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Trade: EGLD/USDT/120/SSF/KCB/7624

Strategy
EGLD/USDT/120/SSF/KCB/7624
Pair
EGLD_USDT
Interval
2h
Score
312840
Daily Profit
0.283509
Profit Factor
1.467661
Profitability
38.827839
Streak
11.300834
Best Strategy
Training Data Length
1862.580000
Evaluation Time
2025-10-10 06:13
Expiration Time
2025-12-16 05:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 528057.874 437486.4495 90571.4245 589004.1628 192644.7062 396359.4566
Total P&L (%) 528.0579 437.4865 90.5714 589.0042 192.6447 396.3595
Avg Daily Profit (%) 0.2835 0.2349 0.0486 0.1037 0.0577 0.0861
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100052 -90580 -114982 -2237287 -1855700 -1056811
Profit Factor 1.4677 1.8145 1.153 1.0444 1.0297 1.0584
Total Trades 273 137 136 273 137 136
Winning Trades 106 52 54 106 52 54
Losing Trades 167 85 82 167 85 82
Profitability (%) 38.8278 37.9562 39.7059 38.8278 37.9562 39.7059
Ratio Avg Win / Avg Loss 2.3123 2.9661 1.7508 1.6454 1.6832 1.6072
Largest Winning Trade 248337 248337 42616 883566 883566 469986
Largest Losing Trade -27727 -17447 -27727 -293347 -259373 -293347
Avg Bars in Trades 81 78 84 81 78 84
Avg Bars in Winners 128 123 132 128 123 132
Avg Bars in Losers 51 50 52 51 50 52
Bars Traded 22206 10761 11445 22206 10761 11445
Profit Streak 11.3008 17.8842 0 11.3008 17.8842 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312840 253881 -183304 -227030 -306977 -237412
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22351,
    "evaluation_days": 1862.58,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760065992111,
    "expiration_time": 1765854979200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            528057.8739972317,
            437486.4495029612,
            90571.4244942709,
            589004.1627849435,
            192644.7061560946,
            396359.4566288481
        ],
        [
            528.057874,
            437.48645,
            90.571424,
            589.004163,
            192.644706,
            396.359457
        ],
        [
            0.283509,
            0.234882,
            0.048627,
            0.103678,
            0.057667,
            0.086054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100052,
            -90580,
            -114982,
            -2237287,
            -1855700,
            -1056811
        ],
        [
            1.467661,
            1.814528,
            1.152981,
            1.044381,
            1.029695,
            1.058426
        ],
        [
            273,
            137,
            136,
            273,
            137,
            136
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            167,
            85,
            82,
            167,
            85,
            82
        ],
        [
            38.827839,
            37.956204,
            39.705882,
            38.827839,
            37.956204,
            39.705882
        ],
        [
            2.312259,
            2.966055,
            1.750824,
            1.645393,
            1.683155,
            1.607239
        ],
        [
            248337,
            248337,
            42616,
            883566,
            883566,
            469986
        ],
        [
            -27727,
            -17447,
            -27727,
            -293347,
            -259373,
            -293347
        ],
        [
            81,
            78,
            84,
            81,
            78,
            84
        ],
        [
            128,
            123,
            132,
            128,
            123,
            132
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            22206,
            10761,
            11445,
            22206,
            10761,
            11445
        ],
        [
            11.300834,
            17.884168,
            0,
            11.300835,
            17.884168,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312840,
            253881,
            -183304,
            -227030,
            -306977,
            -237412
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22351,
    "evaluation_days": 1862.58,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760065992111,
    "expiration_time": 1765854979200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)