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Trade: ETC/USDT/720/SSF/DCM/7409

Strategy
ETC/USDT/720/SSF/DCM/7409
Pair
ETC_USDT
Interval
12h
Score
434055
Daily Profit
0.361165
Profit Factor
2.945364
Profitability
51.136364
Streak
0.000000
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-06 02:00
Expiration Time
2025-12-19 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 903815.069 783316.4336 120498.6355 5438098.7982 2525052.3808 2913046.4174
Total P&L (%) 903.8151 783.3164 120.4986 5438.0988 2525.0524 2913.0464
Avg Daily Profit (%) 0.3612 0.313 0.0482 0.1605 0.1307 0.1362
Buy And Hold Return (%) 332.974 332.974 332.974 332.974 332.974 332.974
Max Trade Drawdown -72509 -66053 -52413 -5886348 -3602870 -2806296
Profit Factor 2.9454 4.4068 1.5135 1.3028 1.2293 1.4191
Total Trades 88 44 44 88 44 44
Winning Trades 45 19 26 45 19 26
Losing Trades 43 25 18 43 25 18
Profitability (%) 51.1364 43.1818 59.0909 51.1364 43.1818 59.0909
Ratio Avg Win / Avg Loss 2.8145 5.7985 1.0478 1.2449 1.6175 0.9824
Largest Winning Trade 472180 472180 41523 2958581 2958581 1673673
Largest Losing Trade -34261 -34261 -32953 -1801077 -1801077 -1070295
Avg Bars in Trades 55 55 55 55 55 55
Avg Bars in Winners 76 89 67 76 89 67
Avg Bars in Losers 33 29 37 33 29 37
Bars Traded 4887 2450 2437 4887 2450 2437
Profit Streak 0 0 87.4587 0 0 87.4587
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434055 332336 -290796 294605 -20003 -9476
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759705235309,
    "expiration_time": 1766152080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "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": [
        [
            903815.0690430432,
            783316.4335581675,
            120498.6354848755,
            5438098.798219055,
            2525052.380770418,
            2913046.417448637
        ],
        [
            903.815069,
            783.316434,
            120.498635,
            5438.098798,
            2525.052381,
            2913.046417
        ],
        [
            0.361165,
            0.313014,
            0.048151,
            0.160538,
            0.130662,
            0.136178
        ],
        [
            332.974013,
            332.974013,
            332.974013,
            332.974013,
            332.974013,
            332.974013
        ],
        [
            -72509,
            -66053,
            -52413,
            -5886348,
            -3602870,
            -2806296
        ],
        [
            2.945364,
            4.406849,
            1.513469,
            1.302766,
            1.229337,
            1.419074
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            51.136364,
            43.181818,
            59.090909,
            51.136364,
            43.181818,
            59.090909
        ],
        [
            2.814459,
            5.798486,
            1.047786,
            1.244865,
            1.617548,
            0.982436
        ],
        [
            472180,
            472180,
            41523,
            2958581,
            2958581,
            1673673
        ],
        [
            -34261,
            -34261,
            -32953,
            -1801077,
            -1801077,
            -1070295
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            76,
            89,
            67,
            76,
            89,
            67
        ],
        [
            33,
            29,
            37,
            33,
            29,
            37
        ],
        [
            4887,
            2450,
            2437,
            4887,
            2450,
            2437
        ],
        [
            0,
            0,
            87.458742,
            0,
            0,
            87.458742
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434055,
            332336,
            -290796,
            294605,
            -20003,
            -9476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759705235309,
    "expiration_time": 1766152080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "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)