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Trade: UNI/USDT/720/SSF/HILO/2111

Strategy
UNI/USDT/720/SSF/HILO/2111
Pair
UNI_USDT
Interval
12h
Score
460086
Daily Profit
0.345382
Profit Factor
2.104073
Profitability
48.453608
Streak
0.000000
Best Strategy
Training Data Length
1843.000000
Evaluation Time
2025-10-04 00:10
Expiration Time
2025-11-27 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 636539.286 616521.5743 20017.7117 308224.5461 504613.6247 -196389.0786
Total P&L (%) 636.5393 616.5216 20.0177 308.2245 504.6136 -196.3891
Avg Daily Profit (%) 0.3454 0.3345 0.0109 0.0764 0.0977 0
Buy And Hold Return (%) 94.1275 94.1275 94.1275 94.1275 94.1275 94.1275
Max Trade Drawdown -105902 -94317 -71829 -723568 -319395 -560517
Profit Factor 2.1041 3.022 1.0737 1.1305 1.4686 0.8472
Total Trades 97 49 48 97 49 48
Winning Trades 47 20 27 47 20 27
Losing Trades 50 29 21 50 29 21
Profitability (%) 48.4536 40.8163 56.25 48.4536 40.8163 56.25
Ratio Avg Win / Avg Loss 2.2384 4.382 0.8351 1.2027 2.1295 0.6589
Largest Winning Trade 515394 515394 49400 391343 391343 333417
Largest Losing Trade -37248 -37248 -36815 -354565 -128692 -354565
Avg Bars in Trades 36 33 38 36 33 38
Avg Bars in Winners 51 51 52 51 51 52
Avg Bars in Losers 21 20 21 21 20 21
Bars Traded 3498 1628 1870 3498 1628 1870
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460086 402654 -484335 -171190 -64488 -579879
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759525840907,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            636539.2860318214,
            616521.5743276698,
            20017.7117041517,
            308224.5460500302,
            504613.6246561203,
            -196389.0786060899
        ],
        [
            636.539286,
            616.521574,
            20.017712,
            308.224546,
            504.613625,
            -196.389079
        ],
        [
            0.345382,
            0.334521,
            0.010861,
            0.076353,
            0.097683,
            0
        ],
        [
            94.127473,
            94.127473,
            94.127473,
            94.127473,
            94.127473,
            94.127473
        ],
        [
            -105902,
            -94317,
            -71829,
            -723568,
            -319395,
            -560517
        ],
        [
            2.104073,
            3.022037,
            1.073693,
            1.130499,
            1.468598,
            0.847171
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            48.453608,
            40.816327,
            56.25,
            48.453608,
            40.816327,
            56.25
        ],
        [
            2.238376,
            4.381954,
            0.835095,
            1.202659,
            2.129467,
            0.658911
        ],
        [
            515394,
            515394,
            49400,
            391343,
            391343,
            333417
        ],
        [
            -37248,
            -37248,
            -36815,
            -354565,
            -128692,
            -354565
        ],
        [
            36,
            33,
            38,
            36,
            33,
            38
        ],
        [
            51,
            51,
            52,
            51,
            51,
            52
        ],
        [
            21,
            20,
            21,
            21,
            20,
            21
        ],
        [
            3498,
            1628,
            1870,
            3498,
            1628,
            1870
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460086,
            402654,
            -484335,
            -171190,
            -64488,
            -579879
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759525840907,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)