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Trade: FIL/USDT/30/SSF/KCU/3637

Strategy
FIL/USDT/30/SSF/KCU/3637
Pair
FIL_USDT
Interval
30m
Score
339942
Daily Profit
0.232122
Profit Factor
1.296182
Profitability
48.913043
Streak
12.002055
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 14:32
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120896.2161 37957.3142 82938.9019 116311.8835 24904.7896 91407.094
Total P&L (%) 120.8962 37.9573 82.9389 116.3119 24.9048 91.4071
Avg Daily Profit (%) 0.2321 0.0729 0.1592 0.1482 0.0427 0.1247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48167 -51863 -27953 -58310 -90653 -43364
Profit Factor 1.2962 1.1534 1.5162 1.1953 1.0696 1.3844
Total Trades 184 92 92 184 92 92
Winning Trades 90 40 50 90 40 50
Losing Trades 94 52 42 94 52 42
Profitability (%) 48.913 43.4783 54.3478 48.913 43.4783 54.3478
Ratio Avg Win / Avg Loss 1.3538 1.4994 1.2736 1.2484 1.3905 1.1629
Largest Winning Trade 27560 27560 27429 39039 33106 39039
Largest Losing Trade -18819 -17950 -18819 -32975 -19848 -32975
Avg Bars in Trades 133 195 72 133 195 72
Avg Bars in Winners 147 221 87 147 221 87
Avg Bars in Losers 120 174 53 120 174 53
Bars Traded 24596 17942 6654 24596 17942 6654
Profit Streak 12.0021 12.0021 13.4396 12.0021 12.0021 13.4396
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339942 -152660 339932 23504 -286216 -25134

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714008600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758886377518,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            120896.2160906344,
            37957.3142140612,
            82938.9018765732,
            116311.8835330625,
            24904.7895506998,
            91407.0939823628
        ],
        [
            120.896216,
            37.957314,
            82.938902,
            116.311884,
            24.90479,
            91.407094
        ],
        [
            0.232122,
            0.072879,
            0.159244,
            0.148249,
            0.042707,
            0.124731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48167,
            -51863,
            -27953,
            -58310,
            -90653,
            -43364
        ],
        [
            1.296182,
            1.153359,
            1.516189,
            1.195304,
            1.069621,
            1.384353
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            94,
            52,
            42,
            94,
            52,
            42
        ],
        [
            48.913043,
            43.478261,
            54.347826,
            48.913043,
            43.478261,
            54.347826
        ],
        [
            1.35379,
            1.499367,
            1.273598,
            1.248429,
            1.390507,
            1.162856
        ],
        [
            27560,
            27560,
            27429,
            39039,
            33106,
            39039
        ],
        [
            -18819,
            -17950,
            -18819,
            -32975,
            -19848,
            -32975
        ],
        [
            133,
            195,
            72,
            133,
            195,
            72
        ],
        [
            147,
            221,
            87,
            147,
            221,
            87
        ],
        [
            120,
            174,
            53,
            120,
            174,
            53
        ],
        [
            24596,
            17942,
            6654,
            24596,
            17942,
            6654
        ],
        [
            12.002055,
            12.002055,
            13.439555,
            12.002055,
            12.002055,
            13.439555
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339942,
            -152660,
            339932,
            23504,
            -286216,
            -25134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714008600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758886377518,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)