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Trade: ETC/USDT/120/SSF/MIDPRICE/2692

Strategy
ETC/USDT/120/SSF/MIDPRICE/2692
Pair
ETC_USDT
Interval
2h
Score
341450
Daily Profit
0.326692
Profit Factor
1.768738
Profitability
40.983607
Streak
16.295775
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 04:05
Expiration Time
2025-12-18 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 680607.9802 542055.6656 138552.3146 3484148.5229 2419524.2556 1064624.2673
Total P&L (%) 680.608 542.0557 138.5523 3484.1485 2419.5243 1064.6243
Avg Daily Profit (%) 0.3267 0.2602 0.0665 0.1719 0.155 0.1179
Buy And Hold Return (%) 136.1972 136.1972 136.1972 136.1972 136.1972 136.1972
Max Trade Drawdown -65642 -65809 -64703 -2493853 -1969558 -2263283
Profit Factor 1.7687 2.1515 1.3342 1.1712 1.2299 1.1084
Total Trades 244 122 122 244 122 122
Winning Trades 100 41 59 100 41 59
Losing Trades 144 81 63 144 81 63
Profitability (%) 40.9836 33.6066 48.3607 40.9836 33.6066 48.3607
Ratio Avg Win / Avg Loss 2.547 4.2506 1.4246 1.6866 2.4299 1.1835
Largest Winning Trade 169714 169714 29643 2382489 2382489 734099
Largest Losing Trade -27219 -24610 -27219 -1238133 -757233 -1238133
Avg Bars in Trades 101 96 107 101 96 107
Avg Bars in Winners 153 154 153 153 154 153
Avg Bars in Losers 66 66 65 66 66 65
Bars Traded 24885 11728 13157 24885 11728 13157
Profit Streak 16.2958 0 42.3791 16.2958 0 42.3791
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341450 136778 -264118 -24910 65322 -136381
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579471200000,
    "first_datapoint_time": 1579816800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759539954930,
    "expiration_time": 1766016000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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": [
        [
            680607.9801734021,
            542055.6655827389,
            138552.3145906637,
            3484148.5228722757,
            2419524.255561303,
            1064624.2673109695
        ],
        [
            680.60798,
            542.055666,
            138.552315,
            3484.148523,
            2419.524256,
            1064.624267
        ],
        [
            0.326692,
            0.260187,
            0.066505,
            0.171945,
            0.155,
            0.117909
        ],
        [
            136.197155,
            136.197155,
            136.197155,
            136.197155,
            136.197155,
            136.197155
        ],
        [
            -65642,
            -65809,
            -64703,
            -2493853,
            -1969558,
            -2263283
        ],
        [
            1.768738,
            2.15154,
            1.334154,
            1.171238,
            1.229937,
            1.108367
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            100,
            41,
            59,
            100,
            41,
            59
        ],
        [
            144,
            81,
            63,
            144,
            81,
            63
        ],
        [
            40.983607,
            33.606557,
            48.360656,
            40.983607,
            33.606557,
            48.360656
        ],
        [
            2.546982,
            4.250603,
            1.424606,
            1.686583,
            2.429876,
            1.18351
        ],
        [
            169714,
            169714,
            29643,
            2382489,
            2382489,
            734099
        ],
        [
            -27219,
            -24610,
            -27219,
            -1238133,
            -757233,
            -1238133
        ],
        [
            101,
            96,
            107,
            101,
            96,
            107
        ],
        [
            153,
            154,
            153,
            153,
            154,
            153
        ],
        [
            66,
            66,
            65,
            66,
            66,
            65
        ],
        [
            24885,
            11728,
            13157,
            24885,
            11728,
            13157
        ],
        [
            16.295775,
            0,
            42.379108,
            16.295775,
            0,
            42.379108
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341450,
            136778,
            -264118,
            -24910,
            65322,
            -136381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579471200000,
    "first_datapoint_time": 1579816800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759539954930,
    "expiration_time": 1766016000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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)