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Trade: FIL/USDT/480/HILO/SSF/6508

Strategy
FIL/USDT/480/HILO/SSF/6508
Pair
FIL_USDT
Interval
8h
Score
353367
Daily Profit
0.454875
Profit Factor
1.925114
Profitability
34.754098
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-10-01 15:06
Expiration Time
2025-11-24 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 824232.68 500636.6987 323595.9813 6317206.4208 -2485734.4757 8802940.8966
Total P&L (%) 824.2327 500.6367 323.596 6317.2064 -2485.7345 8802.9409
Avg Daily Profit (%) 0.4549 0.2763 0.1786 0.2299 0 0.248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104241 -88912 -39674 -12764116 -11929686 -4417579
Profit Factor 1.9251 1.9747 1.8576 1.1383 0.9039 1.4446
Total Trades 305 153 152 305 153 152
Winning Trades 106 42 64 106 42 64
Losing Trades 199 111 88 199 111 88
Profitability (%) 34.7541 27.451 42.1053 34.7541 27.451 42.1053
Ratio Avg Win / Avg Loss 3.6141 5.2189 2.5542 2.1371 2.3889 1.9864
Largest Winning Trade 338922 338922 55877 5776042 5776042 3836853
Largest Losing Trade -16911 -16252 -16911 -1880017 -1880017 -1826246
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 33 39 28 33 39 28
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 5403 2712 2691 5403 2712 2691
Profit Streak 0 0 13.8376 0 0 13.8376
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353367 -6047 324373 -63015 -596488 308671
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320369650,
    "expiration_time": 1764002304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 9,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            824232.6800156273,
            500636.6987030831,
            323595.9813125441,
            6317206.42083554,
            -2485734.4757272466,
            8802940.89656279
        ],
        [
            824.23268,
            500.636699,
            323.595981,
            6317.206421,
            -2485.734476,
            8802.940897
        ],
        [
            0.454875,
            0.27629,
            0.178585,
            0.229931,
            0,
            0.248043
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104241,
            -88912,
            -39674,
            -12764116,
            -11929686,
            -4417579
        ],
        [
            1.925114,
            1.974736,
            1.857572,
            1.13833,
            0.903913,
            1.444637
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            106,
            42,
            64,
            106,
            42,
            64
        ],
        [
            199,
            111,
            88,
            199,
            111,
            88
        ],
        [
            34.754098,
            27.45098,
            42.105263,
            34.754098,
            27.45098,
            42.105263
        ],
        [
            3.614129,
            5.218944,
            2.554162,
            2.137054,
            2.388912,
            1.986376
        ],
        [
            338922,
            338922,
            55877,
            5776042,
            5776042,
            3836853
        ],
        [
            -16911,
            -16252,
            -16911,
            -1880017,
            -1880017,
            -1826246
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            33,
            39,
            28,
            33,
            39,
            28
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5403,
            2712,
            2691,
            5403,
            2712,
            2691
        ],
        [
            0,
            0,
            13.837612,
            0,
            0,
            13.837612
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353367,
            -6047,
            324373,
            -63015,
            -596488,
            308671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759320369650,
    "expiration_time": 1764002304000,
    "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": 9,
            "offset": 0,
            "poles": 3
        }
    }
}

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)