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Trade: FIL/USDT/720/SSF/OHLC4/4935

Strategy
FIL/USDT/720/SSF/OHLC4/4935
Pair
FIL_USDT
Interval
12h
Score
309362
Daily Profit
0.212861
Profit Factor
1.720363
Profitability
42.553191
Streak
0.000000
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-10-09 15:06
Expiration Time
2025-12-02 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 814343.1085 557580.6561 256762.4524 3188836.941 -1505216.6818 4694053.6228
Total P&L (%) 814.3431 557.5807 256.7625 3188.8369 -1505.2167 4694.0536
Avg Daily Profit (%) 0.4474 0.3064 0.1411 0.1921 0 0.2129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101254 -93240 -28423 -6912598 -6669039 -1621021
Profit Factor 3.2362 3.5329 2.7827 1.1837 0.8612 1.7204
Total Trades 94 47 47 94 47 47
Winning Trades 27 7 20 27 7 20
Losing Trades 67 40 27 67 40 27
Profitability (%) 28.7234 14.8936 42.5532 28.7234 14.8936 42.5532
Ratio Avg Win / Avg Loss 8.0305 20.1877 3.7566 2.9374 4.9209 2.3225
Largest Winning Trade 518233 518233 69181 2643145 2643145 2263402
Largest Losing Trade -18568 -17286 -18568 -870419 -801105 -870419
Avg Bars in Trades 37 27 47 37 27 47
Avg Bars in Winners 102 116 98 102 116 98
Avg Bars in Losers 10 11 10 10 11 10
Bars Traded 3516 1273 2243 3516 1273 2243
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 114652 -58610 -2206 -22506 -652276 309362
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760011586154,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            814343.1084755693,
            557580.6561097492,
            256762.4523658208,
            3188836.9410193223,
            -1505216.6818222336,
            4694053.622841554
        ],
        [
            814.343108,
            557.580656,
            256.762452,
            3188.836941,
            -1505.216682,
            4694.053623
        ],
        [
            0.447441,
            0.306363,
            0.141078,
            0.192114,
            0,
            0.212861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101254,
            -93240,
            -28423,
            -6912598,
            -6669039,
            -1621021
        ],
        [
            3.236154,
            3.53285,
            2.78268,
            1.183721,
            0.861151,
            1.720363
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            27,
            7,
            20,
            27,
            7,
            20
        ],
        [
            67,
            40,
            27,
            67,
            40,
            27
        ],
        [
            28.723404,
            14.893617,
            42.553191,
            28.723404,
            14.893617,
            42.553191
        ],
        [
            8.030455,
            20.187716,
            3.756617,
            2.937383,
            4.920863,
            2.32249
        ],
        [
            518233,
            518233,
            69181,
            2643145,
            2643145,
            2263402
        ],
        [
            -18568,
            -17286,
            -18568,
            -870419,
            -801105,
            -870419
        ],
        [
            37,
            27,
            47,
            37,
            27,
            47
        ],
        [
            102,
            116,
            98,
            102,
            116,
            98
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            3516,
            1273,
            2243,
            3516,
            1273,
            2243
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            114652,
            -58610,
            -2206,
            -22506,
            -652276,
            309362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3640,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760011586154,
    "expiration_time": 1764685440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)