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Trade: FIL/USDT/480/SSF/DCM/7410

Strategy
FIL/USDT/480/SSF/DCM/7410
Pair
FIL_USDT
Interval
8h
Score
452178
Daily Profit
0.250261
Profit Factor
1.544127
Profitability
48.717949
Streak
35.955030
Best Strategy
Training Data Length
1807.330000
Evaluation Time
2025-09-27 01:55
Expiration Time
2025-11-19 23:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452303.5713 303848.5651 148455.0062 95923.303 -182135.3511 278058.6541
Total P&L (%) 452.3036 303.8486 148.455 95.9233 -182.1354 278.0587
Avg Daily Profit (%) 0.2503 0.1681 0.0821 0.0372 0 0.0736
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123287 -146322 -82015 -1149336 -1039936 -620581
Profit Factor 1.5441 1.5834 1.4783 1.0219 0.9316 1.1614
Total Trades 156 78 78 156 78 78
Winning Trades 76 31 45 76 31 45
Losing Trades 80 47 33 80 47 33
Profitability (%) 48.7179 39.7436 57.6923 48.7179 39.7436 57.6923
Ratio Avg Win / Avg Loss 1.6254 2.4006 1.0841 1.0757 1.4124 0.8517
Largest Winning Trade 323069 323069 41213 596395 596395 324081
Largest Losing Trade -44044 -35974 -44044 -386448 -222436 -386448
Avg Bars in Trades 33 43 23 33 43 23
Avg Bars in Winners 38 52 27 38 52 27
Avg Bars in Losers 28 37 16 28 37 16
Bars Traded 5197 3385 1812 5197 3385 1812
Profit Streak 35.955 35.955 89.2884 35.955 35.955 89.2884
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452178 -27180 -113612 -337824 -616567 -170843

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605369600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758927314608,
    "expiration_time": 1763587008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 25,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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": [
        [
            452303.5712641682,
            303848.5651122791,
            148455.0061518886,
            95923.3030335322,
            -182135.3511071368,
            278058.6541406686
        ],
        [
            452.303571,
            303.848565,
            148.455006,
            95.923303,
            -182.135351,
            278.058654
        ],
        [
            0.250261,
            0.16812,
            0.082141,
            0.037219,
            0,
            0.07361
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123287,
            -146322,
            -82015,
            -1149336,
            -1039936,
            -620581
        ],
        [
            1.544127,
            1.583369,
            1.478278,
            1.021873,
            0.931589,
            1.161374
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            76,
            31,
            45,
            76,
            31,
            45
        ],
        [
            80,
            47,
            33,
            80,
            47,
            33
        ],
        [
            48.717949,
            39.74359,
            57.692308,
            48.717949,
            39.74359,
            57.692308
        ],
        [
            1.625397,
            2.400592,
            1.084071,
            1.075656,
            1.41241,
            0.851674
        ],
        [
            323069,
            323069,
            41213,
            596395,
            596395,
            324081
        ],
        [
            -44044,
            -35974,
            -44044,
            -386448,
            -222436,
            -386448
        ],
        [
            33,
            43,
            23,
            33,
            43,
            23
        ],
        [
            38,
            52,
            27,
            38,
            52,
            27
        ],
        [
            28,
            37,
            16,
            28,
            37,
            16
        ],
        [
            5197,
            3385,
            1812,
            5197,
            3385,
            1812
        ],
        [
            35.95503,
            35.95503,
            89.288363,
            35.95503,
            35.95503,
            89.288363
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452178,
            -27180,
            -113612,
            -337824,
            -616567,
            -170843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5422,
    "evaluation_days": 1807.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1605369600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758927314608,
    "expiration_time": 1763587008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 25,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)