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Trade: FIL/USDT/480/SSF/HILO/7156

Strategy
FIL/USDT/480/SSF/HILO/7156
Pair
FIL_USDT
Interval
8h
Score
317513
Daily Profit
0.229645
Profit Factor
1.581649
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-25 13:05
Expiration Time
2025-11-18 14:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414738.0776 246710.4502 168027.6273 180353.072 -667042.2402 847395.3122
Total P&L (%) 414.7381 246.7105 168.0276 180.3531 -667.0422 847.3953
Avg Daily Profit (%) 0.2296 0.1366 0.093 0.0571 0 0.1246
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131748 -100792 -88337 -1792286 -1208222 -1342049
Profit Factor 1.5816 1.6609 1.4945 1.0333 0.7582 1.3181
Total Trades 154 77 77 154 77 77
Winning Trades 66 24 42 66 24 42
Losing Trades 88 53 35 88 53 35
Profitability (%) 42.8571 31.1688 54.5455 42.8571 31.1688 54.5455
Ratio Avg Win / Avg Loss 2.1089 3.6679 1.2454 1.3777 1.6744 1.0984
Largest Winning Trade 253325 253325 63644 754700 433108 754700
Largest Losing Trade -49438 -21479 -49438 -648868 -212346 -648868
Avg Bars in Trades 34 25 43 34 25 43
Avg Bars in Winners 51 43 56 51 43 56
Avg Bars in Losers 22 17 28 22 17 28
Bars Traded 5347 1986 3361 5347 1986 3361
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 317513 -56522 -108850 -302589 -627003 -67454

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5418,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758794744661,
    "expiration_time": 1763468352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            414738.0775675126,
            246710.450237689,
            168027.6273298235,
            180353.0719770528,
            -667042.2402104194,
            847395.3121874725
        ],
        [
            414.738078,
            246.71045,
            168.027627,
            180.353072,
            -667.04224,
            847.395312
        ],
        [
            0.229645,
            0.136606,
            0.093039,
            0.057097,
            0,
            0.124582
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131748,
            -100792,
            -88337,
            -1792286,
            -1208222,
            -1342049
        ],
        [
            1.581649,
            1.660943,
            1.494537,
            1.03326,
            0.758202,
            1.318112
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            66,
            24,
            42,
            66,
            24,
            42
        ],
        [
            88,
            53,
            35,
            88,
            53,
            35
        ],
        [
            42.857143,
            31.168831,
            54.545455,
            42.857143,
            31.168831,
            54.545455
        ],
        [
            2.108866,
            3.667917,
            1.245447,
            1.37768,
            1.674363,
            1.098427
        ],
        [
            253325,
            253325,
            63644,
            754700,
            433108,
            754700
        ],
        [
            -49438,
            -21479,
            -49438,
            -648868,
            -212346,
            -648868
        ],
        [
            34,
            25,
            43,
            34,
            25,
            43
        ],
        [
            51,
            43,
            56,
            51,
            43,
            56
        ],
        [
            22,
            17,
            28,
            22,
            17,
            28
        ],
        [
            5347,
            1986,
            3361,
            5347,
            1986,
            3361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317513,
            -56522,
            -108850,
            -302589,
            -627003,
            -67454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5418,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603382400000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758794744661,
    "expiration_time": 1763468352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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)