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Trade: DOT/USDT/720/SSF/OHLC4/9409

Strategy
DOT/USDT/720/SSF/OHLC4/9409
Pair
DOT_USDT
Interval
12h
Score
317926
Daily Profit
0.398523
Profit Factor
2.717519
Profitability
33.673469
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-26 16:37
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 742647.9421 631908.7868 110739.1553 1621682.8642 575302.3691 1046380.4951
Total P&L (%) 742.6479 631.9088 110.7392 1621.6829 575.3024 1046.3805
Avg Daily Profit (%) 0.3985 0.3391 0.0594 0.1528 0.1025 0.131
Buy And Hold Return (%) 31.5484 31.5484 31.5484 31.5484 31.5484 31.5484
Max Trade Drawdown -79438 -61045 -66583 -1594673 -946010 -863807
Profit Factor 2.7175 3.9233 1.5121 1.4403 1.2894 1.6171
Total Trades 98 49 49 98 49 49
Winning Trades 33 14 19 33 14 19
Losing Trades 65 35 30 65 35 30
Profitability (%) 33.6735 28.5714 38.7755 33.6735 28.5714 38.7755
Ratio Avg Win / Avg Loss 5.3527 9.8082 2.3876 2.8369 3.2236 2.5533
Largest Winning Trade 483909 483909 57238 1006375 1006375 895522
Largest Losing Trade -37486 -37486 -19155 -285836 -285836 -231532
Avg Bars in Trades 37 31 43 37 31 43
Avg Bars in Winners 88 78 95 88 78 95
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 3688 1551 2137 3688 1551 2137
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 317926 71150 -118008 129554 -68785 -18958

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": 1758893841786,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "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": [
        [
            742647.9420785704,
            631908.7867808606,
            110739.1552977098,
            1621682.8642071595,
            575302.3690837168,
            1046380.4951234416
        ],
        [
            742.647942,
            631.908787,
            110.739155,
            1621.682864,
            575.302369,
            1046.380495
        ],
        [
            0.398523,
            0.339098,
            0.059425,
            0.152834,
            0.102547,
            0.130979
        ],
        [
            31.548387,
            31.548387,
            31.548387,
            31.548387,
            31.548387,
            31.548387
        ],
        [
            -79438,
            -61045,
            -66583,
            -1594673,
            -946010,
            -863807
        ],
        [
            2.717519,
            3.923282,
            1.512132,
            1.440288,
            1.289445,
            1.617106
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            33.673469,
            28.571429,
            38.77551,
            33.673469,
            28.571429,
            38.77551
        ],
        [
            5.352689,
            9.808204,
            2.387577,
            2.836931,
            3.223613,
            2.553325
        ],
        [
            483909,
            483909,
            57238,
            1006375,
            1006375,
            895522
        ],
        [
            -37486,
            -37486,
            -19155,
            -285836,
            -285836,
            -231532
        ],
        [
            37,
            31,
            43,
            37,
            31,
            43
        ],
        [
            88,
            78,
            95,
            88,
            78,
            95
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            3688,
            1551,
            2137,
            3688,
            1551,
            2137
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317926,
            71150,
            -118008,
            129554,
            -68785,
            -18958
        ]
    ]
}
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": 1758893841786,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "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)