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Trade: DOT/USDT/720/SSF/OHLC4/2758

Strategy
DOT/USDT/720/SSF/OHLC4/2758
Pair
DOT_USDT
Interval
12h
Score
407719
Daily Profit
0.454858
Profit Factor
3.262767
Profitability
36.170213
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-25 14:10
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 847627.709 690683.9085 156943.8005 4409417.8217 1859432.454 2549985.3677
Total P&L (%) 847.6277 690.6839 156.9438 4409.4178 1859.4325 2549.9854
Avg Daily Profit (%) 0.4549 0.3706 0.0842 0.2046 0.1598 0.176
Buy And Hold Return (%) 31.5484 31.5484 31.5484 31.5484 31.5484 31.5484
Max Trade Drawdown -65987 -59623 -50790 -3724361 -1432946 -2291415
Profit Factor 3.2628 4.6123 1.8558 1.6116 1.536 1.6817
Total Trades 94 47 47 94 47 47
Winning Trades 34 16 18 34 16 18
Losing Trades 60 31 29 60 31 29
Profitability (%) 36.1702 34.0426 38.2979 36.1702 34.0426 38.2979
Ratio Avg Win / Avg Loss 5.7578 8.9363 2.9899 2.844 2.9761 2.7094
Largest Winning Trade 493816 493816 60078 2151048 2151048 2013224
Largest Losing Trade -35312 -35312 -16999 -1024931 -444055 -1024931
Avg Bars in Trades 39 32 45 39 32 45
Avg Bars in Winners 86 72 98 86 72 98
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3686 1543 2144 3686 1543 2144
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 407719 391763 -82816 216003 151447 235761

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798654841,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 123,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            847627.7090241559,
            690683.9084875757,
            156943.8005365802,
            4409417.82172086,
            1859432.4539774293,
            2549985.3677434297
        ],
        [
            847.627709,
            690.683908,
            156.943801,
            4409.417822,
            1859.432454,
            2549.985368
        ],
        [
            0.454858,
            0.370638,
            0.08422,
            0.204596,
            0.159786,
            0.176014
        ],
        [
            31.548387,
            31.548387,
            31.548387,
            31.548387,
            31.548387,
            31.548387
        ],
        [
            -65987,
            -59623,
            -50790,
            -3724361,
            -1432946,
            -2291415
        ],
        [
            3.262767,
            4.612304,
            1.855771,
            1.611601,
            1.536034,
            1.681675
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            36.170213,
            34.042553,
            38.297872,
            36.170213,
            34.042553,
            38.297872
        ],
        [
            5.757825,
            8.936338,
            2.989853,
            2.844001,
            2.976067,
            2.709365
        ],
        [
            493816,
            493816,
            60078,
            2151048,
            2151048,
            2013224
        ],
        [
            -35312,
            -35312,
            -16999,
            -1024931,
            -444055,
            -1024931
        ],
        [
            39,
            32,
            45,
            39,
            32,
            45
        ],
        [
            86,
            72,
            98,
            86,
            72,
            98
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3686,
            1543,
            2144,
            3686,
            1543,
            2144
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407719,
            391763,
            -82816,
            216003,
            151447,
            235761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798654841,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 123,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)