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Trade: FIL/USDT/30/SSF/RMA/1680

Strategy
FIL/USDT/30/SSF/RMA/1680
Pair
FIL_USDT
Interval
30m
Score
300324
Daily Profit
0.212524
Profit Factor
1.343453
Profitability
53.571429
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-08 12:00
Expiration Time
2025-12-22 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 110688.797 31439.2098 79249.5872 101999.2849 35081.1669 66918.1179
Total P&L (%) 110.6888 31.4392 79.2496 101.9993 35.0812 66.9181
Avg Daily Profit (%) 0.2125 0.0604 0.1522 0.1351 0.0578 0.0984
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60120 -47312 -37501 -52624 -39063 -34595
Profit Factor 1.3435 1.1958 1.4902 1.3222 1.2335 1.4023
Total Trades 140 70 70 140 70 70
Winning Trades 75 38 37 75 38 37
Losing Trades 65 32 33 65 32 33
Profitability (%) 53.5714 54.2857 52.8571 53.5714 54.2857 52.8571
Ratio Avg Win / Avg Loss 1.1643 1.007 1.3291 1.1459 1.0387 1.2507
Largest Winning Trade 35066 17563 35066 21581 17958 21581
Largest Losing Trade -32390 -20903 -32390 -29967 -20730 -29967
Avg Bars in Trades 175 191 160 175 191 160
Avg Bars in Winners 162 175 149 162 175 149
Avg Bars in Losers 191 210 172 191 210 172
Bars Traded 24598 13393 11205 24598 13393 11205
Profit Streak 0 0 21.9795 0 0 21.9795
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300324 -214691 -85371 -12207 -212977 -154909
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714914000000,
    "first_datapoint_time": 1715088600000,
    "last_datapoint_time": 1759912200000,
    "evaluation_time": 1759914031123,
    "expiration_time": 1766392200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 98,
            "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": [
        [
            110688.7970180577,
            31439.2098365704,
            79249.5871814873,
            101999.2848913429,
            35081.1669424909,
            66918.117948852
        ],
        [
            110.688797,
            31.43921,
            79.249587,
            101.999285,
            35.081167,
            66.918118
        ],
        [
            0.212524,
            0.060364,
            0.15216,
            0.135086,
            0.057753,
            0.098417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60120,
            -47312,
            -37501,
            -52624,
            -39063,
            -34595
        ],
        [
            1.343453,
            1.195758,
            1.490165,
            1.3222,
            1.2335,
            1.402318
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            53.571429,
            54.285714,
            52.857143,
            53.571429,
            54.285714,
            52.857143
        ],
        [
            1.164326,
            1.006954,
            1.329066,
            1.145906,
            1.038737,
            1.250716
        ],
        [
            35066,
            17563,
            35066,
            21581,
            17958,
            21581
        ],
        [
            -32390,
            -20903,
            -32390,
            -29967,
            -20730,
            -29967
        ],
        [
            175,
            191,
            160,
            175,
            191,
            160
        ],
        [
            162,
            175,
            149,
            162,
            175,
            149
        ],
        [
            191,
            210,
            172,
            191,
            210,
            172
        ],
        [
            24598,
            13393,
            11205,
            24598,
            13393,
            11205
        ],
        [
            0,
            0,
            21.979527,
            0,
            0,
            21.979527
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300324,
            -214691,
            -85371,
            -12207,
            -212977,
            -154909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714914000000,
    "first_datapoint_time": 1715088600000,
    "last_datapoint_time": 1759912200000,
    "evaluation_time": 1759914031123,
    "expiration_time": 1766392200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 98,
            "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)