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Trade: ONE/USDT/240/SSF/T3/3856

Strategy
ONE/USDT/240/SSF/T3/3856
Pair
ONE_USDT
Interval
4h
Score
633036
Daily Profit
0.169401
Profit Factor
9.300399
Profitability
55.555556
Streak
55.645566
Best Strategy
Training Data Length
2325.670000
Evaluation Time
2025-10-13 06:29
Expiration Time
2025-12-21 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2444391.5423 -199690.1128 -2244701.4295 -105957.8112 5023245.2933 -5129203.1044
Total P&L (%) -2444.3915 -199.6901 -2244.7014 -105.9578 5023.2453 -5129.2031
Avg Daily Profit (%) -1.051 -0.0859 -0.9652 0 0.1694 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2523063 -212272 -2341032 -7075329 -276453 -7862384
Profit Factor 0.199 0.5577 0.1367 0.9878 9.3004 0.3661
Total Trades 72 36 36 72 36 36
Winning Trades 44 19 25 32 20 12
Losing Trades 28 17 11 40 16 24
Profitability (%) 61.1111 52.7778 69.4444 44.4444 55.5556 33.3333
Ratio Avg Win / Avg Loss 0.1266 0.499 0.0601 1.2348 7.4403 0.7321
Largest Winning Trade 69614 69614 52779 3289027 3289027 1072683
Largest Losing Trade -1825235 -79187 -1825235 -5900411 -276453 -5900411
Avg Bars in Trades 190 220 161 190 220 161
Avg Bars in Winners 93 102 86 243 274 190
Avg Bars in Losers 343 352 330 148 152 146
Bars Traded 13737 7936 5801 13737 7936 5801
Profit Streak 27.8122 0 293.6456 0 55.6456 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -662296 -580420 -576890 -665049 633036 -587261
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13954,
    "evaluation_days": 2325.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560441600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760326176941,
    "expiration_time": 1766341728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 76,
            "offset": 0,
            "a": 0.07663
        }
    }
}
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": [
        [
            -2444391.5422944343,
            -199690.1127794241,
            -2244701.4295150097,
            -105957.8111584822,
            5023245.293265982,
            -5129203.104424464
        ],
        [
            -2444.391542,
            -199.690113,
            -2244.70143,
            -105.957811,
            5023.245293,
            -5129.203104
        ],
        [
            -1.051048,
            -0.085863,
            -0.965185,
            0,
            0.169401,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2523063,
            -212272,
            -2341032,
            -7075329,
            -276453,
            -7862384
        ],
        [
            0.198962,
            0.557716,
            0.136665,
            0.987816,
            9.300399,
            0.366062
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            44,
            19,
            25,
            32,
            20,
            12
        ],
        [
            28,
            17,
            11,
            40,
            16,
            24
        ],
        [
            61.111111,
            52.777778,
            69.444444,
            44.444444,
            55.555556,
            33.333333
        ],
        [
            0.126612,
            0.499009,
            0.060132,
            1.23477,
            7.440319,
            0.732125
        ],
        [
            69614,
            69614,
            52779,
            3289027,
            3289027,
            1072683
        ],
        [
            -1825235,
            -79187,
            -1825235,
            -5900411,
            -276453,
            -5900411
        ],
        [
            190,
            220,
            161,
            190,
            220,
            161
        ],
        [
            93,
            102,
            86,
            243,
            274,
            190
        ],
        [
            343,
            352,
            330,
            148,
            152,
            146
        ],
        [
            13737,
            7936,
            5801,
            13737,
            7936,
            5801
        ],
        [
            27.812233,
            0,
            293.645566,
            0,
            55.645566,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -662296,
            -580420,
            -576890,
            -665049,
            633036,
            -587261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13954,
    "evaluation_days": 2325.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560441600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760326176941,
    "expiration_time": 1766341728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 76,
            "offset": 0,
            "a": 0.07663
        }
    }
}

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)