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Trade: FIL/USDT/360/SSF/SUPERTREND/5206

Strategy
FIL/USDT/360/SSF/SUPERTREND/5206
Pair
FIL_USDT
Interval
6h
Score
314510
Daily Profit
0.180348
Profit Factor
1.294803
Profitability
46.311475
Streak
0.000000
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-01 23:54
Expiration Time
2025-11-25 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326879.913 194016.5284 132863.3846 10030.5712 -338144.1388 348174.71
Total P&L (%) 326.8799 194.0165 132.8634 10.0306 -338.1441 348.1747
Avg Daily Profit (%) 0.1803 0.107 0.0733 0.0053 0 0.0828
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108877 -153566 -60759 -669755 -778187 -240549
Profit Factor 1.2948 1.2992 1.2887 1.0027 0.8545 1.243
Total Trades 244 122 122 244 122 122
Winning Trades 113 54 59 113 54 59
Losing Trades 131 68 63 131 68 63
Profitability (%) 46.3115 44.2623 48.3607 46.3115 44.2623 48.3607
Ratio Avg Win / Avg Loss 1.5011 1.636 1.376 1.1624 1.076 1.3273
Largest Winning Trade 256902 256902 47042 186881 186881 136716
Largest Losing Trade -38388 -30656 -38388 -222184 -222184 -92086
Avg Bars in Trades 29 33 24 29 33 24
Avg Bars in Winners 33 38 28 33 38 28
Avg Bars in Losers 25 28 21 25 28 21
Bars Traded 7083 4037 3046 7083 4037 3046
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314510 -51352 -95643 -568071 -581572 -83268
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7250,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605614400000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759352099301,
    "expiration_time": 1764039600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 130,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 132,
            "offset": 0,
            "multiplier": 2.79455
        }
    }
}
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": [
        [
            326879.9129791544,
            194016.5284061875,
            132863.3845729669,
            10030.5712191137,
            -338144.1388296607,
            348174.710048774
        ],
        [
            326.879913,
            194.016528,
            132.863385,
            10.030571,
            -338.144139,
            348.17471
        ],
        [
            0.180348,
            0.107044,
            0.073304,
            0.005274,
            0,
            0.082794
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108877,
            -153566,
            -60759,
            -669755,
            -778187,
            -240549
        ],
        [
            1.294803,
            1.299162,
            1.288661,
            1.00267,
            0.854451,
            1.242989
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            113,
            54,
            59,
            113,
            54,
            59
        ],
        [
            131,
            68,
            63,
            131,
            68,
            63
        ],
        [
            46.311475,
            44.262295,
            48.360656,
            46.311475,
            44.262295,
            48.360656
        ],
        [
            1.501055,
            1.635982,
            1.376028,
            1.162388,
            1.075975,
            1.327259
        ],
        [
            256902,
            256902,
            47042,
            186881,
            186881,
            136716
        ],
        [
            -38388,
            -30656,
            -38388,
            -222184,
            -222184,
            -92086
        ],
        [
            29,
            33,
            24,
            29,
            33,
            24
        ],
        [
            33,
            38,
            28,
            33,
            38,
            28
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            7083,
            4037,
            3046,
            7083,
            4037,
            3046
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314510,
            -51352,
            -95643,
            -568071,
            -581572,
            -83268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7250,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605614400000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759352099301,
    "expiration_time": 1764039600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 130,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 132,
            "offset": 0,
            "multiplier": 2.79455
        }
    }
}

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)