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Trade: ONE/USDT/240/DCM/SSF/5519

Strategy
ONE/USDT/240/DCM/SSF/5519
Pair
ONE_USDT
Interval
4h
Score
319923
Daily Profit
0.547993
Profit Factor
1.600919
Profitability
29.767442
Streak
0.000000
Best Strategy
Training Data Length
2314.330000
Evaluation Time
2025-10-01 20:34
Expiration Time
2025-12-10 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1268236.7174 1074045.9383 194190.7791 2972344.4123 740104.1549 2232240.2574
Total P&L (%) 1268.2367 1074.0459 194.1908 2972.3444 740.1042 2232.2403
Avg Daily Profit (%) 0.548 0.4641 0.0839 0.1481 0.092 0.1362
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200568 -118773 -240876 -2390620 -1424482 -1417112
Profit Factor 1.6009 2.0502 1.1785 1.2417 1.1174 1.3725
Total Trades 645 322 323 645 322 323
Winning Trades 192 85 107 192 85 107
Losing Trades 453 237 216 453 237 216
Profitability (%) 29.7674 26.3975 33.1269 29.7674 26.3975 33.1269
Ratio Avg Win / Avg Loss 3.7772 5.7164 2.3791 2.9296 3.1155 2.7706
Largest Winning Trade 614500 614500 56741 1239891 1239891 667981
Largest Losing Trade -27640 -18817 -27640 -440206 -348189 -440206
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 48 46 48 48 46 48
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 13829 6321 7507 13829 6321 7507
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 319923 -8057 -109122 27469 -182253 -14334
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13886,
    "evaluation_days": 2314.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559894400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340064180,
    "expiration_time": 1765333152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 7,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1268236.7174211603,
            1074045.938277408,
            194190.7791437507,
            2972344.412289917,
            740104.154866664,
            2232240.2574232537
        ],
        [
            1268.236717,
            1074.045938,
            194.190779,
            2972.344412,
            740.104155,
            2232.240257
        ],
        [
            0.547993,
            0.464085,
            0.083908,
            0.148102,
            0.092007,
            0.136176
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200568,
            -118773,
            -240876,
            -2390620,
            -1424482,
            -1417112
        ],
        [
            1.600919,
            2.050184,
            1.178521,
            1.241696,
            1.117387,
            1.372472
        ],
        [
            645,
            322,
            323,
            645,
            322,
            323
        ],
        [
            192,
            85,
            107,
            192,
            85,
            107
        ],
        [
            453,
            237,
            216,
            453,
            237,
            216
        ],
        [
            29.767442,
            26.397516,
            33.126935,
            29.767442,
            26.397516,
            33.126935
        ],
        [
            3.777167,
            5.716395,
            2.379071,
            2.929627,
            3.115538,
            2.770599
        ],
        [
            614500,
            614500,
            56741,
            1239891,
            1239891,
            667981
        ],
        [
            -27640,
            -18817,
            -27640,
            -440206,
            -348189,
            -440206
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            48,
            46,
            48,
            48,
            46,
            48
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            13829,
            6321,
            7507,
            13829,
            6321,
            7507
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319923,
            -8057,
            -109122,
            27469,
            -182253,
            -14334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13886,
    "evaluation_days": 2314.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559894400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340064180,
    "expiration_time": 1765333152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 7,
            "offset": 0,
            "poles": 2
        }
    }
}

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)