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Trade: ONE/USDT/480/SSF/MIDPRICE/3779

Strategy
ONE/USDT/480/SSF/MIDPRICE/3779
Pair
ONE_USDT
Interval
8h
Score
640501
Daily Profit
1.235528
Profit Factor
4.589663
Profitability
40.833333
Streak
0.000000
Best Strategy
Training Data Length
2318.330000
Evaluation Time
2025-10-05 08:49
Expiration Time
2025-12-13 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2864360.9355 2667270.6954 197090.2401 7129295.9533 -316083.1702 7445379.1235
Total P&L (%) 2864.3609 2667.2707 197.0902 7129.296 -316.0832 7445.3791
Avg Daily Profit (%) 1.2355 1.1505 0.085 0.1848 0 0.1867
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151944 -92909 -74467 -12905710 -10019127 -4437265
Profit Factor 4.5897 6.9756 1.5606 1.1768 0.9869 1.461
Total Trades 120 60 60 120 60 60
Winning Trades 49 21 28 49 21 28
Losing Trades 71 39 32 71 39 32
Profitability (%) 40.8333 35 46.6667 40.8333 35 46.6667
Ratio Avg Win / Avg Loss 6.6503 12.9547 1.7835 1.7052 1.8329 1.6697
Largest Winning Trade 2424357 2424357 82869 6578427 6253802 6578427
Largest Losing Trade -33840 -29087 -33840 -4046997 -4046997 -2569355
Avg Bars in Trades 57 52 61 57 52 61
Avg Bars in Winners 101 96 104 101 96 104
Avg Bars in Losers 26 28 23 26 28 23
Bars Traded 6843 3145 3698 6843 3145 3698
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 640501 -153292 -247143 -20232 -753291 -160373
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6955,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559923200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759643363305,
    "expiration_time": 1765631520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 21,
            "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": [
        [
            2864360.9355089804,
            2667270.6954412847,
            197090.2400676949,
            7129295.9533334905,
            -316083.1701922046,
            7445379.123525692
        ],
        [
            2864.360936,
            2667.270695,
            197.09024,
            7129.295953,
            -316.08317,
            7445.379124
        ],
        [
            1.235528,
            1.150514,
            0.085014,
            0.184818,
            0,
            0.186667
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151944,
            -92909,
            -74467,
            -12905710,
            -10019127,
            -4437265
        ],
        [
            4.589663,
            6.975631,
            1.56057,
            1.176838,
            0.98692,
            1.46102
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            71,
            39,
            32,
            71,
            39,
            32
        ],
        [
            40.833333,
            35,
            46.666667,
            40.833333,
            35,
            46.666667
        ],
        [
            6.650328,
            12.954744,
            1.783509,
            1.705215,
            1.832852,
            1.669737
        ],
        [
            2424357,
            2424357,
            82869,
            6578427,
            6253802,
            6578427
        ],
        [
            -33840,
            -29087,
            -33840,
            -4046997,
            -4046997,
            -2569355
        ],
        [
            57,
            52,
            61,
            57,
            52,
            61
        ],
        [
            101,
            96,
            104,
            101,
            96,
            104
        ],
        [
            26,
            28,
            23,
            26,
            28,
            23
        ],
        [
            6843,
            3145,
            3698,
            6843,
            3145,
            3698
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            640501,
            -153292,
            -247143,
            -20232,
            -753291,
            -160373
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6955,
    "evaluation_days": 2318.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559923200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759643363305,
    "expiration_time": 1765631520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 21,
            "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)