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Trade: ONE/USDT/120/SSF/KCL/7353

Strategy
ONE/USDT/120/SSF/KCL/7353
Pair
ONE_USDT
Interval
2h
Score
506271
Daily Profit
0.212085
Profit Factor
2.285298
Profitability
52.671756
Streak
104.900325
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-07 08:36
Expiration Time
2025-12-21 05:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3032402.4039 -78732.2793 -2953670.1246 -99810.3404 8149065.5265 -8248875.8669
Total P&L (%) -3032.4024 -78.7323 -2953.6701 -99.8103 8149.0655 -8248.8759
Avg Daily Profit (%) -1.4559 -0.0378 -1.4181 -0.3005 0.2121 0
Buy And Hold Return (%) 65.5449 65.5449 65.5449 65.5449 65.5449 65.5449
Max Trade Drawdown -3172417 -200032 -3092996 -42534906 -5740330 -37222944
Profit Factor 0.2664 0.8357 0.1917 0.9978 2.2853 0.7879
Total Trades 261 131 130 261 131 130
Winning Trades 190 84 106 140 69 71
Losing Trades 71 47 24 121 62 59
Profitability (%) 72.7969 64.1221 81.5385 53.6398 52.6718 54.6154
Ratio Avg Win / Avg Loss 0.0995 0.4676 0.0434 0.8624 2.0535 0.6547
Largest Winning Trade 28641 28641 22202 5558906 3332876 5558906
Largest Losing Trade -2681188 -56541 -2681188 -37111498 -4429878 -37111498
Avg Bars in Trades 94 52 136 94 52 136
Avg Bars in Winners 41 20 58 97 57 135
Avg Bars in Losers 234 109 480 90 46 137
Bars Traded 24588 6847 17741 24588 6847 17741
Profit Streak 67.1503 104.9003 67.1503 67.1503 104.9003 67.1503
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575075 -577722 -576112 -577558 506271 -579830
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579788000000,
    "first_datapoint_time": 1581242400000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759815388116,
    "expiration_time": 1766288044800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 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": [
        [
            -3032402.4038513578,
            -78732.2792920576,
            -2953670.124559298,
            -99810.3403993738,
            8149065.526468189,
            -8248875.866867568
        ],
        [
            -3032.402404,
            -78.732279,
            -2953.670125,
            -99.81034,
            8149.065526,
            -8248.875867
        ],
        [
            -1.455905,
            -0.037801,
            -1.418104,
            -0.30047,
            0.212085,
            0
        ],
        [
            65.544872,
            65.544872,
            65.544872,
            65.544872,
            65.544872,
            65.544872
        ],
        [
            -3172417,
            -200032,
            -3092996,
            -42534906,
            -5740330,
            -37222944
        ],
        [
            0.266361,
            0.835662,
            0.191723,
            0.997793,
            2.285298,
            0.787896
        ],
        [
            261,
            131,
            130,
            261,
            131,
            130
        ],
        [
            190,
            84,
            106,
            140,
            69,
            71
        ],
        [
            71,
            47,
            24,
            121,
            62,
            59
        ],
        [
            72.796935,
            64.122137,
            81.538462,
            53.639847,
            52.671756,
            54.615385
        ],
        [
            0.099535,
            0.467573,
            0.043409,
            0.862379,
            2.053456,
            0.654731
        ],
        [
            28641,
            28641,
            22202,
            5558906,
            3332876,
            5558906
        ],
        [
            -2681188,
            -56541,
            -2681188,
            -37111498,
            -4429878,
            -37111498
        ],
        [
            94,
            52,
            136,
            94,
            52,
            136
        ],
        [
            41,
            20,
            58,
            97,
            57,
            135
        ],
        [
            234,
            109,
            480,
            90,
            46,
            137
        ],
        [
            24588,
            6847,
            17741,
            24588,
            6847,
            17741
        ],
        [
            67.150325,
            104.900325,
            67.150325,
            67.150325,
            104.900325,
            67.150325
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575075,
            -577722,
            -576112,
            -577558,
            506271,
            -579830
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579788000000,
    "first_datapoint_time": 1581242400000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759815388116,
    "expiration_time": 1766288044800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 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)