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Trade: EGLD/USDT/120/MIDPRICE/SSF/1132

Strategy
EGLD/USDT/120/MIDPRICE/SSF/1132
Pair
EGLD_USDT
Interval
2h
Score
346391
Daily Profit
0.283129
Profit Factor
1.330537
Profitability
40.368852
Streak
6.716050
Best Strategy
Training Data Length
1851.830000
Evaluation Time
2025-09-29 12:11
Expiration Time
2025-12-05 01:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524307.0945 461244.9514 63062.1431 268172.7544 629264.5127 -361091.7583
Total P&L (%) 524.3071 461.245 63.0621 268.1728 629.2645 -361.0918
Avg Daily Profit (%) 0.2831 0.2491 0.0341 0.0704 0.1074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127554 -100562 -116293 -1746952 -1141608 -1085871
Profit Factor 1.3305 1.6094 1.076 1.0249 1.1178 0.9337
Total Trades 488 244 244 488 244 244
Winning Trades 197 96 101 197 96 101
Losing Trades 291 148 143 291 148 143
Profitability (%) 40.3689 39.3443 41.3934 40.3689 39.3443 41.3934
Ratio Avg Win / Avg Loss 1.9654 2.4812 1.5235 1.5139 1.7233 1.322
Largest Winning Trade 282238 282238 34250 495614 495614 237792
Largest Losing Trade -32311 -21208 -32311 -330321 -330321 -258506
Avg Bars in Trades 45 42 48 45 42 48
Avg Bars in Winners 65 59 71 65 59 71
Avg Bars in Losers 31 31 32 31 31 32
Bars Traded 22116 10297 11819 22116 10297 11819
Profit Streak 6.7161 0 7.9661 6.7161 0 7.9661
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346391 275914 -285591 -291517 -142530 -581062
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22222,
    "evaluation_days": 1851.83,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759137066711,
    "expiration_time": 1764892742400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            524307.0945318198,
            461244.9514162708,
            63062.1431155483,
            268172.7544278114,
            629264.5127047845,
            -361091.7582769735
        ],
        [
            524.307095,
            461.244951,
            63.062143,
            268.172754,
            629.264513,
            -361.091758
        ],
        [
            0.283129,
            0.249075,
            0.034054,
            0.070408,
            0.10735,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127554,
            -100562,
            -116293,
            -1746952,
            -1141608,
            -1085871
        ],
        [
            1.330537,
            1.609428,
            1.076035,
            1.02485,
            1.117786,
            0.933735
        ],
        [
            488,
            244,
            244,
            488,
            244,
            244
        ],
        [
            197,
            96,
            101,
            197,
            96,
            101
        ],
        [
            291,
            148,
            143,
            291,
            148,
            143
        ],
        [
            40.368852,
            39.344262,
            41.393443,
            40.368852,
            39.344262,
            41.393443
        ],
        [
            1.965413,
            2.481202,
            1.523496,
            1.513865,
            1.723254,
            1.322021
        ],
        [
            282238,
            282238,
            34250,
            495614,
            495614,
            237792
        ],
        [
            -32311,
            -21208,
            -32311,
            -330321,
            -330321,
            -258506
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            65,
            59,
            71,
            65,
            59,
            71
        ],
        [
            31,
            31,
            32,
            31,
            31,
            32
        ],
        [
            22116,
            10297,
            11819,
            22116,
            10297,
            11819
        ],
        [
            6.71605,
            0,
            7.96605,
            6.71605,
            0,
            7.96605
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346391,
            275914,
            -285591,
            -291517,
            -142530,
            -581062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22222,
    "evaluation_days": 1851.83,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759137066711,
    "expiration_time": 1764892742400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 2
        }
    }
}

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)