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Trade: ONE/USDT/120/SSF/JMA/6835

Strategy
ONE/USDT/120/SSF/JMA/6835
Pair
ONE_USDT
Interval
2h
Score
511111
Daily Profit
0.580394
Profit Factor
1.741750
Profitability
42.216359
Streak
10.477677
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-01 14:27
Expiration Time
2025-12-15 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1208768.3056 1055006.4765 153761.8291 5797420.5362 1783101.206 4014319.3302
Total P&L (%) 1208.7683 1055.0065 153.7618 5797.4205 1783.1012 4014.3193
Avg Daily Profit (%) 0.5804 0.5066 0.0738 0.196 0.141 0.1786
Buy And Hold Return (%) 96.4876 96.4876 96.4876 96.4876 96.4876 96.4876
Max Trade Drawdown -189361 -90572 -253612 -14116489 -12272712 -7011721
Profit Factor 1.7418 2.3615 1.1799 1.0881 1.0504 1.1318
Total Trades 379 189 190 379 189 190
Winning Trades 160 73 87 160 73 87
Losing Trades 219 116 103 219 116 103
Profitability (%) 42.2164 38.6243 45.7895 42.2164 38.6243 45.7895
Ratio Avg Win / Avg Loss 2.384 3.7526 1.3969 1.4893 1.6692 1.34
Largest Winning Trade 576346 576346 54752 3435543 3435543 2523628
Largest Losing Trade -25375 -19209 -25375 -2896539 -2896539 -2309853
Avg Bars in Trades 65 63 67 65 63 67
Avg Bars in Winners 100 100 100 100 100 100
Avg Bars in Losers 39 40 39 39 40 39
Bars Traded 24842 12016 12825 24842 12016 12825
Profit Streak 10.4777 0 12.7277 10.4777 0 12.7277
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511111 401980 -127198 -116036 -172272 -68271
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1579752000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318071351,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 111,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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": [
        [
            1208768.3056212869,
            1055006.4764765222,
            153761.829144764,
            5797420.536203198,
            1783101.2060377279,
            4014319.330165473
        ],
        [
            1208.768306,
            1055.006476,
            153.761829,
            5797.420536,
            1783.101206,
            4014.31933
        ],
        [
            0.580394,
            0.506564,
            0.073829,
            0.195955,
            0.141049,
            0.178635
        ],
        [
            96.487603,
            96.487603,
            96.487603,
            96.487603,
            96.487603,
            96.487603
        ],
        [
            -189361,
            -90572,
            -253612,
            -14116489,
            -12272712,
            -7011721
        ],
        [
            1.74175,
            2.361537,
            1.179891,
            1.088074,
            1.050416,
            1.131806
        ],
        [
            379,
            189,
            190,
            379,
            189,
            190
        ],
        [
            160,
            73,
            87,
            160,
            73,
            87
        ],
        [
            219,
            116,
            103,
            219,
            116,
            103
        ],
        [
            42.216359,
            38.624339,
            45.789474,
            42.216359,
            38.624339,
            45.789474
        ],
        [
            2.384021,
            3.752579,
            1.396882,
            1.489301,
            1.669153,
            1.339955
        ],
        [
            576346,
            576346,
            54752,
            3435543,
            3435543,
            2523628
        ],
        [
            -25375,
            -19209,
            -25375,
            -2896539,
            -2896539,
            -2309853
        ],
        [
            65,
            63,
            67,
            65,
            63,
            67
        ],
        [
            100,
            100,
            100,
            100,
            100,
            100
        ],
        [
            39,
            40,
            39,
            39,
            40,
            39
        ],
        [
            24842,
            12016,
            12825,
            24842,
            12016,
            12825
        ],
        [
            10.477677,
            0,
            12.727678,
            10.477678,
            0,
            12.727678
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511111,
            401980,
            -127198,
            -116036,
            -172272,
            -68271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1579752000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318071351,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 111,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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)