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Trade: DOT/USDT/720/SSF/HILO/1741

Strategy
DOT/USDT/720/SSF/HILO/1741
Pair
DOT_USDT
Interval
12h
Score
405608
Daily Profit
0.247030
Profit Factor
3.251207
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-30 14:38
Expiration Time
2025-11-25 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 537451.4867 461699.473 75752.0137 442605.8714 221292.0387 221313.8327
Total P&L (%) 537.4515 461.6995 75.752 442.6059 221.292 221.3138
Avg Daily Profit (%) 0.2876 0.247 0.0405 0.0905 0.0625 0.0625
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120643 -61523 -98395 -487990 -440232 -249312
Profit Factor 2.3028 3.2512 1.3651 1.2215 1.2087 1.2359
Total Trades 66 33 33 66 33 33
Winning Trades 30 14 16 30 14 16
Losing Trades 36 19 17 36 19 17
Profitability (%) 45.4545 42.4242 48.4848 45.4545 42.4242 48.4848
Ratio Avg Win / Avg Loss 2.7633 4.4124 1.4505 1.4657 1.6404 1.3131
Largest Winning Trade 387914 387914 62720 339190 339190 303370
Largest Losing Trade -45454 -45454 -34861 -211991 -127329 -211991
Avg Bars in Trades 55 42 68 55 42 68
Avg Bars in Winners 82 61 101 82 61 101
Avg Bars in Losers 32 28 37 32 28 37
Bars Traded 3649 1398 2251 3649 1398 2251
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 -117374 405608 -138897 -203042 -111848 -110431
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759232300139,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            537451.4866965872,
            461699.4729773608,
            75752.0137192266,
            442605.8714218154,
            221292.0386737916,
            221313.8327480235
        ],
        [
            537.451487,
            461.699473,
            75.752014,
            442.605871,
            221.292039,
            221.313833
        ],
        [
            0.287561,
            0.24703,
            0.040531,
            0.090529,
            0.062469,
            0.062473
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120643,
            -61523,
            -98395,
            -487990,
            -440232,
            -249312
        ],
        [
            2.302758,
            3.251207,
            1.365142,
            1.221454,
            1.208698,
            1.23587
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            45.454545,
            42.424242,
            48.484848,
            45.454545,
            42.424242,
            48.484848
        ],
        [
            2.76331,
            4.412352,
            1.450463,
            1.465745,
            1.640376,
            1.313112
        ],
        [
            387914,
            387914,
            62720,
            339190,
            339190,
            303370
        ],
        [
            -45454,
            -45454,
            -34861,
            -211991,
            -127329,
            -211991
        ],
        [
            55,
            42,
            68,
            55,
            42,
            68
        ],
        [
            82,
            61,
            101,
            82,
            61,
            101
        ],
        [
            32,
            28,
            37,
            32,
            28,
            37
        ],
        [
            3649,
            1398,
            2251,
            3649,
            1398,
            2251
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117374,
            405608,
            -138897,
            -203042,
            -111848,
            -110431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759232300139,
    "expiration_time": 1764034848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)