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Trade: ONE/USDT/720/SSF/HILO/7088

Strategy
ONE/USDT/720/SSF/HILO/7088
Pair
ONE_USDT
Interval
12h
Score
646851
Daily Profit
0.840609
Profit Factor
3.640667
Profitability
44.186047
Streak
0.000000
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-08 18:27
Expiration Time
2025-12-17 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1951894.4114 1882060.6489 69833.7625 298941.8115 4001295.4284 -3702353.6169
Total P&L (%) 1951.8944 1882.0606 69.8338 298.9418 4001.2954 -3702.3536
Avg Daily Profit (%) 0.8406 0.8105 0.0301 0.0596 0.1601 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196785 -142771 -143921 -11830259 -5732595 -6222128
Profit Factor 3.6407 6.7844 1.1688 1.0145 1.5066 0.7077
Total Trades 86 43 43 86 43 43
Winning Trades 38 15 23 38 15 23
Losing Trades 48 28 20 48 28 20
Profitability (%) 44.186 34.8837 53.4884 44.186 34.8837 53.4884
Ratio Avg Win / Avg Loss 4.5987 12.6642 1.0163 1.2815 2.8123 0.6154
Largest Winning Trade 1611321 1611321 81690 7378682 7378682 2172261
Largest Losing Trade -67903 -38241 -67903 -6097713 -3170522 -6097713
Avg Bars in Trades 52 42 62 52 42 62
Avg Bars in Winners 82 83 81 82 83 81
Avg Bars in Losers 29 21 41 29 21 41
Bars Traded 4541 1848 2693 4541 1848 2693
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 646851 571525 -187102 -319899 155746 -580274
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4644,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560729600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937277448,
    "expiration_time": 1765943424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 10
        }
    }
}
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": [
        [
            1951894.4113920876,
            1882060.648912254,
            69833.7624798311,
            298941.8115220684,
            4001295.4283833955,
            -3702353.616861328
        ],
        [
            1951.894411,
            1882.060649,
            69.833762,
            298.941812,
            4001.295428,
            -3702.353617
        ],
        [
            0.840609,
            0.810534,
            0.030075,
            0.059606,
            0.160071,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196785,
            -142771,
            -143921,
            -11830259,
            -5732595,
            -6222128
        ],
        [
            3.640667,
            6.784396,
            1.168763,
            1.014537,
            1.506594,
            0.707695
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            44.186047,
            34.883721,
            53.488372,
            44.186047,
            34.883721,
            53.488372
        ],
        [
            4.598738,
            12.664206,
            1.016315,
            1.28152,
            2.812308,
            0.615387
        ],
        [
            1611321,
            1611321,
            81690,
            7378682,
            7378682,
            2172261
        ],
        [
            -67903,
            -38241,
            -67903,
            -6097713,
            -3170522,
            -6097713
        ],
        [
            52,
            42,
            62,
            52,
            42,
            62
        ],
        [
            82,
            83,
            81,
            82,
            83,
            81
        ],
        [
            29,
            21,
            41,
            29,
            21,
            41
        ],
        [
            4541,
            1848,
            2693,
            4541,
            1848,
            2693
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            646851,
            571525,
            -187102,
            -319899,
            155746,
            -580274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4644,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560729600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937277448,
    "expiration_time": 1765943424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 10
        }
    }
}

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)