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Trade: OP/USDT/120/SSF/MIDPRICE/8997

Strategy
OP/USDT/120/SSF/MIDPRICE/8997
Pair
OP_USDT
Interval
2h
Score
363025
Daily Profit
0.216524
Profit Factor
1.276636
Profitability
54.222222
Streak
10.327674
Best Strategy
Training Data Length
1217.670000
Evaluation Time
2025-10-01 02:51
Expiration Time
2025-11-13 20:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263654.4092 243890.4008 19764.0084 51852.5755 108689.9807 -56837.4052
Total P&L (%) 263.6544 243.8904 19.764 51.8526 108.69 -56.8374
Avg Daily Profit (%) 0.2165 0.2003 0.0162 0.0343 0.0604 -0.069
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95687 -85216 -105722 -235247 -225685 -209601
Profit Factor 1.2766 1.5136 1.0413 1.0336 1.1371 0.9243
Total Trades 225 112 113 225 112 113
Winning Trades 122 60 62 122 60 62
Losing Trades 103 52 51 103 52 51
Profitability (%) 54.2222 53.5714 54.8673 54.2222 53.5714 54.8673
Ratio Avg Win / Avg Loss 1.0778 1.3118 0.8566 0.8726 0.9855 0.7603
Largest Winning Trade 72482 72482 24940 92185 92185 46104
Largest Losing Trade -53419 -37368 -53419 -105746 -105746 -80931
Avg Bars in Trades 63 69 56 63 69 56
Avg Bars in Winners 63 64 62 63 64 62
Avg Bars in Losers 63 76 50 63 76 50
Bars Traded 14235 7809 6426 14235 7809 6426
Profit Streak 10.3277 0 12.661 10.3277 0 12.661
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363025 331907 -353954 -331124 -183431 -579787
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14612,
    "evaluation_days": 1217.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654977600000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759276311009,
    "expiration_time": 1763057030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "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": [
        [
            263654.4091923893,
            243890.400783279,
            19764.0084091104,
            51852.5755367442,
            108689.9807012102,
            -56837.405164466
        ],
        [
            263.654409,
            243.890401,
            19.764008,
            51.852576,
            108.689981,
            -56.837405
        ],
        [
            0.216524,
            0.200293,
            0.016231,
            0.034312,
            0.060435,
            -0.068976
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95687,
            -85216,
            -105722,
            -235247,
            -225685,
            -209601
        ],
        [
            1.276636,
            1.513627,
            1.041327,
            1.033596,
            1.137075,
            0.924268
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            122,
            60,
            62,
            122,
            60,
            62
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            54.222222,
            53.571429,
            54.867257,
            54.222222,
            53.571429,
            54.867257
        ],
        [
            1.077815,
            1.31181,
            0.856575,
            0.872626,
            0.985465,
            0.760285
        ],
        [
            72482,
            72482,
            24940,
            92185,
            92185,
            46104
        ],
        [
            -53419,
            -37368,
            -53419,
            -105746,
            -105746,
            -80931
        ],
        [
            63,
            69,
            56,
            63,
            69,
            56
        ],
        [
            63,
            64,
            62,
            63,
            64,
            62
        ],
        [
            63,
            76,
            50,
            63,
            76,
            50
        ],
        [
            14235,
            7809,
            6426,
            14235,
            7809,
            6426
        ],
        [
            10.327674,
            0,
            12.661007,
            10.327674,
            0,
            12.661007
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363025,
            331907,
            -353954,
            -331124,
            -183431,
            -579787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14612,
    "evaluation_days": 1217.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654977600000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759276311009,
    "expiration_time": 1763057030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "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)