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Trade: EGLD/USDT/720/HILO/SSF/5760

Strategy
EGLD/USDT/720/HILO/SSF/5760
Pair
EGLD_USDT
Interval
12h
Score
464425
Daily Profit
0.300158
Profit Factor
1.537973
Profitability
46.017699
Streak
33.977816
Best Strategy
Training Data Length
1851.500000
Evaluation Time
2025-09-28 14:28
Expiration Time
2025-11-22 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 555741.7165 531510.7781 24230.9385 72829.9036 859854.2471 -787024.3435
Total P&L (%) 555.7417 531.5108 24.2309 72.8299 859.8542 -787.0243
Avg Daily Profit (%) 0.3002 0.2871 0.0131 0.0296 0.1222 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184296 -163231 -77624 -2023669 -1538387 -1284171
Profit Factor 1.538 1.8729 1.0571 1.009 1.1951 0.7843
Total Trades 226 113 113 226 113 113
Winning Trades 104 48 56 104 48 56
Losing Trades 122 65 57 122 65 57
Profitability (%) 46.0177 42.4779 49.5575 46.0177 42.4779 49.5575
Ratio Avg Win / Avg Loss 1.8042 2.5362 1.076 1.1837 1.6184 0.7983
Largest Winning Trade 398518 398518 27510 834626 834626 205267
Largest Losing Trade -41498 -41498 -27461 -545277 -545277 -535577
Avg Bars in Trades 16 24 8 16 24 8
Avg Bars in Winners 19 30 8 19 30 8
Avg Bars in Losers 13 19 7 13 19 7
Bars Traded 3667 2727 940 3667 2727 940
Profit Streak 33.9778 33.9778 36.9778 33.9778 33.9778 36.9778
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464425 359183 -336267 -362624 -36574 -579936
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3703,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759058883309,
    "expiration_time": 1763816688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            555741.7165323459,
            531510.7780524399,
            24230.9384799061,
            72829.9036448658,
            859854.247124821,
            -787024.3434799545
        ],
        [
            555.741717,
            531.510778,
            24.230938,
            72.829904,
            859.854247,
            -787.024343
        ],
        [
            0.300158,
            0.28707,
            0.013087,
            0.029555,
            0.122225,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184296,
            -163231,
            -77624,
            -2023669,
            -1538387,
            -1284171
        ],
        [
            1.537973,
            1.872917,
            1.05713,
            1.009041,
            1.195113,
            0.784295
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            104,
            48,
            56,
            104,
            48,
            56
        ],
        [
            122,
            65,
            57,
            122,
            65,
            57
        ],
        [
            46.017699,
            42.477876,
            49.557522,
            46.017699,
            42.477876,
            49.557522
        ],
        [
            1.80416,
            2.536241,
            1.076007,
            1.183683,
            1.618382,
            0.798301
        ],
        [
            398518,
            398518,
            27510,
            834626,
            834626,
            205267
        ],
        [
            -41498,
            -41498,
            -27461,
            -545277,
            -545277,
            -535577
        ],
        [
            16,
            24,
            8,
            16,
            24,
            8
        ],
        [
            19,
            30,
            8,
            19,
            30,
            8
        ],
        [
            13,
            19,
            7,
            13,
            19,
            7
        ],
        [
            3667,
            2727,
            940,
            3667,
            2727,
            940
        ],
        [
            33.977816,
            33.977816,
            36.977816,
            33.977816,
            33.977816,
            36.977816
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464425,
            359183,
            -336267,
            -362624,
            -36574,
            -579936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3703,
    "evaluation_days": 1851.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759058883309,
    "expiration_time": 1763816688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}

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)