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Trade: ATOM/USDT/30/SSF/MIDPRICE/1346

Strategy
ATOM/USDT/30/SSF/MIDPRICE/1346
Pair
ATOM_USDT
Interval
30m
Score
324850
Daily Profit
0.251040
Profit Factor
1.290519
Profitability
51.912568
Streak
5.217782
Best Strategy
Training Data Length
391.830000
Evaluation Time
2025-09-27 14:13
Expiration Time
2025-11-20 03:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98364.8957 67576.0778 30788.818 86435.6896 61075.3624 25360.3271
Total P&L (%) 98.3649 67.5761 30.7888 86.4357 61.0754 25.3603
Avg Daily Profit (%) 0.251 0.1725 0.0786 0.1591 0.1217 0.0577
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48625 -26344 -72842 -50811 -23220 -68342
Profit Factor 1.2905 1.4758 1.1566 1.2395 1.3932 1.1233
Total Trades 183 91 92 183 91 92
Winning Trades 95 49 46 95 49 46
Losing Trades 88 42 46 88 42 46
Profitability (%) 51.9126 53.8462 50 51.9126 53.8462 50
Ratio Avg Win / Avg Loss 1.1954 1.265 1.1566 1.1481 1.1942 1.1233
Largest Winning Trade 23779 16702 23779 19297 13319 19297
Largest Losing Trade -24078 -12394 -24078 -24251 -14889 -24251
Avg Bars in Trades 100 101 99 100 101 99
Avg Bars in Winners 129 132 126 129 132 126
Avg Bars in Losers 69 65 73 69 65 73
Bars Traded 18417 9237 9180 18417 9237 9180
Profit Streak 5.2178 0 28.0303 5.2178 0 28.0303
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324850 273301 -139093 285331 -31226 -204042
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "30m",
    "packets": 18808,
    "actual_packets": 18808,
    "evaluation_days": 391.83,
    "actual_first_datapoint_time": 1724873400000,
    "first_datapoint_time": 1725316200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758971616376,
    "expiration_time": 1763601033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "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": [
        [
            98364.8957140994,
            67576.0777575278,
            30788.8179565715,
            86435.689562202,
            61075.3624218809,
            25360.327140321
        ],
        [
            98.364896,
            67.576078,
            30.788818,
            86.43569,
            61.075362,
            25.360327
        ],
        [
            0.25104,
            0.172463,
            0.078577,
            0.159103,
            0.121734,
            0.0577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48625,
            -26344,
            -72842,
            -50811,
            -23220,
            -68342
        ],
        [
            1.290519,
            1.475827,
            1.156634,
            1.23947,
            1.393223,
            1.123333
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            51.912568,
            53.846154,
            50,
            51.912568,
            53.846154,
            50
        ],
        [
            1.195428,
            1.264995,
            1.156634,
            1.148141,
            1.194191,
            1.123333
        ],
        [
            23779,
            16702,
            23779,
            19297,
            13319,
            19297
        ],
        [
            -24078,
            -12394,
            -24078,
            -24251,
            -14889,
            -24251
        ],
        [
            100,
            101,
            99,
            100,
            101,
            99
        ],
        [
            129,
            132,
            126,
            129,
            132,
            126
        ],
        [
            69,
            65,
            73,
            69,
            65,
            73
        ],
        [
            18417,
            9237,
            9180,
            18417,
            9237,
            9180
        ],
        [
            5.217782,
            0,
            28.030282,
            5.217782,
            0,
            28.030282
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324850,
            273301,
            -139093,
            285331,
            -31226,
            -204042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "30m",
    "packets": 18808,
    "actual_packets": 18808,
    "evaluation_days": 391.83,
    "actual_first_datapoint_time": 1724873400000,
    "first_datapoint_time": 1725316200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758971616376,
    "expiration_time": 1763601033600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "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)