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Trade: VET/USDT/720/SSF/OHLC4/1617

Strategy
VET/USDT/720/SSF/OHLC4/1617
Pair
VET_USDT
Interval
12h
Score
384379
Daily Profit
0.654527
Profit Factor
4.650048
Profitability
31.192661
Streak
0.000000
Best Strategy
Training Data Length
2506.000000
Evaluation Time
2025-10-04 03:15
Expiration Time
2025-12-17 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1640245.4724 1481600.4174 158645.055 30216200.2445 29891199.758 325000.4864
Total P&L (%) 1640.2455 1481.6004 158.6451 30216.2002 29891.1998 325.0005
Avg Daily Profit (%) 0.6545 0.5912 0.0633 0.2283 0.2279 0.0578
Buy And Hold Return (%) 362.8405 362.8405 362.8405 362.8405 362.8405 362.8405
Max Trade Drawdown -77153 -52406 -79315 -48710144 -30648738 -43958691
Profit Factor 4.65 8.6385 1.6211 1.1905 1.3927 1.0039
Total Trades 109 55 54 109 55 54
Winning Trades 34 18 16 34 18 16
Losing Trades 75 37 38 75 37 38
Profitability (%) 31.1927 32.7273 29.6296 31.1927 32.7273 29.6296
Ratio Avg Win / Avg Loss 10.2575 17.7568 3.8502 2.6262 2.8627 2.3844
Largest Winning Trade 932236 932236 58907 30598998 30598998 16365331
Largest Losing Trade -19690 -17187 -19690 -9768540 -9250677 -9768540
Avg Bars in Trades 44 41 48 44 41 48
Avg Bars in Winners 113 100 129 113 100 129
Avg Bars in Losers 13 12 13 13 12 13
Bars Traded 4850 2256 2594 4850 2256 2594
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 384379 -169288 -460850 -8568 -177013 -686401
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1543017600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759536939509,
    "expiration_time": 1765988352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            1640245.4723883905,
            1481600.4174155267,
            158645.0549728633,
            30216200.244472682,
            29891199.758027185,
            325000.4864455241
        ],
        [
            1640.245472,
            1481.600417,
            158.645055,
            30216.200244,
            29891.199758,
            325.000486
        ],
        [
            0.654527,
            0.591221,
            0.063306,
            0.228284,
            0.227853,
            0.057755
        ],
        [
            362.840467,
            362.840467,
            362.840467,
            362.840467,
            362.840467,
            362.840467
        ],
        [
            -77153,
            -52406,
            -79315,
            -48710144,
            -30648738,
            -43958691
        ],
        [
            4.650048,
            8.638452,
            1.621138,
            1.190539,
            1.392656,
            1.003941
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            31.192661,
            32.727273,
            29.62963,
            31.192661,
            32.727273,
            29.62963
        ],
        [
            10.25746,
            17.756819,
            3.850203,
            2.626189,
            2.862681,
            2.384361
        ],
        [
            932236,
            932236,
            58907,
            30598998,
            30598998,
            16365331
        ],
        [
            -19690,
            -17187,
            -19690,
            -9768540,
            -9250677,
            -9768540
        ],
        [
            44,
            41,
            48,
            44,
            41,
            48
        ],
        [
            113,
            100,
            129,
            113,
            100,
            129
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            4850,
            2256,
            2594,
            4850,
            2256,
            2594
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384379,
            -169288,
            -460850,
            -8568,
            -177013,
            -686401
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1543017600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759536939509,
    "expiration_time": 1765988352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)