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Trade: ONE/USDT/720/SSF/SMA/4093

Strategy
ONE/USDT/720/SSF/SMA/4093
Pair
ONE_USDT
Interval
12h
Score
642334
Daily Profit
1.223632
Profit Factor
4.523003
Profitability
41.304348
Streak
0.000000
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 14:20
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2838214.3534 2646254.0333 191960.3201 3435559.069 1176479.655 2259079.414
Total P&L (%) 2838.2144 2646.254 191.9603 3435.5591 1176.4797 2259.0794
Avg Daily Profit (%) 1.2236 1.1409 0.0828 0.1538 0.1099 0.1364
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128963 -119458 -107297 -9253428 -6556385 -4121554
Profit Factor 4.523 6.7992 1.5495 1.1115 1.0663 1.1729
Total Trades 92 46 46 92 46 46
Winning Trades 38 14 24 38 14 24
Losing Trades 54 32 22 54 32 22
Profitability (%) 41.3043 30.4348 52.1739 41.3043 30.4348 52.1739
Ratio Avg Win / Avg Loss 6.4274 15.5411 1.4204 1.5795 2.4372 1.0751
Largest Winning Trade 2322569 2322569 66864 6165562 6165562 2856509
Largest Losing Trade -50020 -39446 -50020 -3018220 -2393095 -3018220
Avg Bars in Trades 49 46 52 49 46 52
Avg Bars in Winners 82 96 74 82 96 74
Avg Bars in Losers 26 25 28 26 25 28
Bars Traded 4572 2161 2411 4572 2161 2411
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 642334 520380 -80496 -92285 -199963 -40577
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749623622,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 23,
            "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": [
        [
            2838214.3533802936,
            2646254.0332630556,
            191960.320117237,
            3435559.069046292,
            1176479.6550374273,
            2259079.4140088703
        ],
        [
            2838.214353,
            2646.254033,
            191.96032,
            3435.559069,
            1176.479655,
            2259.079414
        ],
        [
            1.223632,
            1.140873,
            0.082759,
            0.153835,
            0.109855,
            0.136366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128963,
            -119458,
            -107297,
            -9253428,
            -6556385,
            -4121554
        ],
        [
            4.523003,
            6.799248,
            1.549535,
            1.111476,
            1.066276,
            1.172875
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            38,
            14,
            24,
            38,
            14,
            24
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            41.304348,
            30.434783,
            52.173913,
            41.304348,
            30.434783,
            52.173913
        ],
        [
            6.427425,
            15.541137,
            1.420408,
            1.579466,
            2.437202,
            1.075136
        ],
        [
            2322569,
            2322569,
            66864,
            6165562,
            6165562,
            2856509
        ],
        [
            -50020,
            -39446,
            -50020,
            -3018220,
            -2393095,
            -3018220
        ],
        [
            49,
            46,
            52,
            49,
            46,
            52
        ],
        [
            82,
            96,
            74,
            82,
            96,
            74
        ],
        [
            26,
            25,
            28,
            26,
            25,
            28
        ],
        [
            4572,
            2161,
            2411,
            4572,
            2161,
            2411
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            642334,
            520380,
            -80496,
            -92285,
            -199963,
            -40577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749623622,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 23,
            "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)