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Trade: ONE/USDT/120/SSF/KCU/2578

Strategy
ONE/USDT/120/SSF/KCU/2578
Pair
ONE_USDT
Interval
2h
Score
513364
Daily Profit
1.446617
Profit Factor
4.825774
Profitability
34.939759
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-09-29 23:57
Expiration Time
2025-12-13 21:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3013056.2944 2950400.9334 62655.361 907983.3821 4441890.894 -3533907.512
Total P&L (%) 3013.0563 2950.4009 62.6554 907.9834 4441.8909 -3533.9075
Avg Daily Profit (%) 1.4466 1.4165 0.0301 0.111 0.1834 0
Buy And Hold Return (%) 75.5639 75.5639 75.5639 75.5639 75.5639 75.5639
Max Trade Drawdown -192027 -189355 -97885 -11251519 -7033428 -4971119
Profit Factor 4.8258 7.2323 1.1994 1.038 1.313 0.6358
Total Trades 83 42 41 83 42 41
Winning Trades 29 11 18 29 11 18
Losing Trades 54 31 23 54 31 23
Profitability (%) 34.9398 26.1905 43.9024 34.9398 26.1905 43.9024
Ratio Avg Win / Avg Loss 8.9859 20.3819 1.5326 1.9328 3.7002 0.8124
Largest Winning Trade 2623119 2623119 78295 8294265 8294265 1217690
Largest Losing Trade -46282 -39886 -46282 -2947524 -2532840 -2947524
Avg Bars in Trades 298 348 246 298 348 246
Avg Bars in Winners 500 704 376 500 704 376
Avg Bars in Losers 189 222 144 189 222 144
Bars Traded 24747 14647 10100 24747 14647 10100
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 513364 -2295 -320845 -229152 -15354 -583113
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580623200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179460395,
    "expiration_time": 1765654444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 216,
            "offset": 204,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 132,
            "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": [
        [
            3013056.2943937373,
            2950400.9334326866,
            62655.3609610494,
            907983.3820644564,
            4441890.894024329,
            -3533907.5119598727
        ],
        [
            3013.056294,
            2950.400933,
            62.655361,
            907.983382,
            4441.890894,
            -3533.907512
        ],
        [
            1.446617,
            1.416535,
            0.030082,
            0.110994,
            0.183377,
            0
        ],
        [
            75.56391,
            75.56391,
            75.56391,
            75.56391,
            75.56391,
            75.56391
        ],
        [
            -192027,
            -189355,
            -97885,
            -11251519,
            -7033428,
            -4971119
        ],
        [
            4.825774,
            7.232276,
            1.199437,
            1.037996,
            1.312958,
            0.635806
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            34.939759,
            26.190476,
            43.902439,
            34.939759,
            26.190476,
            43.902439
        ],
        [
            8.985924,
            20.381869,
            1.532614,
            1.932821,
            3.700154,
            0.812419
        ],
        [
            2623119,
            2623119,
            78295,
            8294265,
            8294265,
            1217690
        ],
        [
            -46282,
            -39886,
            -46282,
            -2947524,
            -2532840,
            -2947524
        ],
        [
            298,
            348,
            246,
            298,
            348,
            246
        ],
        [
            500,
            704,
            376,
            500,
            704,
            376
        ],
        [
            189,
            222,
            144,
            189,
            222,
            144
        ],
        [
            24747,
            14647,
            10100,
            24747,
            14647,
            10100
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513364,
            -2295,
            -320845,
            -229152,
            -15354,
            -583113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580623200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179460395,
    "expiration_time": 1765654444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 216,
            "offset": 204,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 132,
            "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)