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Trade: ONE/USDT/720/SSF/EMA/8133

Strategy
ONE/USDT/720/SSF/EMA/8133
Pair
ONE_USDT
Interval
12h
Score
344062
Daily Profit
0.354294
Profit Factor
2.934753
Profitability
36.111111
Streak
0.000000
Best Strategy
Training Data Length
2315.000000
Evaluation Time
2025-10-01 17:05
Expiration Time
2025-12-10 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 910236.2609 820189.7929 90046.468 268146.4899 753868.5303 -485722.0404
Total P&L (%) 910.2363 820.1898 90.0465 268.1465 753.8685 -485.722
Avg Daily Profit (%) 0.3932 0.3543 0.0389 0.0563 0.0927 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124279 -156968 -139194 -1646141 -1138043 -1319692
Profit Factor 2.0958 2.9348 1.2214 1.0636 1.3729 0.7785
Total Trades 72 36 36 72 36 36
Winning Trades 33 13 20 33 13 20
Losing Trades 39 23 16 39 23 16
Profitability (%) 45.8333 36.1111 55.5556 45.8333 36.1111 55.5556
Ratio Avg Win / Avg Loss 2.4769 5.1923 0.9771 1.257 2.429 0.6228
Largest Winning Trade 300357 300357 63147 864072 864072 374336
Largest Losing Trade -71762 -56448 -71762 -1271582 -571422 -1271582
Avg Bars in Trades 63 73 53 63 73 53
Avg Bars in Winners 78 87 72 78 87 72
Avg Bars in Losers 50 64 29 50 64 29
Bars Traded 4545 2632 1913 4545 2632 1913
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 -71723 344062 -142288 -353656 -72575 -580059
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4630,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562025600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327551780,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "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": [
        [
            910236.2609283722,
            820189.79290035,
            90046.4680280224,
            268146.4898900625,
            753868.5302818976,
            -485722.0403918352
        ],
        [
            910.236261,
            820.189793,
            90.046468,
            268.14649,
            753.86853,
            -485.72204
        ],
        [
            0.393191,
            0.354294,
            0.038897,
            0.056314,
            0.092683,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124279,
            -156968,
            -139194,
            -1646141,
            -1138043,
            -1319692
        ],
        [
            2.09581,
            2.934753,
            1.221393,
            1.063627,
            1.372905,
            0.778483
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            45.833333,
            36.111111,
            55.555556,
            45.833333,
            36.111111,
            55.555556
        ],
        [
            2.476866,
            5.192255,
            0.977114,
            1.257014,
            2.428986,
            0.622787
        ],
        [
            300357,
            300357,
            63147,
            864072,
            864072,
            374336
        ],
        [
            -71762,
            -56448,
            -71762,
            -1271582,
            -571422,
            -1271582
        ],
        [
            63,
            73,
            53,
            63,
            73,
            53
        ],
        [
            78,
            87,
            72,
            78,
            87,
            72
        ],
        [
            50,
            64,
            29,
            50,
            64,
            29
        ],
        [
            4545,
            2632,
            1913,
            4545,
            2632,
            1913
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71723,
            344062,
            -142288,
            -353656,
            -72575,
            -580059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4630,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562025600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327551780,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "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)