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Trade: ONE/USDT/120/SSF/SMA/9710

Strategy
ONE/USDT/120/SSF/SMA/9710
Pair
ONE_USDT
Interval
2h
Score
651859
Daily Profit
1.259770
Profit Factor
4.309905
Profitability
42.352941
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 09:56
Expiration Time
2025-12-18 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2624516.9001 2547739.7848 76777.1153 1111264.7253 8330671.5195 -7219406.7941
Total P&L (%) 2624.5169 2547.7398 76.7771 1111.2647 8330.6715 -7219.4068
Avg Daily Profit (%) 1.2598 1.2229 0.0369 0.1198 0.2131 0
Buy And Hold Return (%) 65.0641 65.0641 65.0641 65.0641 65.0641 65.0641
Max Trade Drawdown -180695 -179092 -100222 -34649971 -28824872 -17636865
Profit Factor 4.3099 6.777 1.2182 1.0151 1.2055 0.783
Total Trades 85 43 42 85 43 42
Winning Trades 36 14 22 36 14 22
Losing Trades 49 29 20 49 29 20
Profitability (%) 42.3529 32.5581 52.381 42.3529 32.5581 52.381
Ratio Avg Win / Avg Loss 5.8663 14.038 1.1074 1.3816 2.497 0.7119
Largest Winning Trade 2226442 2226442 79350 17241192 17241192 6672497
Largest Losing Trade -42872 -38043 -42872 -13122928 -9346039 -13122928
Avg Bars in Trades 289 268 311 289 268 311
Avg Bars in Winners 444 494 412 444 494 412
Avg Bars in Losers 176 159 200 176 159 200
Bars Traded 24625 11547 13078 24625 11547 13078
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 651859 551854 -253503 -239377 73249 -580426
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1581242400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561017622,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 243,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 169,
            "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": [
        [
            2624516.900053153,
            2547739.7847590363,
            76777.115294117,
            1111264.7253479485,
            8330671.5194546655,
            -7219406.794106712
        ],
        [
            2624.5169,
            2547.739785,
            76.777115,
            1111.264725,
            8330.671519,
            -7219.406794
        ],
        [
            1.25977,
            1.222917,
            0.036853,
            0.119796,
            0.213081,
            0
        ],
        [
            65.064103,
            65.064103,
            65.064103,
            65.064103,
            65.064103,
            65.064103
        ],
        [
            -180695,
            -179092,
            -100222,
            -34649971,
            -28824872,
            -17636865
        ],
        [
            4.309905,
            6.776973,
            1.218172,
            1.015053,
            1.205461,
            0.783039
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            42.352941,
            32.55814,
            52.380952,
            42.352941,
            32.55814,
            52.380952
        ],
        [
            5.86626,
            14.038016,
            1.107429,
            1.381601,
            2.497027,
            0.711854
        ],
        [
            2226442,
            2226442,
            79350,
            17241192,
            17241192,
            6672497
        ],
        [
            -42872,
            -38043,
            -42872,
            -13122928,
            -9346039,
            -13122928
        ],
        [
            289,
            268,
            311,
            289,
            268,
            311
        ],
        [
            444,
            494,
            412,
            444,
            494,
            412
        ],
        [
            176,
            159,
            200,
            176,
            159,
            200
        ],
        [
            24625,
            11547,
            13078,
            24625,
            11547,
            13078
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            651859,
            551854,
            -253503,
            -239377,
            73249,
            -580426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1581242400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561017622,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 243,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 169,
            "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)