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Trade: MATIC/USDT/240/SSF/SINWMA/9265

Strategy
MATIC/USDT/240/SSF/SINWMA/9265
Pair
MATIC_USDT
Interval
4h
Score
377362
Daily Profit
0.211799
Profit Factor
1.775242
Profitability
58.333333
Streak
565.368181
Best Strategy
Training Data Length
1963.000000
Evaluation Time
2025-10-08 07:50
Expiration Time
2024-11-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1303076.8581 131472.2313 -1434549.0894 354075.5436 -5909713.334 6263788.8777
Total P&L (%) -1303.0769 131.4722 -1434.5491 354.0755 -5909.7133 6263.7889
Avg Daily Profit (%) -0.6638 0.067 -0.7308 0.0771 0 0.2118
Buy And Hold Return (%) 1612.0939 1612.0939 1612.0939 1612.0939 1612.0939 1612.0939
Max Trade Drawdown -1556584 -99248 -1536502 -7439678 -6190682 -4949326
Profit Factor 0.3363 1.5224 0.1619 1.0223 0.2389 1.7752
Total Trades 72 36 36 72 36 36
Winning Trades 45 24 21 43 22 21
Losing Trades 27 12 15 29 14 15
Profitability (%) 62.5 66.6667 58.3333 59.7222 61.1111 58.3333
Ratio Avg Win / Avg Loss 0.2018 0.7612 0.1156 0.6895 0.1521 1.268
Largest Winning Trade 58560 57444 58560 12610351 836141 12610351
Largest Losing Trade -1264425 -62744 -1264425 -4755669 -2630202 -4755669
Avg Bars in Trades 158 162 154 158 162 154
Avg Bars in Winners 90 97 83 98 104 92
Avg Bars in Losers 271 293 254 247 254 241
Bars Traded 11421 5856 5565 11421 5856 5565
Profit Streak 443.2015 443.2015 565.3682 443.2015 443.2015 565.3682
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -661319 -266764 -578365 -534285 -578754 377362
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559332800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759899010844,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "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": [
        [
            -1303076.8581142342,
            131472.2312506037,
            -1434549.089364838,
            354075.5436122487,
            -5909713.334040666,
            6263788.877652912
        ],
        [
            -1303.076858,
            131.472231,
            -1434.549089,
            354.075544,
            -5909.713334,
            6263.788878
        ],
        [
            -0.663819,
            0.066975,
            -0.730794,
            0.07711,
            0,
            0.211799
        ],
        [
            1612.093863,
            1612.093863,
            1612.093863,
            1612.093863,
            1612.093863,
            1612.093863
        ],
        [
            -1556584,
            -99248,
            -1536502,
            -7439678,
            -6190682,
            -4949326
        ],
        [
            0.336278,
            1.522356,
            0.161865,
            1.022346,
            0.23894,
            1.775242
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            45,
            24,
            21,
            43,
            22,
            21
        ],
        [
            27,
            12,
            15,
            29,
            14,
            15
        ],
        [
            62.5,
            66.666667,
            58.333333,
            59.722222,
            61.111111,
            58.333333
        ],
        [
            0.201767,
            0.761178,
            0.115618,
            0.689489,
            0.152053,
            1.26803
        ],
        [
            58560,
            57444,
            58560,
            12610351,
            836141,
            12610351
        ],
        [
            -1264425,
            -62744,
            -1264425,
            -4755669,
            -2630202,
            -4755669
        ],
        [
            158,
            162,
            154,
            158,
            162,
            154
        ],
        [
            90,
            97,
            83,
            98,
            104,
            92
        ],
        [
            271,
            293,
            254,
            247,
            254,
            241
        ],
        [
            11421,
            5856,
            5565,
            11421,
            5856,
            5565
        ],
        [
            443.201514,
            443.201514,
            565.368181,
            443.201514,
            443.201514,
            565.368181
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -661319,
            -266764,
            -578365,
            -534285,
            -578754,
            377362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559332800000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759899010844,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "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)