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Trade: FIL/USDT/120/SSF/HILO/3445

Strategy
FIL/USDT/120/SSF/HILO/3445
Pair
FIL_USDT
Interval
2h
Score
318813
Daily Profit
0.308137
Profit Factor
1.567129
Profitability
36.260623
Streak
18.148194
Best Strategy
Training Data Length
1818.080000
Evaluation Time
2025-10-08 08:33
Expiration Time
2025-12-12 16:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560217.2429 345377.5405 214839.7024 659379.2122 -497522.8102 1156902.0223
Total P&L (%) 560.2172 345.3775 214.8397 659.3792 -497.5228 1156.902
Avg Daily Profit (%) 0.3081 0.19 0.1182 0.1116 0 0.1393
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100360 -98370 -48502 -1838021 -1884910 -937059
Profit Factor 1.5671 1.6609 1.4618 1.0531 0.9234 1.1951
Total Trades 353 176 177 353 176 177
Winning Trades 128 53 75 128 53 75
Losing Trades 225 123 102 225 123 102
Profitability (%) 36.2606 30.1136 42.3729 36.2606 30.1136 42.3729
Ratio Avg Win / Avg Loss 2.7547 3.8545 1.9881 1.8511 2.143 1.6253
Largest Winning Trade 307585 307585 56726 886391 886391 530204
Largest Losing Trade -27253 -17029 -27253 -529283 -244538 -529283
Avg Bars in Trades 61 53 69 61 53 69
Avg Bars in Winners 100 92 106 100 92 106
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 21689 9460 12229 21689 9460 12229
Profit Streak 18.1482 0 19.7315 18.1482 0 19.7315
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318813 119296 -35103 -207609 -585367 -13487
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21817,
    "evaluation_days": 1818.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602928800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759901603958,
    "expiration_time": 1765550966400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            560217.2428624366,
            345377.5404957151,
            214839.7023667226,
            659379.2121552135,
            -497522.8101896655,
            1156902.0223448786
        ],
        [
            560.217243,
            345.37754,
            214.839702,
            659.379212,
            -497.52281,
            1156.902022
        ],
        [
            0.308137,
            0.189968,
            0.118168,
            0.111572,
            0,
            0.139323
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100360,
            -98370,
            -48502,
            -1838021,
            -1884910,
            -937059
        ],
        [
            1.567129,
            1.660887,
            1.461806,
            1.053061,
            0.923416,
            1.195084
        ],
        [
            353,
            176,
            177,
            353,
            176,
            177
        ],
        [
            128,
            53,
            75,
            128,
            53,
            75
        ],
        [
            225,
            123,
            102,
            225,
            123,
            102
        ],
        [
            36.260623,
            30.113636,
            42.372881,
            36.260623,
            30.113636,
            42.372881
        ],
        [
            2.754718,
            3.85451,
            1.988056,
            1.851084,
            2.143023,
            1.625315
        ],
        [
            307585,
            307585,
            56726,
            886391,
            886391,
            530204
        ],
        [
            -27253,
            -17029,
            -27253,
            -529283,
            -244538,
            -529283
        ],
        [
            61,
            53,
            69,
            61,
            53,
            69
        ],
        [
            100,
            92,
            106,
            100,
            92,
            106
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            21689,
            9460,
            12229,
            21689,
            9460,
            12229
        ],
        [
            18.148194,
            0,
            19.731527,
            18.148194,
            0,
            19.731527
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318813,
            119296,
            -35103,
            -207609,
            -585367,
            -13487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21817,
    "evaluation_days": 1818.08,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602928800000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759901603958,
    "expiration_time": 1765550966400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 3
        }
    },
    "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)