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Trade: ONE/USDT/240/SSF/HMA/6599

Strategy
ONE/USDT/240/SSF/HMA/6599
Pair
ONE_USDT
Interval
4h
Score
645766
Daily Profit
0.187300
Profit Factor
9.040843
Profitability
53.846154
Streak
84.703575
Best Strategy
Training Data Length
2317.330000
Evaluation Time
2025-10-04 19:53
Expiration Time
2025-12-13 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2508213.6687 -166124.7237 -2342088.945 -98556.8408 7542433.4845 -7640990.3253
Total P&L (%) -2508.2137 -166.1247 -2342.0889 -98.5568 7542.4335 -7640.9903
Avg Daily Profit (%) -1.0824 -0.0717 -1.0107 -0.1827 0.1873 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2604907 -205778 -2428334 -10872956 -388504 -13046292
Profit Factor 0.2016 0.6078 0.1383 0.9931 9.0408 0.4311
Total Trades 79 39 40 79 39 40
Winning Trades 45 18 27 41 21 20
Losing Trades 34 21 13 38 18 20
Profitability (%) 56.962 46.1538 67.5 51.8987 53.8462 50
Ratio Avg Win / Avg Loss 0.1523 0.7091 0.0666 0.9205 7.7493 0.4311
Largest Winning Trade 56930 30625 56930 4219910 4219910 1667157
Largest Losing Trade -1972422 -78811 -1972422 -10015268 -384274 -10015268
Avg Bars in Trades 168 178 158 168 178 158
Avg Bars in Winners 98 98 98 176 199 152
Avg Bars in Losers 260 246 283 159 153 165
Bars Traded 13312 6953 6359 13312 6953 6359
Profit Streak 84.7036 84.7036 279.2036 84.7036 84.7036 426.0369
Trades During Streak 5 2 6 5 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609421 -581291 -577066 -610355 645766 -579300
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13904,
    "evaluation_days": 2317.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1564704000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596788866,
    "expiration_time": 1765600128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 214,
            "offset": 145
        }
    }
}
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": [
        [
            -2508213.6686701844,
            -166124.7236686266,
            -2342088.9450015565,
            -98556.8407983078,
            7542433.484461995,
            -7640990.325260304
        ],
        [
            -2508.213669,
            -166.124724,
            -2342.088945,
            -98.556841,
            7542.433484,
            -7640.990325
        ],
        [
            -1.082372,
            -0.071688,
            -1.010684,
            -0.18273,
            0.1873,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2604907,
            -205778,
            -2428334,
            -10872956,
            -388504,
            -13046292
        ],
        [
            0.20163,
            0.607762,
            0.138348,
            0.993141,
            9.040843,
            0.431096
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            45,
            18,
            27,
            41,
            21,
            20
        ],
        [
            34,
            21,
            13,
            38,
            18,
            20
        ],
        [
            56.962025,
            46.153846,
            67.5,
            51.898734,
            53.846154,
            50
        ],
        [
            0.152343,
            0.709055,
            0.066612,
            0.920472,
            7.749294,
            0.431096
        ],
        [
            56930,
            30625,
            56930,
            4219910,
            4219910,
            1667157
        ],
        [
            -1972422,
            -78811,
            -1972422,
            -10015268,
            -384274,
            -10015268
        ],
        [
            168,
            178,
            158,
            168,
            178,
            158
        ],
        [
            98,
            98,
            98,
            176,
            199,
            152
        ],
        [
            260,
            246,
            283,
            159,
            153,
            165
        ],
        [
            13312,
            6953,
            6359,
            13312,
            6953,
            6359
        ],
        [
            84.703575,
            84.703575,
            279.203575,
            84.703575,
            84.703575,
            426.036908
        ],
        [
            5,
            2,
            6,
            5,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609421,
            -581291,
            -577066,
            -610355,
            645766,
            -579300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13904,
    "evaluation_days": 2317.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1564704000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596788866,
    "expiration_time": 1765600128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 214,
            "offset": 145
        }
    }
}

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)