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Trade: FIL/USDT/240/SSF/SUPERTREND/4290

Strategy
FIL/USDT/240/SSF/SUPERTREND/4290
Pair
FIL_USDT
Interval
4h
Score
372771
Daily Profit
0.290005
Profit Factor
1.482471
Profitability
43.870968
Streak
0.000000
Best Strategy
Training Data Length
1813.830000
Evaluation Time
2025-10-03 12:56
Expiration Time
2025-11-26 19:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526019.1105 313482.7084 212536.4021 637594.2161 126896.5315 510697.6846
Total P&L (%) 526.0191 313.4827 212.5364 637.5942 126.8965 510.6977
Avg Daily Profit (%) 0.29 0.1728 0.1172 0.1102 0.0452 0.0998
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125166 -108162 -78429 -2603041 -1425595 -1616974
Profit Factor 1.4825 1.5126 1.444 1.049 1.0184 1.0836
Total Trades 310 155 155 310 155 155
Winning Trades 136 62 74 136 62 74
Losing Trades 174 93 81 174 93 81
Profitability (%) 43.871 40 47.7419 43.871 40 47.7419
Ratio Avg Win / Avg Loss 1.8967 2.2689 1.5806 1.3421 1.5276 1.1861
Largest Winning Trade 240064 240064 54932 960869 960869 391442
Largest Losing Trade -24086 -22025 -24086 -618016 -305691 -618016
Avg Bars in Trades 34 36 33 34 36 33
Avg Bars in Winners 45 44 46 45 44 46
Avg Bars in Losers 26 31 21 26 31 21
Bars Traded 10789 5656 5133 10789 5656 5133
Profit Streak 0 11.4146 0 0 11.4146 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 372771 247834 -35119 -212836 -334770 -188539
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10883,
    "evaluation_days": 1813.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485418503,
    "expiration_time": 1764179856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 50,
            "offset": 37,
            "multiplier": 2.57756
        }
    }
}
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": [
        [
            526019.1105370742,
            313482.7084033183,
            212536.4021337556,
            637594.2161134992,
            126896.5315102615,
            510697.6846032356
        ],
        [
            526.019111,
            313.482708,
            212.536402,
            637.594216,
            126.896532,
            510.697685
        ],
        [
            0.290005,
            0.172829,
            0.117175,
            0.110227,
            0.045181,
            0.099807
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125166,
            -108162,
            -78429,
            -2603041,
            -1425595,
            -1616974
        ],
        [
            1.482471,
            1.512597,
            1.443983,
            1.048976,
            1.018372,
            1.083566
        ],
        [
            310,
            155,
            155,
            310,
            155,
            155
        ],
        [
            136,
            62,
            74,
            136,
            62,
            74
        ],
        [
            174,
            93,
            81,
            174,
            93,
            81
        ],
        [
            43.870968,
            40,
            47.741935,
            43.870968,
            40,
            47.741935
        ],
        [
            1.89669,
            2.268895,
            1.580576,
            1.342072,
            1.527558,
            1.186065
        ],
        [
            240064,
            240064,
            54932,
            960869,
            960869,
            391442
        ],
        [
            -24086,
            -22025,
            -24086,
            -618016,
            -305691,
            -618016
        ],
        [
            34,
            36,
            33,
            34,
            36,
            33
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            26,
            31,
            21,
            26,
            31,
            21
        ],
        [
            10789,
            5656,
            5133,
            10789,
            5656,
            5133
        ],
        [
            0,
            11.414566,
            0,
            0,
            11.414566,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372771,
            247834,
            -35119,
            -212836,
            -334770,
            -188539
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10883,
    "evaluation_days": 1813.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485418503,
    "expiration_time": 1764179856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 50,
            "offset": 37,
            "multiplier": 2.57756
        }
    }
}

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)