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Trade: ETC/USDT/360/SSF/MIDPOINT/5924

Strategy
ETC/USDT/360/SSF/MIDPOINT/5924
Pair
ETC_USDT
Interval
6h
Score
594683
Daily Profit
0.368160
Profit Factor
3.830966
Profitability
59.574468
Streak
187.142293
Best Strategy
Training Data Length
2512.000000
Evaluation Time
2025-10-11 06:24
Expiration Time
2025-12-25 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1006822.7717 924819.1344 82003.6373 2771447.5517 710157.8617 2061289.69
Total P&L (%) 1006.8228 924.8191 82.0036 2771.4476 710.1579 2061.2897
Avg Daily Profit (%) 0.4008 0.3682 0.0326 0.1337 0.0833 0.1224
Buy And Hold Return (%) 229.0516 229.0516 229.0516 229.0516 229.0516 229.0516
Max Trade Drawdown -131254 -86706 -77772 -11638777 -8841721 -4820870
Profit Factor 2.7123 3.831 1.3138 1.0925 1.0365 1.1968
Total Trades 95 47 48 95 47 48
Winning Trades 50 28 22 50 28 22
Losing Trades 45 19 26 45 19 26
Profitability (%) 52.6316 59.5745 45.8333 52.6316 59.5745 45.8333
Ratio Avg Win / Avg Loss 2.4411 2.5996 1.5527 0.9833 0.7033 1.4144
Largest Winning Trade 556652 556652 47409 4659297 4659297 2522007
Largest Losing Trade -53913 -42415 -53913 -5715252 -5715252 -2666530
Avg Bars in Trades 101 133 69 101 133 69
Avg Bars in Winners 134 167 92 134 167 92
Avg Bars in Losers 64 82 50 64 82 50
Bars Traded 9612 6261 3351 9612 6261 3351
Profit Streak 0 187.1423 0 0 187.1423 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491499 594683 -315309 -133886 -264117 -34753
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10048,
    "evaluation_days": 2512,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1547532000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153094104,
    "expiration_time": 1766651904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 206,
            "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": [
        [
            1006822.771727991,
            924819.1344424397,
            82003.637285552,
            2771447.5516807414,
            710157.8617102632,
            2061289.6899704863
        ],
        [
            1006.822772,
            924.819134,
            82.003637,
            2771.447552,
            710.157862,
            2061.28969
        ],
        [
            0.400805,
            0.36816,
            0.032645,
            0.133744,
            0.083317,
            0.122419
        ],
        [
            229.051641,
            229.051641,
            229.051641,
            229.051641,
            229.051641,
            229.051641
        ],
        [
            -131254,
            -86706,
            -77772,
            -11638777,
            -8841721,
            -4820870
        ],
        [
            2.712342,
            3.830966,
            1.313829,
            1.092525,
            1.036458,
            1.196791
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            52.631579,
            59.574468,
            45.833333,
            52.631579,
            59.574468,
            45.833333
        ],
        [
            2.441107,
            2.599584,
            1.552707,
            0.983273,
            0.703311,
            1.414389
        ],
        [
            556652,
            556652,
            47409,
            4659297,
            4659297,
            2522007
        ],
        [
            -53913,
            -42415,
            -53913,
            -5715252,
            -5715252,
            -2666530
        ],
        [
            101,
            133,
            69,
            101,
            133,
            69
        ],
        [
            134,
            167,
            92,
            134,
            167,
            92
        ],
        [
            64,
            82,
            50,
            64,
            82,
            50
        ],
        [
            9612,
            6261,
            3351,
            9612,
            6261,
            3351
        ],
        [
            0,
            187.142293,
            0,
            0,
            187.142293,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491499,
            594683,
            -315309,
            -133886,
            -264117,
            -34753
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10048,
    "evaluation_days": 2512,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1547532000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153094104,
    "expiration_time": 1766651904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 206,
            "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)