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Trade: ONE/USDT/120/SSF/KCU/8965

Strategy
ONE/USDT/120/SSF/KCU/8965
Pair
ONE_USDT
Interval
2h
Score
705097
Daily Profit
1.843923
Profit Factor
4.932157
Profitability
41.791045
Streak
13.204207
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-06 11:54
Expiration Time
2025-12-20 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3841500.0238 3836417.1455 5082.8783 83980.5497 -331608.439 415588.9888
Total P&L (%) 3841.5 3836.4171 5.0829 83.9806 -331.6084 415.589
Avg Daily Profit (%) 1.8439 1.8415 0.0024 0.0293 0 0.0788
Buy And Hold Return (%) 104.3912 104.3912 104.3912 104.3912 104.3912 104.3912
Max Trade Drawdown -159876 -193101 -57024 -4841808 -5357480 -1542865
Profit Factor 4.9322 6.0769 1.023 1.0054 0.9729 1.1239
Total Trades 134 67 67 134 67 67
Winning Trades 56 23 33 56 23 33
Losing Trades 78 44 34 78 44 34
Profitability (%) 41.791 34.3284 49.2537 41.791 34.3284 49.2537
Ratio Avg Win / Avg Loss 6.8698 11.6253 1.054 1.4004 1.8612 1.158
Largest Winning Trade 3584053 3584053 34604 4469519 4469519 995853
Largest Losing Trade -62703 -62703 -26977 -2820490 -2820490 -828639
Avg Bars in Trades 184 326 42 184 326 42
Avg Bars in Winners 249 522 59 249 522 59
Avg Bars in Losers 138 224 26 138 224 26
Bars Traded 24745 21897 2848 24745 21897 2848
Profit Streak 13.2042 0 104.3709 13.2042 0 104.3709
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 705097 -100454 -667000 -536394 -701052 -290668
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740843498,
    "expiration_time": 1766217600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            3841500.0237874426,
            3836417.1455056416,
            5082.8782818008,
            83980.549748511,
            -331608.4390090699,
            415588.9887575814
        ],
        [
            3841.500024,
            3836.417146,
            5.082878,
            83.98055,
            -331.608439,
            415.588989
        ],
        [
            1.843923,
            1.841483,
            0.00244,
            0.029268,
            0,
            0.078758
        ],
        [
            104.391218,
            104.391218,
            104.391218,
            104.391218,
            104.391218,
            104.391218
        ],
        [
            -159876,
            -193101,
            -57024,
            -4841808,
            -5357480,
            -1542865
        ],
        [
            4.932157,
            6.076875,
            1.02297,
            1.005386,
            0.972904,
            1.123912
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            56,
            23,
            33,
            56,
            23,
            33
        ],
        [
            78,
            44,
            34,
            78,
            44,
            34
        ],
        [
            41.791045,
            34.328358,
            49.253731,
            41.791045,
            34.328358,
            49.253731
        ],
        [
            6.86979,
            11.625326,
            1.053969,
            1.400359,
            1.861208,
            1.15797
        ],
        [
            3584053,
            3584053,
            34604,
            4469519,
            4469519,
            995853
        ],
        [
            -62703,
            -62703,
            -26977,
            -2820490,
            -2820490,
            -828639
        ],
        [
            184,
            326,
            42,
            184,
            326,
            42
        ],
        [
            249,
            522,
            59,
            249,
            522,
            59
        ],
        [
            138,
            224,
            26,
            138,
            224,
            26
        ],
        [
            24745,
            21897,
            2848,
            24745,
            21897,
            2848
        ],
        [
            13.204207,
            0,
            104.370874,
            13.204207,
            0,
            104.370874
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            705097,
            -100454,
            -667000,
            -536394,
            -701052,
            -290668
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740843498,
    "expiration_time": 1766217600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)