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Trade: ONE/USDT/480/SSF/MIDPOINT/3216

Strategy
ONE/USDT/480/SSF/MIDPOINT/3216
Pair
ONE_USDT
Interval
8h
Score
572565
Daily Profit
0.909824
Profit Factor
3.702532
Profitability
38.541667
Streak
0.000000
Best Strategy
Training Data Length
2309.000000
Evaluation Time
2025-09-25 23:01
Expiration Time
2025-12-04 00:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2100782.7977 1998231.7494 102551.0482 728917.8337 3672624.3732 -2943706.5395
Total P&L (%) 2100.7828 1998.2317 102.551 728.9178 3672.6244 -2943.7065
Avg Daily Profit (%) 0.9098 0.8654 0.0444 0.0916 0.1574 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187800 -123396 -148549 -7218303 -3929148 -4387728
Profit Factor 3.7025 5.3056 1.3274 1.054 1.5003 0.5214
Total Trades 96 48 48 96 48 48
Winning Trades 37 16 21 37 16 21
Losing Trades 59 32 27 59 32 27
Profitability (%) 38.5417 33.3333 43.75 38.5417 33.3333 43.75
Ratio Avg Win / Avg Loss 5.904 10.6111 1.7066 1.6807 3.0005 0.6704
Largest Winning Trade 1770010 1770010 66499 7399124 7399124 558122
Largest Losing Trade -55284 -55284 -52334 -2924704 -2924704 -2526838
Avg Bars in Trades 70 73 67 70 73 67
Avg Bars in Winners 109 116 104 109 116 104
Avg Bars in Losers 45 52 38 45 52 38
Bars Traded 6776 3534 3242 6776 3534 3242
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 572565 534564 -134567 -234393 133172 -583119

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6927,
    "evaluation_days": 2309,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561132800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830498766,
    "expiration_time": 1764800928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 63,
            "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": [
        [
            2100782.797654054,
            1998231.7494395538,
            102551.0482144991,
            728917.8336581799,
            3672624.373188127,
            -2943706.5395299443
        ],
        [
            2100.782798,
            1998.231749,
            102.551048,
            728.917834,
            3672.624373,
            -2943.70654
        ],
        [
            0.909824,
            0.86541,
            0.044414,
            0.091638,
            0.15735,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187800,
            -123396,
            -148549,
            -7218303,
            -3929148,
            -4387728
        ],
        [
            3.702532,
            5.305566,
            1.327394,
            1.054026,
            1.500257,
            0.521386
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            38.541667,
            33.333333,
            43.75,
            38.541667,
            33.333333,
            43.75
        ],
        [
            5.904038,
            10.611133,
            1.706649,
            1.680744,
            3.000514,
            0.670353
        ],
        [
            1770010,
            1770010,
            66499,
            7399124,
            7399124,
            558122
        ],
        [
            -55284,
            -55284,
            -52334,
            -2924704,
            -2924704,
            -2526838
        ],
        [
            70,
            73,
            67,
            70,
            73,
            67
        ],
        [
            109,
            116,
            104,
            109,
            116,
            104
        ],
        [
            45,
            52,
            38,
            45,
            52,
            38
        ],
        [
            6776,
            3534,
            3242,
            6776,
            3534,
            3242
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            572565,
            534564,
            -134567,
            -234393,
            133172,
            -583119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6927,
    "evaluation_days": 2309,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561132800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830498766,
    "expiration_time": 1764800928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 63,
            "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)