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Trade: ONE/USDT/240/SSF/JMA/1473

Strategy
ONE/USDT/240/SSF/JMA/1473
Pair
ONE_USDT
Interval
4h
Score
342792
Daily Profit
0.429735
Profit Factor
1.821037
Profitability
37.244898
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-27 01:36
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 991471.3408 862664.0112 128807.3296 1067298.6202 971684.476 95614.1442
Total P&L (%) 991.4713 862.664 128.8073 1067.2986 971.6845 95.6141
Avg Daily Profit (%) 0.4297 0.3739 0.0558 0.1066 0.1029 0.0291
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176640 -131890 -174968 -7616130 -5368901 -2247229
Profit Factor 1.821 2.5062 1.2029 1.0713 1.1153 1.0146
Total Trades 196 98 98 196 98 98
Winning Trades 73 29 44 73 29 44
Losing Trades 123 69 54 123 69 54
Profitability (%) 37.2449 29.5918 44.898 37.2449 29.5918 44.898
Ratio Avg Win / Avg Loss 3.0683 5.9629 1.4763 1.805 2.6536 1.2452
Largest Winning Trade 440968 440968 65700 5078186 5078186 880929
Largest Losing Trade -40297 -22497 -40297 -1442941 -1366360 -1442941
Avg Bars in Trades 70 63 77 70 63 77
Avg Bars in Winners 125 124 127 125 124 127
Avg Bars in Losers 36 37 36 36 37 36
Bars Traded 13745 6187 7558 13745 6187 7558
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 342792 159537 -121154 -195244 -157715 -360758

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559908800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926211139,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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": [
        [
            991471.3408091085,
            862664.0112036668,
            128807.3296054419,
            1067298.6202070669,
            971684.4760161506,
            95614.1441909166
        ],
        [
            991.471341,
            862.664011,
            128.80733,
            1067.29862,
            971.684476,
            95.614144
        ],
        [
            0.429735,
            0.373906,
            0.055829,
            0.106563,
            0.102855,
            0.029086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176640,
            -131890,
            -174968,
            -7616130,
            -5368901,
            -2247229
        ],
        [
            1.821037,
            2.506151,
            1.202903,
            1.071283,
            1.115291,
            1.01461
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            73,
            29,
            44,
            73,
            29,
            44
        ],
        [
            123,
            69,
            54,
            123,
            69,
            54
        ],
        [
            37.244898,
            29.591837,
            44.897959,
            37.244898,
            29.591837,
            44.897959
        ],
        [
            3.068323,
            5.96291,
            1.47629,
            1.805038,
            2.653622,
            1.245203
        ],
        [
            440968,
            440968,
            65700,
            5078186,
            5078186,
            880929
        ],
        [
            -40297,
            -22497,
            -40297,
            -1442941,
            -1366360,
            -1442941
        ],
        [
            70,
            63,
            77,
            70,
            63,
            77
        ],
        [
            125,
            124,
            127,
            125,
            124,
            127
        ],
        [
            36,
            37,
            36,
            36,
            37,
            36
        ],
        [
            13745,
            6187,
            7558,
            13745,
            6187,
            7558
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342792,
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            -121154,
            -195244,
            -157715,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559908800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926211139,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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)