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Trade: UNI/USDT/480/SSF/MIDPOINT/5477

Strategy
UNI/USDT/480/SSF/MIDPOINT/5477
Pair
UNI_USDT
Interval
8h
Score
449361
Daily Profit
0.390707
Profit Factor
3.834227
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1837.330000
Evaluation Time
2025-09-28 07:21
Expiration Time
2025-11-22 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 753291.4126 717856.8533 35434.5593 599284.4813 439706.5657 159577.9157
Total P&L (%) 753.2914 717.8569 35.4346 599.2845 439.7066 159.5779
Avg Daily Profit (%) 0.41 0.3907 0.0193 0.1059 0.0918 0.0519
Buy And Hold Return (%) 129.583 129.583 129.583 129.583 129.583 129.583
Max Trade Drawdown -109804 -85743 -103061 -309534 -270509 -232102
Profit Factor 2.3358 3.8342 1.1141 1.4264 1.6019 1.2364
Total Trades 96 48 48 96 48 48
Winning Trades 41 20 21 41 20 21
Losing Trades 55 28 27 55 28 27
Profitability (%) 42.7083 41.6667 43.75 42.7083 41.6667 43.75
Ratio Avg Win / Avg Loss 3.1334 5.3679 1.4324 1.9134 2.2427 1.5896
Largest Winning Trade 596346 596346 44492 238583 238583 122803
Largest Losing Trade -28538 -26871 -28538 -146794 -146794 -107816
Avg Bars in Trades 56 59 52 56 59 52
Avg Bars in Winners 83 85 81 83 85 81
Avg Bars in Losers 35 41 30 35 41 30
Bars Traded 5398 2867 2531 5398 2867 2531
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 392753 449361 -430265 -53455 -73290 -218865
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5512,
    "evaluation_days": 1837.33,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1602144000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759033303639,
    "expiration_time": 1763779968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "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": [
        [
            753291.4125859803,
            717856.8533061562,
            35434.5592798237,
            599284.4813287008,
            439706.5656643853,
            159577.9156643155
        ],
        [
            753.291413,
            717.856853,
            35.434559,
            599.284481,
            439.706566,
            159.577916
        ],
        [
            0.409992,
            0.390707,
            0.019286,
            0.10591,
            0.091798,
            0.05193
        ],
        [
            129.582991,
            129.582991,
            129.582991,
            129.582991,
            129.582991,
            129.582991
        ],
        [
            -109804,
            -85743,
            -103061,
            -309534,
            -270509,
            -232102
        ],
        [
            2.335786,
            3.834227,
            1.114066,
            1.426373,
            1.601945,
            1.23639
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            42.708333,
            41.666667,
            43.75,
            42.708333,
            41.666667,
            43.75
        ],
        [
            3.133372,
            5.367917,
            1.432371,
            1.913428,
            2.242724,
            1.589644
        ],
        [
            596346,
            596346,
            44492,
            238583,
            238583,
            122803
        ],
        [
            -28538,
            -26871,
            -28538,
            -146794,
            -146794,
            -107816
        ],
        [
            56,
            59,
            52,
            56,
            59,
            52
        ],
        [
            83,
            85,
            81,
            83,
            85,
            81
        ],
        [
            35,
            41,
            30,
            35,
            41,
            30
        ],
        [
            5398,
            2867,
            2531,
            5398,
            2867,
            2531
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            392753,
            449361,
            -430265,
            -53455,
            -73290,
            -218865
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5512,
    "evaluation_days": 1837.33,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1602144000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759033303639,
    "expiration_time": 1763779968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "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)