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Trade: FIL/USDT/480/SSF/MIDPRICE/7395

Strategy
FIL/USDT/480/SSF/MIDPRICE/7395
Pair
FIL_USDT
Interval
8h
Score
338490
Daily Profit
0.167548
Profit Factor
1.387927
Profitability
47.457627
Streak
30.370798
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 11:53
Expiration Time
2025-11-22 17:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303261.1366 212406.3815 90854.7551 -43431.9696 -119747.5525 76315.5829
Total P&L (%) 303.2611 212.4064 90.8548 -43.432 -119.7476 76.3156
Avg Daily Profit (%) 0.1675 0.1174 0.0502 -0.0315 0 0.0313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -261389 -260345 -47132 -466190 -441786 -155992
Profit Factor 1.3879 1.3802 1.4073 0.9599 0.8435 1.2395
Total Trades 118 59 59 118 59 59
Winning Trades 56 24 32 56 24 32
Losing Trades 62 35 27 62 35 27
Profitability (%) 47.4576 40.678 54.2373 47.4576 40.678 54.2373
Ratio Avg Win / Avg Loss 1.5366 2.0128 1.1874 1.0628 1.2301 1.0458
Largest Winning Trade 259239 259239 41304 264661 264661 141267
Largest Losing Trade -43406 -43406 -36957 -154855 -154855 -121246
Avg Bars in Trades 44 68 21 44 68 21
Avg Bars in Winners 48 77 26 48 77 26
Avg Bars in Losers 41 61 15 41 61 15
Bars Traded 5292 4028 1264 5292 4028 1264
Profit Streak 30.3708 30.3708 32.0375 30.3708 30.3708 32.0375
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338490 -214695 -300451 -578784 -759154 -326622
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5430,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759136036933,
    "expiration_time": 1763824320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "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": [
        [
            303261.1365890281,
            212406.3815293713,
            90854.7550596572,
            -43431.9696359483,
            -119747.5525051583,
            76315.5828692101
        ],
        [
            303.261137,
            212.406382,
            90.854755,
            -43.43197,
            -119.747553,
            76.315583
        ],
        [
            0.167548,
            0.117352,
            0.050196,
            -0.031472,
            0,
            0.031337
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -261389,
            -260345,
            -47132,
            -466190,
            -441786,
            -155992
        ],
        [
            1.387927,
            1.380181,
            1.407327,
            0.959927,
            0.843507,
            1.239522
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            47.457627,
            40.677966,
            54.237288,
            47.457627,
            40.677966,
            54.237288
        ],
        [
            1.536633,
            2.012764,
            1.187432,
            1.062776,
            1.230114,
            1.045847
        ],
        [
            259239,
            259239,
            41304,
            264661,
            264661,
            141267
        ],
        [
            -43406,
            -43406,
            -36957,
            -154855,
            -154855,
            -121246
        ],
        [
            44,
            68,
            21,
            44,
            68,
            21
        ],
        [
            48,
            77,
            26,
            48,
            77,
            26
        ],
        [
            41,
            61,
            15,
            41,
            61,
            15
        ],
        [
            5292,
            4028,
            1264,
            5292,
            4028,
            1264
        ],
        [
            30.370798,
            30.370798,
            32.037464,
            30.370798,
            30.370798,
            32.037464
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338490,
            -214695,
            -300451,
            -578784,
            -759154,
            -326622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5430,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605571200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759136036933,
    "expiration_time": 1763824320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "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)