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Trade: FIL/USDT/720/SSF/HILO/2242

Strategy
FIL/USDT/720/SSF/HILO/2242
Pair
FIL_USDT
Interval
12h
Score
354380
Daily Profit
0.178311
Profit Factor
1.516064
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
1805.500000
Evaluation Time
2025-09-27 03:56
Expiration Time
2025-11-17 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816194.8751 590151.0236 226043.8515 1634651.993 -759517.2005 2394169.1935
Total P&L (%) 816.1949 590.151 226.0439 1634.652 -759.5172 2394.1692
Avg Daily Profit (%) 0.4521 0.3269 0.1252 0.1582 0 0.1783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96137 -68152 -56556 -2993778 -2542488 -1501921
Profit Factor 3.267 4.1684 2.3008 1.1651 0.8556 1.5161
Total Trades 61 30 31 61 30 31
Winning Trades 27 10 17 27 10 17
Losing Trades 34 20 14 34 20 14
Profitability (%) 44.2623 33.3333 54.8387 44.2623 33.3333 54.8387
Ratio Avg Win / Avg Loss 4.114 8.3368 1.8948 1.4672 1.7112 1.2485
Largest Winning Trade 577529 577529 71893 1331955 1061687 1331955
Largest Losing Trade -46590 -29008 -46590 -1501921 -1289278 -1501921
Avg Bars in Trades 57 40 73 57 40 73
Avg Bars in Winners 94 78 104 94 78 104
Avg Bars in Losers 27 21 36 27 21 36
Bars Traded 3507 1214 2293 3507 1214 2293
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 -151793 352014 -20908 -199417 -584529 354380
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934559874,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            816194.8751355766,
            590151.0236294221,
            226043.8515061543,
            1634651.9930449703,
            -759517.2004984199,
            2394169.1935433904
        ],
        [
            816.194875,
            590.151024,
            226.043852,
            1634.651993,
            -759.5172,
            2394.169194
        ],
        [
            0.45206,
            0.326863,
            0.125197,
            0.158164,
            0,
            0.178311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96137,
            -68152,
            -56556,
            -2993778,
            -2542488,
            -1501921
        ],
        [
            3.266988,
            4.168397,
            2.300798,
            1.165146,
            0.855576,
            1.516064
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            27,
            10,
            17,
            27,
            10,
            17
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            44.262295,
            33.333333,
            54.83871,
            44.262295,
            33.333333,
            54.83871
        ],
        [
            4.113985,
            8.336794,
            1.894775,
            1.467221,
            1.711152,
            1.248524
        ],
        [
            577529,
            577529,
            71893,
            1331955,
            1061687,
            1331955
        ],
        [
            -46590,
            -29008,
            -46590,
            -1501921,
            -1289278,
            -1501921
        ],
        [
            57,
            40,
            73,
            57,
            40,
            73
        ],
        [
            94,
            78,
            104,
            94,
            78,
            104
        ],
        [
            27,
            21,
            36,
            27,
            21,
            36
        ],
        [
            3507,
            1214,
            2293,
            3507,
            1214,
            2293
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151793,
            352014,
            -20908,
            -199417,
            -584529,
            354380
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3611,
    "evaluation_days": 1805.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603627200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758934559874,
    "expiration_time": 1763395056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 144,
            "offset": 0,
            "poles": 3
        }
    },
    "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)