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Trade: NEAR/USDT/480/SSF/MIDPRICE/8606

Strategy
NEAR/USDT/480/SSF/MIDPRICE/8606
Pair
NEAR_USDT
Interval
8h
Score
300707
Daily Profit
0.337967
Profit Factor
3.171954
Profitability
39.024390
Streak
0.000000
Best Strategy
Training Data Length
1824.000000
Evaluation Time
2025-10-12 01:58
Expiration Time
2025-12-05 11:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 653511.2592 616452.1423 37059.1169 263930.9481 1149025.8763 -885094.9283
Total P&L (%) 653.5113 616.4521 37.0591 263.9309 1149.0259 -885.0949
Avg Daily Profit (%) 0.3583 0.338 0.0203 0.0708 0.1385 0
Buy And Hold Return (%) 177.6479 177.6479 177.6479 177.6479 177.6479 177.6479
Max Trade Drawdown -127080 -75330 -119369 -1325955 -453787 -1572552
Profit Factor 2.0613 3.172 1.1116 1.0841 1.9676 0.546
Total Trades 82 41 41 82 41 41
Winning Trades 39 16 23 39 16 23
Losing Trades 43 25 18 43 25 18
Profitability (%) 47.561 39.0244 56.0976 47.561 39.0244 56.0976
Ratio Avg Win / Avg Loss 2.2727 4.9562 0.87 1.1953 3.0744 0.4273
Largest Winning Trade 264433 264433 53451 897812 897812 141947
Largest Losing Trade -64179 -40927 -64179 -896255 -278324 -896255
Avg Bars in Trades 64 71 57 64 71 57
Avg Bars in Winners 83 106 68 83 106 68
Avg Bars in Losers 47 49 44 47 49 44
Bars Traded 5311 2940 2371 5311 2940 2371
Profit Streak 0 0 34.9574 0 0 34.9574
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 38706 300707 -429518 -250718 -8539 -579409
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5472,
    "evaluation_days": 1824,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1605168000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760223520912,
    "expiration_time": 1764926208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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": [
        [
            653511.2591840238,
            616452.1422923026,
            37059.1168917218,
            263930.9480520351,
            1149025.876340354,
            -885094.9282883187
        ],
        [
            653.511259,
            616.452142,
            37.059117,
            263.930948,
            1149.025876,
            -885.094928
        ],
        [
            0.358285,
            0.337967,
            0.020317,
            0.070847,
            0.138525,
            0
        ],
        [
            177.647927,
            177.647927,
            177.647927,
            177.647927,
            177.647927,
            177.647927
        ],
        [
            -127080,
            -75330,
            -119369,
            -1325955,
            -453787,
            -1572552
        ],
        [
            2.061269,
            3.171954,
            1.111638,
            1.084137,
            1.967604,
            0.545975
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            47.560976,
            39.02439,
            56.097561,
            47.560976,
            39.02439,
            56.097561
        ],
        [
            2.272681,
            4.956178,
            0.869977,
            1.19533,
            3.074381,
            0.427285
        ],
        [
            264433,
            264433,
            53451,
            897812,
            897812,
            141947
        ],
        [
            -64179,
            -40927,
            -64179,
            -896255,
            -278324,
            -896255
        ],
        [
            64,
            71,
            57,
            64,
            71,
            57
        ],
        [
            83,
            106,
            68,
            83,
            106,
            68
        ],
        [
            47,
            49,
            44,
            47,
            49,
            44
        ],
        [
            5311,
            2940,
            2371,
            5311,
            2940,
            2371
        ],
        [
            0,
            0,
            34.957418,
            0,
            0,
            34.957418
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            38706,
            300707,
            -429518,
            -250718,
            -8539,
            -579409
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5472,
    "evaluation_days": 1824,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1605168000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760223520912,
    "expiration_time": 1764926208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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)