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Trade: FIL/USDT/120/SSF/BBM/6722

Strategy
FIL/USDT/120/SSF/BBM/6722
Pair
FIL_USDT
Interval
2h
Score
422207
Daily Profit
0.412304
Profit Factor
1.874588
Profitability
40.613027
Streak
13.485949
Best Strategy
Training Data Length
1813.000000
Evaluation Time
2025-10-03 06:39
Expiration Time
2025-12-07 10:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 747506.2891 453498.4119 294007.8773 4848691.0367 1556513.608 3292177.4286
Total P&L (%) 747.5063 453.4984 294.0079 4848.691 1556.5136 3292.1774
Avg Daily Profit (%) 0.4123 0.2501 0.1622 0.2154 0.155 0.1946
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78440 -104433 -61343 -1643171 -1411920 -1528804
Profit Factor 1.8746 2.0214 1.7159 1.3991 1.2495 1.557
Total Trades 261 130 131 261 130 131
Winning Trades 106 46 60 106 46 60
Losing Trades 155 84 71 155 84 71
Profitability (%) 40.613 35.3846 45.8015 40.613 35.3846 45.8015
Ratio Avg Win / Avg Loss 2.7411 3.6913 2.0304 2.0459 2.2817 1.8425
Largest Winning Trade 266971 266971 54214 1075297 1075297 811181
Largest Losing Trade -25867 -18675 -25867 -670002 -340327 -670002
Avg Bars in Trades 82 82 83 82 82 83
Avg Bars in Winners 133 136 131 133 136 131
Avg Bars in Losers 48 52 42 48 52 42
Bars Traded 21648 10730 10918 21648 10730 10918
Profit Streak 13.4859 0 16.1526 13.4859 0 16.1526
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422207 215932 334329 298360 95262 341792
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21756,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603339200000,
    "last_datapoint_time": 1759456800000,
    "evaluation_time": 1759462785973,
    "expiration_time": 1765095955200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 79,
            "offset": 74,
            "std": 3.74353
        }
    }
}
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": [
        [
            747506.2891464272,
            453498.4118707973,
            294007.8772756298,
            4848691.036689471,
            1556513.608045912,
            3292177.428643565
        ],
        [
            747.506289,
            453.498412,
            294.007877,
            4848.691037,
            1556.513608,
            3292.177429
        ],
        [
            0.412304,
            0.250137,
            0.162167,
            0.215439,
            0.154963,
            0.194566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78440,
            -104433,
            -61343,
            -1643171,
            -1411920,
            -1528804
        ],
        [
            1.874588,
            2.021431,
            1.71585,
            1.39911,
            1.249507,
            1.557015
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            106,
            46,
            60,
            106,
            46,
            60
        ],
        [
            155,
            84,
            71,
            155,
            84,
            71
        ],
        [
            40.613027,
            35.384615,
            45.801527,
            40.613027,
            35.384615,
            45.801527
        ],
        [
            2.741143,
            3.691308,
            2.030423,
            2.045869,
            2.281709,
            1.842467
        ],
        [
            266971,
            266971,
            54214,
            1075297,
            1075297,
            811181
        ],
        [
            -25867,
            -18675,
            -25867,
            -670002,
            -340327,
            -670002
        ],
        [
            82,
            82,
            83,
            82,
            82,
            83
        ],
        [
            133,
            136,
            131,
            133,
            136,
            131
        ],
        [
            48,
            52,
            42,
            48,
            52,
            42
        ],
        [
            21648,
            10730,
            10918,
            21648,
            10730,
            10918
        ],
        [
            13.485949,
            0,
            16.152615,
            13.485949,
            0,
            16.152615
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422207,
            215932,
            334329,
            298360,
            95262,
            341792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21756,
    "evaluation_days": 1813,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603339200000,
    "last_datapoint_time": 1759456800000,
    "evaluation_time": 1759462785973,
    "expiration_time": 1765095955200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 79,
            "offset": 74,
            "std": 3.74353
        }
    }
}

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)