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Trade: OCEAN/USDT/720/SSF/HILO/5648

Strategy
OCEAN/USDT/720/SSF/HILO/5648
Pair
OCEAN_USDT
Interval
12h
Score
304122
Daily Profit
0.210154
Profit Factor
2.201239
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-10-07 01:23
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 195353.8712 296842.1899 -101488.3188 -63280.8894 82620.4517 -145901.3411
Total P&L (%) 195.3539 296.8422 -101.4883 -63.2809 82.6205 -145.9013
Avg Daily Profit (%) 0.1383 0.2102 -0.0719 -0.0709 0.0426 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135844 -123461 -127359 -173824 -82402 -128028
Profit Factor 1.3532 2.2012 0.6683 0.8568 1.5285 0.489
Total Trades 68 34 34 68 34 34
Winning Trades 30 14 16 30 14 16
Losing Trades 38 20 18 38 20 18
Profitability (%) 44.1176 41.1765 47.0588 44.1176 41.1765 47.0588
Ratio Avg Win / Avg Loss 1.7141 3.1446 0.7518 1.0853 2.1835 0.5501
Largest Winning Trade 149700 149700 64558 112251 112251 65421
Largest Losing Trade -42750 -42222 -42750 -64863 -32392 -64863
Avg Bars in Trades 39 35 43 39 35 43
Avg Bars in Winners 57 58 56 57 58 56
Avg Bars in Losers 25 19 31 25 19 31
Bars Traded 2679 1205 1474 2679 1205 1474
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 -122945 304122 -581939 -695176 -136802 -581939
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1598702400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759789413655,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "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": [
        [
            195353.871168836,
            296842.1899430391,
            -101488.3187742031,
            -63280.8893701017,
            82620.451687863,
            -145901.3410579646
        ],
        [
            195.353871,
            296.84219,
            -101.488319,
            -63.280889,
            82.620452,
            -145.901341
        ],
        [
            0.138304,
            0.210154,
            -0.07185,
            -0.070904,
            0.042646,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135844,
            -123461,
            -127359,
            -173824,
            -82402,
            -128028
        ],
        [
            1.353219,
            2.201239,
            0.668288,
            0.856789,
            1.528459,
            0.489014
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            44.117647,
            41.176471,
            47.058824,
            44.117647,
            41.176471,
            47.058824
        ],
        [
            1.714078,
            3.144628,
            0.751824,
            1.085266,
            2.183513,
            0.550141
        ],
        [
            149700,
            149700,
            64558,
            112251,
            112251,
            65421
        ],
        [
            -42750,
            -42222,
            -42750,
            -64863,
            -32392,
            -64863
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            25,
            19,
            31,
            25,
            19,
            31
        ],
        [
            2679,
            1205,
            1474,
            2679,
            1205,
            1474
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122945,
            304122,
            -581939,
            -695176,
            -136802,
            -581939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1598702400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759789413655,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "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)