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Trade: DOT/USDT/360/SSF/HL2/3869

Strategy
DOT/USDT/360/SSF/HL2/3869
Pair
DOT_USDT
Interval
6h
Score
344691
Daily Profit
0.458507
Profit Factor
3.060357
Profitability
32.330827
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-29 06:37
Expiration Time
2025-11-24 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 856262.384 698173.3123 158089.0717 4812439.9276 1959445.2141 2852994.7134
Total P&L (%) 856.2624 698.1733 158.0891 4812.4399 1959.4452 2852.9947
Avg Daily Profit (%) 0.4585 0.3739 0.0847 0.2088 0.1621 0.1814
Buy And Hold Return (%) 28.5484 28.5484 28.5484 28.5484 28.5484 28.5484
Max Trade Drawdown -63820 -47719 -57542 -3528113 -1853724 -2134329
Profit Factor 3.0604 4.6224 1.7094 1.5291 1.4321 1.6256
Total Trades 133 67 66 133 67 66
Winning Trades 43 20 23 43 20 23
Losing Trades 90 47 43 90 47 43
Profitability (%) 32.3308 29.8507 34.8485 32.3308 29.8507 34.8485
Ratio Avg Win / Avg Loss 6.4054 10.8627 3.1958 3.2004 3.3654 3.0391
Largest Winning Trade 493816 493816 61171 2375142 2375142 1729227
Largest Losing Trade -13971 -10021 -13971 -700694 -519238 -700694
Avg Bars in Trades 56 47 65 56 47 65
Avg Bars in Winners 137 118 154 137 118 154
Avg Bars in Losers 16 16 17 16 16 17
Bars Traded 7450 3159 4291 7450 3159 4291
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 344691 -108352 -208021 150789 -115677 -119393
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7470,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1597773600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117019836,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            856262.384036378,
            698173.3123070068,
            158089.0717293714,
            4812439.927578675,
            1959445.2141292475,
            2852994.7134494274
        ],
        [
            856.262384,
            698.173312,
            158.089072,
            4812.439928,
            1959.445214,
            2852.994713
        ],
        [
            0.458507,
            0.373855,
            0.084653,
            0.208751,
            0.162114,
            0.181444
        ],
        [
            28.548387,
            28.548387,
            28.548387,
            28.548387,
            28.548387,
            28.548387
        ],
        [
            -63820,
            -47719,
            -57542,
            -3528113,
            -1853724,
            -2134329
        ],
        [
            3.060357,
            4.622423,
            1.709388,
            1.529099,
            1.432083,
            1.625566
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            32.330827,
            29.850746,
            34.848485,
            32.330827,
            29.850746,
            34.848485
        ],
        [
            6.405398,
            10.862695,
            3.195812,
            3.20044,
            3.365396,
            3.039102
        ],
        [
            493816,
            493816,
            61171,
            2375142,
            2375142,
            1729227
        ],
        [
            -13971,
            -10021,
            -13971,
            -700694,
            -519238,
            -700694
        ],
        [
            56,
            47,
            65,
            56,
            47,
            65
        ],
        [
            137,
            118,
            154,
            137,
            118,
            154
        ],
        [
            16,
            16,
            17,
            16,
            16,
            17
        ],
        [
            7450,
            3159,
            4291,
            7450,
            3159,
            4291
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344691,
            -108352,
            -208021,
            150789,
            -115677,
            -119393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7470,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1597773600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117019836,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hl2",
        "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)