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Trade: DOT/USDT/240/SSF/JMA/1993

Strategy
DOT/USDT/240/SSF/JMA/1993
Pair
DOT_USDT
Interval
4h
Score
511981
Daily Profit
0.408779
Profit Factor
2.079048
Profitability
59.259259
Streak
0.000000
Best Strategy
Training Data Length
1877.170000
Evaluation Time
2025-10-09 00:34
Expiration Time
2025-12-04 05:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 767346.9685 683740.5299 83606.4386 322730.4637 810341.4005 -487610.9368
Total P&L (%) 767.347 683.7405 83.6064 322.7305 810.3414 -487.6109
Avg Daily Profit (%) 0.4088 0.3642 0.0445 0.0768 0.1177 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142658 -89531 -80329 -1600709 -424725 -1192820
Profit Factor 2.079 3.0257 1.2238 1.0699 1.4062 0.8143
Total Trades 135 68 67 135 68 67
Winning Trades 80 35 45 80 35 45
Losing Trades 55 33 22 55 33 22
Profitability (%) 59.2593 51.4706 67.1642 59.2593 51.4706 67.1642
Ratio Avg Win / Avg Loss 1.4293 2.8528 0.5983 0.7355 1.3258 0.3981
Largest Winning Trade 632381 632381 36829 734535 734535 274894
Largest Losing Trade -61978 -34677 -61978 -1192820 -276692 -1192820
Avg Bars in Trades 81 80 82 81 80 82
Avg Bars in Winners 88 87 89 88 87 89
Avg Bars in Losers 70 72 67 70 72 67
Bars Traded 11011 5479 5532 11011 5479 5532
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 511981 -93768 -249924 -234173 -143675 -695233
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11263,
    "evaluation_days": 1877.17,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759959240755,
    "expiration_time": 1764819216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "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": [
        [
            767346.9685028899,
            683740.5299294546,
            83606.4385734358,
            322730.463730608,
            810341.4005003934,
            -487610.936769785
        ],
        [
            767.346969,
            683.74053,
            83.606439,
            322.730464,
            810.341401,
            -487.610937
        ],
        [
            0.408779,
            0.36424,
            0.044539,
            0.076824,
            0.117728,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142658,
            -89531,
            -80329,
            -1600709,
            -424725,
            -1192820
        ],
        [
            2.079048,
            3.025674,
            1.223788,
            1.069852,
            1.40618,
            0.814255
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            80,
            35,
            45,
            80,
            35,
            45
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            59.259259,
            51.470588,
            67.164179,
            59.259259,
            51.470588,
            67.164179
        ],
        [
            1.429345,
            2.852778,
            0.598296,
            0.735523,
            1.325827,
            0.39808
        ],
        [
            632381,
            632381,
            36829,
            734535,
            734535,
            274894
        ],
        [
            -61978,
            -34677,
            -61978,
            -1192820,
            -276692,
            -1192820
        ],
        [
            81,
            80,
            82,
            81,
            80,
            82
        ],
        [
            88,
            87,
            89,
            88,
            87,
            89
        ],
        [
            70,
            72,
            67,
            70,
            72,
            67
        ],
        [
            11011,
            5479,
            5532,
            11011,
            5479,
            5532
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511981,
            -93768,
            -249924,
            -234173,
            -143675,
            -695233
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11263,
    "evaluation_days": 1877.17,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759959240755,
    "expiration_time": 1764819216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "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)