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Trade: FIL/USDT/720/SSF/MIDPOINT/4974

Strategy
FIL/USDT/720/SSF/MIDPOINT/4974
Pair
FIL_USDT
Interval
12h
Score
334565
Daily Profit
0.190349
Profit Factor
1.468190
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 14:26
Expiration Time
2025-11-22 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344532.0466 195114.3641 149417.6826 72200.3185 -194659.5965 266859.915
Total P&L (%) 344.532 195.1144 149.4177 72.2003 -194.6596 266.8599
Avg Daily Profit (%) 0.1903 0.1078 0.0826 0.03 0 0.0718
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175252 -192772 -43374 -617197 -554130 -128639
Profit Factor 1.4682 1.398 1.6082 1.0469 0.8219 1.5987
Total Trades 138 69 69 138 69 69
Winning Trades 69 31 38 69 31 38
Losing Trades 69 38 31 69 38 31
Profitability (%) 50 44.9275 55.0725 50 44.9275 55.0725
Ratio Avg Win / Avg Loss 1.4682 1.7137 1.312 1.0469 1.0075 1.3042
Largest Winning Trade 198542 198542 53189 253772 253772 229789
Largest Losing Trade -38071 -38071 -33631 -228588 -228588 -69274
Avg Bars in Trades 25 32 19 25 32 19
Avg Bars in Winners 33 43 25 33 43 25
Avg Bars in Losers 17 23 10 17 23 10
Bars Traded 3540 2227 1313 3540 2227 1313
Profit Streak 0 0 44.4765 0 0 44.4765
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334565 -151212 -180995 -321030 -683042 -195303
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605139200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145172011,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "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": [
        [
            344532.0466275915,
            195114.3640633131,
            149417.6825642782,
            72200.3184642591,
            -194659.5965276831,
            266859.9149919424
        ],
        [
            344.532047,
            195.114364,
            149.417683,
            72.200318,
            -194.659597,
            266.859915
        ],
        [
            0.190349,
            0.107798,
            0.082551,
            0.030031,
            0,
            0.071838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175252,
            -192772,
            -43374,
            -617197,
            -554130,
            -128639
        ],
        [
            1.46819,
            1.39802,
            1.608207,
            1.046926,
            0.821888,
            1.598745
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            50,
            44.927536,
            55.072464,
            50,
            44.927536,
            55.072464
        ],
        [
            1.46819,
            1.713702,
            1.311958,
            1.046926,
            1.007476,
            1.30424
        ],
        [
            198542,
            198542,
            53189,
            253772,
            253772,
            229789
        ],
        [
            -38071,
            -38071,
            -33631,
            -228588,
            -228588,
            -69274
        ],
        [
            25,
            32,
            19,
            25,
            32,
            19
        ],
        [
            33,
            43,
            25,
            33,
            43,
            25
        ],
        [
            17,
            23,
            10,
            17,
            23,
            10
        ],
        [
            3540,
            2227,
            1313,
            3540,
            2227,
            1313
        ],
        [
            0,
            0,
            44.476528,
            0,
            0,
            44.476528
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334565,
            -151212,
            -180995,
            -321030,
            -683042,
            -195303
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605139200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759145172011,
    "expiration_time": 1763795520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "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)