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Trade: OP/USDT/60/SSF/MIDPRICE/6953

Strategy
OP/USDT/60/SSF/MIDPRICE/6953
Pair
OP_USDT
Interval
1h
Score
337860
Daily Profit
0.197093
Profit Factor
1.251866
Profitability
49.137931
Streak
8.692923
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 06:37
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205295.705 152947.11 52348.595 97245.4172 63796.0938 33449.3234
Total P&L (%) 205.2957 152.9471 52.3486 97.2454 63.7961 33.4493
Avg Daily Profit (%) 0.1971 0.1468 0.0503 0.0652 0.0474 0.0277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103970 -79663 -100024 -120924 -130480 -131500
Profit Factor 1.2519 1.3662 1.1317 1.1079 1.1339 1.0787
Total Trades 232 116 116 232 116 116
Winning Trades 114 60 54 114 60 54
Losing Trades 118 56 62 118 56 62
Profitability (%) 49.1379 51.7241 46.5517 49.1379 51.7241 46.5517
Ratio Avg Win / Avg Loss 1.2958 1.2751 1.2994 1.1467 1.0583 1.2385
Largest Winning Trade 65147 65147 24647 50010 50010 28802
Largest Losing Trade -33683 -31983 -33683 -45200 -45200 -27932
Avg Bars in Trades 106 111 100 106 111 100
Avg Bars in Winners 109 105 113 109 105 113
Avg Bars in Losers 103 118 89 103 118 89
Bars Traded 24668 12963 11705 24668 12963 11705
Profit Streak 8.6929 16.4013 8.6929 8.6929 16.4013 8.6929
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337860 144566 -203510 -205710 -202703 -293585

Evaluation Data

{
    "trading_pair": "OP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669518000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758857868536,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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": [
        [
            205295.7050332236,
            152947.1100095254,
            52348.5950236982,
            97245.4171785647,
            63796.0938269592,
            33449.3233516053
        ],
        [
            205.295705,
            152.94711,
            52.348595,
            97.245417,
            63.796094,
            33.449323
        ],
        [
            0.197093,
            0.146836,
            0.050257,
            0.065235,
            0.047385,
            0.027706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103970,
            -79663,
            -100024,
            -120924,
            -130480,
            -131500
        ],
        [
            1.251866,
            1.366151,
            1.131734,
            1.107858,
            1.133919,
            1.078662
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            114,
            60,
            54,
            114,
            60,
            54
        ],
        [
            118,
            56,
            62,
            118,
            56,
            62
        ],
        [
            49.137931,
            51.724138,
            46.551724,
            49.137931,
            51.724138,
            46.551724
        ],
        [
            1.295792,
            1.275074,
            1.299398,
            1.14673,
            1.058324,
            1.238464
        ],
        [
            65147,
            65147,
            24647,
            50010,
            50010,
            28802
        ],
        [
            -33683,
            -31983,
            -33683,
            -45200,
            -45200,
            -27932
        ],
        [
            106,
            111,
            100,
            106,
            111,
            100
        ],
        [
            109,
            105,
            113,
            109,
            105,
            113
        ],
        [
            103,
            118,
            89,
            103,
            118,
            89
        ],
        [
            24668,
            12963,
            11705,
            24668,
            12963,
            11705
        ],
        [
            8.692923,
            16.401256,
            8.692923,
            8.692923,
            16.401256,
            8.692923
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337860,
            144566,
            -203510,
            -205710,
            -202703,
            -293585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669518000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758857868536,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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)