Streak 0 108.9868 0 0 108.9868 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 352249 368364 -360161 -212961 -440868 -174271
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760010055345,
    "expiration_time": 1766463552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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": [
        [
            839577.9292895352,
            789785.1615734749,
            49792.7677160605,
            1341206.035933778,
            380262.4114128416,
            960943.6245209402
        ],
        [
            839.577929,
            789.785162,
            49.792768,
            1341.206036,
            380.262411,
            960.943625
        ],
        [
            0.335027,
            0.315158,
            0.019869,
            0.106524,
            0.062636,
            0.094288
        ],
        [
            348.952444,
            348.952444,
            348.952444,
            348.952444,
            348.952444,
            348.952444
        ],
        [
            -152406,
            -72616,
            -102053,
            -9680538,
            -6408321,
            -5731765
        ],
        [
            2.383433,
            3.454536,
            1.174641,
            1.054591,
            1.024615,
            1.105368
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            50,
            47.727273,
            52.272727,
            50,
            47.727273,
            52.272727
        ],
        [
            2.383433,
            3.78354,
            1.072499,
            1.054591,
            1.122198,
            1.009249
        ],
        [
            434084,
            434084,
            58397,
            4403928,
            4403928,
            1748622
        ],
        [
            -42041,
            -32505,
            -42041,
            -3630332,
            -3312425,
            -3630332
        ],
        [
            54,
            73,
            35,
            54,
            73,
            35
        ],
        [
            72,
            98,
            48,
            72,
            98,
            48
        ],
        [
            36,
            50,
            20,
            36,
            50,
            20
        ],
        [
            4787,
            3240,
            1547,
            4787,
            3240,
            1547
        ],
        [
            0,
            108.986752,
            0,
            0,
            108.986752,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352249,
            368364,
            -360161,
            -212961,
            -440868,
            -174271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760010055345,
    "expiration_time": 1766463552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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)