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Trade: C98/USDT/120/SSF/SWMA/5855

Strategy
C98/USDT/120/SSF/SWMA/5855
Pair
C98_USDT
Interval
2h
Score
335405
Daily Profit
0.209733
Profit Factor
1.336433
Profitability
46.524064
Streak
17.528955
Best Strategy
Training Data Length
1524.000000
Evaluation Time
2025-09-25 21:41
Expiration Time
2025-11-18 12:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319632.8861 172115.439 147517.4471 764.1289 -65308.461 66072.5898
Total P&L (%) 319.6329 172.1154 147.5174 0.7641 -65.3085 66.0726
Avg Daily Profit (%) 0.2097 0.1129 0.0968 0.0005 -0.0694 0.0333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176479 -133125 -100955 -706234 -478989 -326917
Profit Factor 1.3364 1.3248 1.3512 1.0003 0.9488 1.0655
Total Trades 187 94 93 187 94 93
Winning Trades 87 40 47 87 40 47
Losing Trades 100 54 46 100 54 46
Profitability (%) 46.5241 42.5532 50.5376 46.5241 42.5532 50.5376
Ratio Avg Win / Avg Loss 1.5361 1.7884 1.3224 1.1498 1.2809 1.0428
Largest Winning Trade 278513 278513 46337 278513 278513 149836
Largest Losing Trade -31784 -30591 -31784 -213591 -213591 -97334
Avg Bars in Trades 96 96 97 96 96 97
Avg Bars in Winners 120 121 120 120 121 120
Avg Bars in Losers 75 77 73 75 77 73
Bars Traded 18051 9027 9024 18051 9027 9024
Profit Streak 17.529 82.3623 0 17.529 82.3623 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335405 -42664 -63584 -577882 -580898 -297401

Evaluation Data

{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18288,
    "evaluation_days": 1524,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627804800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758825701692,
    "expiration_time": 1763462649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 107,
            "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": [
        [
            319632.8860702284,
            172115.4390164138,
            147517.4470538147,
            764.1288658781,
            -65308.4609500649,
            66072.5898159429
        ],
        [
            319.632886,
            172.115439,
            147.517447,
            0.764129,
            -65.308461,
            66.07259
        ],
        [
            0.209733,
            0.112937,
            0.096796,
            0.000499,
            -0.069443,
            0.03329
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176479,
            -133125,
            -100955,
            -706234,
            -478989,
            -326917
        ],
        [
            1.336433,
            1.324766,
            1.351152,
            1.000335,
            0.948778,
            1.065494
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            100,
            54,
            46,
            100,
            54,
            46
        ],
        [
            46.524064,
            42.553191,
            50.537634,
            46.524064,
            42.553191,
            50.537634
        ],
        [
            1.53613,
            1.788435,
            1.322404,
            1.14981,
            1.28085,
            1.042824
        ],
        [
            278513,
            278513,
            46337,
            278513,
            278513,
            149836
        ],
        [
            -31784,
            -30591,
            -31784,
            -213591,
            -213591,
            -97334
        ],
        [
            96,
            96,
            97,
            96,
            96,
            97
        ],
        [
            120,
            121,
            120,
            120,
            121,
            120
        ],
        [
            75,
            77,
            73,
            75,
            77,
            73
        ],
        [
            18051,
            9027,
            9024,
            18051,
            9027,
            9024
        ],
        [
            17.528955,
            82.362288,
            0,
            17.528955,
            82.362288,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335405,
            -42664,
            -63584,
            -577882,
            -580898,
            -297401
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18288,
    "evaluation_days": 1524,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627804800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758825701692,
    "expiration_time": 1763462649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 107,
            "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)