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Trade: FIL/USDT/480/SSF/KCB/4313

Strategy
FIL/USDT/480/SSF/KCB/4313
Pair
FIL_USDT
Interval
8h
Score
473707
Daily Profit
0.409981
Profit Factor
2.235949
Profitability
42.953020
Streak
49.341539
Best Strategy
Training Data Length
1817.330000
Evaluation Time
2025-10-07 03:11
Expiration Time
2025-11-30 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 745070.5204 424018.0616 321052.4588 6716060.239 635895.5374 6080164.7016
Total P&L (%) 745.0705 424.0181 321.0525 6716.0602 635.8955 6080.1647
Avg Daily Profit (%) 0.41 0.2333 0.1767 0.2326 0.1099 0.2272
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65930 -87150 -40676 -4082984 -4773076 -1773305
Profit Factor 2.2359 2.1573 2.3578 1.3007 1.0471 1.6876
Total Trades 149 74 75 149 74 75
Winning Trades 64 21 43 64 21 43
Losing Trades 85 53 32 85 53 32
Profitability (%) 42.953 28.3784 57.3333 42.953 28.3784 57.3333
Ratio Avg Win / Avg Loss 2.9696 5.4446 1.7547 1.7275 2.6427 1.2559
Largest Winning Trade 238370 238370 56769 3316652 3316652 2237477
Largest Losing Trade -31233 -31233 -23034 -1733943 -1501188 -1733943
Avg Bars in Trades 36 36 36 36 36 36
Avg Bars in Winners 52 63 46 52 63 46
Avg Bars in Losers 24 25 22 24 25 22
Bars Traded 5389 2664 2725 5389 2664 2725
Profit Streak 49.3415 49.3415 150.6749 49.3415 49.3415 150.6749
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473707 -66809 -42404 309089 -292271 -43960
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759795909007,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            745070.5203999034,
            424018.0616210593,
            321052.458778844,
            6716060.23903723,
            635895.5374041388,
            6080164.70163309
        ],
        [
            745.07052,
            424.018062,
            321.052459,
            6716.060239,
            635.895537,
            6080.164702
        ],
        [
            0.409981,
            0.233319,
            0.176662,
            0.232582,
            0.109887,
            0.22718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65930,
            -87150,
            -40676,
            -4082984,
            -4773076,
            -1773305
        ],
        [
            2.235949,
            2.157288,
            2.357842,
            1.300671,
            1.047125,
            1.687553
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            64,
            21,
            43,
            64,
            21,
            43
        ],
        [
            85,
            53,
            32,
            85,
            53,
            32
        ],
        [
            42.95302,
            28.378378,
            57.333333,
            42.95302,
            28.378378,
            57.333333
        ],
        [
            2.96962,
            5.444584,
            1.754673,
            1.727454,
            2.642745,
            1.255853
        ],
        [
            238370,
            238370,
            56769,
            3316652,
            3316652,
            2237477
        ],
        [
            -31233,
            -31233,
            -23034,
            -1733943,
            -1501188,
            -1733943
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            52,
            63,
            46,
            52,
            63,
            46
        ],
        [
            24,
            25,
            22,
            24,
            25,
            22
        ],
        [
            5389,
            2664,
            2725,
            5389,
            2664,
            2725
        ],
        [
            49.341539,
            49.341539,
            150.674873,
            49.341539,
            49.341539,
            150.674873
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473707,
            -66809,
            -42404,
            309089,
            -292271,
            -43960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5452,
    "evaluation_days": 1817.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603584000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759795909007,
    "expiration_time": 1764476928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)