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Trade: ETC/USDT/120/SSF/HILO/4942

Strategy
ETC/USDT/120/SSF/HILO/4942
Pair
ETC_USDT
Interval
2h
Score
476259
Daily Profit
0.328221
Profit Factor
1.524997
Profitability
42.652330
Streak
21.184490
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 19:25
Expiration Time
2025-12-24 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 683792.7244 572712.0854 111080.639 1521407.8238 3654433.0078 -2133025.184
Total P&L (%) 683.7927 572.7121 111.0806 1521.4078 3654.433 -2133.0252
Avg Daily Profit (%) 0.3282 0.2749 0.0533 0.1338 0.1742 0
Buy And Hold Return (%) 80.8702 80.8702 80.8702 80.8702 80.8702 80.8702
Max Trade Drawdown -159544 -76459 -106171 -11048854 -3210986 -8654728
Profit Factor 1.525 1.8463 1.1775 1.0396 1.208 0.8975
Total Trades 558 279 279 558 279 279
Winning Trades 238 109 129 238 109 129
Losing Trades 320 170 150 320 170 150
Profitability (%) 42.6523 39.0681 46.2366 42.6523 39.0681 46.2366
Ratio Avg Win / Avg Loss 2.0504 2.8795 1.3692 1.3978 1.8841 1.0436
Largest Winning Trade 223445 223445 33574 4318512 4318512 1636457
Largest Losing Trade -41087 -23977 -41087 -5047011 -705549 -5047011
Avg Bars in Trades 44 39 50 44 39 50
Avg Bars in Winners 63 56 69 63 56 69
Avg Bars in Losers 30 28 33 30 28 33
Bars Traded 24902 10891 14011 24902 10891 14011
Profit Streak 21.1845 21.1845 21.3512 21.1845 21.1845 21.3512
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476259 337875 -196032 -189368 203537 -578619
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580047200000,
    "first_datapoint_time": 1580191200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760113539943,
    "expiration_time": 1766592000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            683792.7244246645,
            572712.0854138286,
            111080.639010836,
            1521407.8238157695,
            3654433.0078447447,
            -2133025.184028978
        ],
        [
            683.792724,
            572.712085,
            111.080639,
            1521.407824,
            3654.433008,
            -2133.025184
        ],
        [
            0.328221,
            0.274902,
            0.053319,
            0.133812,
            0.174177,
            0
        ],
        [
            80.870194,
            80.870194,
            80.870194,
            80.870194,
            80.870194,
            80.870194
        ],
        [
            -159544,
            -76459,
            -106171,
            -11048854,
            -3210986,
            -8654728
        ],
        [
            1.524997,
            1.846279,
            1.177522,
            1.039642,
            1.20802,
            0.897504
        ],
        [
            558,
            279,
            279,
            558,
            279,
            279
        ],
        [
            238,
            109,
            129,
            238,
            109,
            129
        ],
        [
            320,
            170,
            150,
            320,
            170,
            150
        ],
        [
            42.65233,
            39.0681,
            46.236559,
            42.65233,
            39.0681,
            46.236559
        ],
        [
            2.050416,
            2.879518,
            1.369212,
            1.397838,
            1.884068,
            1.04361
        ],
        [
            223445,
            223445,
            33574,
            4318512,
            4318512,
            1636457
        ],
        [
            -41087,
            -23977,
            -41087,
            -5047011,
            -705549,
            -5047011
        ],
        [
            44,
            39,
            50,
            44,
            39,
            50
        ],
        [
            63,
            56,
            69,
            63,
            56,
            69
        ],
        [
            30,
            28,
            33,
            30,
            28,
            33
        ],
        [
            24902,
            10891,
            14011,
            24902,
            10891,
            14011
        ],
        [
            21.18449,
            21.18449,
            21.351157,
            21.18449,
            21.18449,
            21.351157
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476259,
            337875,
            -196032,
            -189368,
            203537,
            -578619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580047200000,
    "first_datapoint_time": 1580191200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760113539943,
    "expiration_time": 1766592000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "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)