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Trade: ATOM/USDT/720/SSF/MIDPRICE/6379

Strategy
ATOM/USDT/720/SSF/MIDPRICE/6379
Pair
ATOM_USDT
Interval
12h
Score
418260
Daily Profit
0.207365
Profit Factor
2.707615
Profitability
45.454545
Streak
104.261389
Best Strategy
Training Data Length
2351.000000
Evaluation Time
2025-10-04 21:16
Expiration Time
2025-12-14 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539666.8268 487514.1256 52152.7012 327345.4068 167703.787 159641.6198
Total P&L (%) 539.6668 487.5141 52.1527 327.3454 167.7038 159.6416
Avg Daily Profit (%) 0.2295 0.2074 0.0222 0.0618 0.0419 0.0406
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122382 -88537 -37729 -1692111 -1033806 -698536
Profit Factor 2.2187 2.7076 1.3315 1.101 1.0787 1.1436
Total Trades 66 33 33 66 33 33
Winning Trades 29 15 14 29 15 14
Losing Trades 37 18 19 37 18 19
Profitability (%) 43.9394 45.4545 42.4242 43.9394 45.4545 42.4242
Ratio Avg Win / Avg Loss 2.8307 3.2491 1.807 1.4047 1.2945 1.552
Largest Winning Trade 262567 262567 66303 654341 631242 654341
Largest Losing Trade -47238 -34972 -47238 -589969 -519099 -589969
Avg Bars in Trades 67 90 43 67 90 43
Avg Bars in Winners 98 128 66 98 128 66
Avg Bars in Losers 43 59 27 43 59 27
Bars Traded 4450 3000 1450 4450 3000 1450
Profit Streak 88.2614 104.2614 88.2614 88.2614 104.2614 88.2614
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117661 418260 -165444 -350034 -272092 -202577
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4702,
    "evaluation_days": 2351,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1562976000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759601784044,
    "expiration_time": 1765672992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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": [
        [
            539666.8268017556,
            487514.1256082046,
            52152.701193551,
            327345.4067533136,
            167703.786955693,
            159641.6197976206
        ],
        [
            539.666827,
            487.514126,
            52.152701,
            327.345407,
            167.703787,
            159.64162
        ],
        [
            0.229548,
            0.207365,
            0.022183,
            0.061798,
            0.041894,
            0.040592
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122382,
            -88537,
            -37729,
            -1692111,
            -1033806,
            -698536
        ],
        [
            2.218674,
            2.707615,
            1.331471,
            1.100978,
            1.07874,
            1.143577
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            43.939394,
            45.454545,
            42.424242,
            43.939394,
            45.454545,
            42.424242
        ],
        [
            2.830722,
            3.249138,
            1.806997,
            1.404696,
            1.294487,
            1.551997
        ],
        [
            262567,
            262567,
            66303,
            654341,
            631242,
            654341
        ],
        [
            -47238,
            -34972,
            -47238,
            -589969,
            -519099,
            -589969
        ],
        [
            67,
            90,
            43,
            67,
            90,
            43
        ],
        [
            98,
            128,
            66,
            98,
            128,
            66
        ],
        [
            43,
            59,
            27,
            43,
            59,
            27
        ],
        [
            4450,
            3000,
            1450,
            4450,
            3000,
            1450
        ],
        [
            88.261389,
            104.261389,
            88.261389,
            88.261389,
            104.261389,
            88.261389
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117661,
            418260,
            -165444,
            -350034,
            -272092,
            -202577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4702,
    "evaluation_days": 2351,
    "actual_first_datapoint_time": 1556496000000,
    "first_datapoint_time": 1562976000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759601784044,
    "expiration_time": 1765672992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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)