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Trade: ONE/USDT/360/MIDPRICE/SSF/7968

Strategy
ONE/USDT/360/MIDPRICE/SSF/7968
Pair
ONE_USDT
Interval
6h
Score
375103
Daily Profit
0.174430
Profit Factor
1.930302
Profitability
48.000000
Streak
0.000000
Best Strategy
Training Data Length
2313.500000
Evaluation Time
2025-09-30 14:15
Expiration Time
2025-12-08 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2791038.9392 -54569.173 -2736469.7662 -100115.4527 -5637028.9893 5536913.5367
Total P&L (%) -2791.0389 -54.5692 -2736.4698 -100.1155 -5637.029 5536.9135
Avg Daily Profit (%) -1.2064 -0.0236 -1.1828 0 0 0.1744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -3016477 -218036 -2942478 -5390943 -5789867 -2777442
Profit Factor 0.3055 0.9055 0.2048 0.9925 0.2371 1.9303
Total Trades 200 100 100 200 100 100
Winning Trades 114 50 64 88 40 48
Losing Trades 86 50 36 112 60 52
Profitability (%) 57 50 64 44 40 48
Ratio Avg Win / Avg Loss 0.2304 0.9055 0.1152 1.2632 0.3556 2.0912
Largest Winning Trade 60946 50554 60946 7872194 592529 7872194
Largest Losing Trade -2615460 -59646 -2615460 -2132366 -2132366 -1694386
Avg Bars in Trades 45 34 56 45 34 56
Avg Bars in Winners 35 27 41 43 30 55
Avg Bars in Losers 58 41 82 46 37 57
Bars Traded 9079 3459 5620 9079 3459 5620
Profit Streak 56.2192 102.4692 56.2192 0 0 0
Trades During Streak 4 6 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577361 -579592 -578269 -580397 -584954 375103
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9254,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561593600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230939822,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -2791038.9391774894,
            -54569.1730006595,
            -2736469.7661768286,
            -100115.4526623279,
            -5637028.989315587,
            5536913.536653257
        ],
        [
            -2791.038939,
            -54.569173,
            -2736.469766,
            -100.115453,
            -5637.028989,
            5536.913537
        ],
        [
            -1.206414,
            -0.023587,
            -1.182827,
            0,
            0,
            0.17443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -3016477,
            -218036,
            -2942478,
            -5390943,
            -5789867,
            -2777442
        ],
        [
            0.305456,
            0.905461,
            0.204817,
            0.992495,
            0.237077,
            1.930302
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            114,
            50,
            64,
            88,
            40,
            48
        ],
        [
            86,
            50,
            36,
            112,
            60,
            52
        ],
        [
            57,
            50,
            64,
            44,
            40,
            48
        ],
        [
            0.230432,
            0.905461,
            0.11521,
            1.263176,
            0.355615,
            2.09116
        ],
        [
            60946,
            50554,
            60946,
            7872194,
            592529,
            7872194
        ],
        [
            -2615460,
            -59646,
            -2615460,
            -2132366,
            -2132366,
            -1694386
        ],
        [
            45,
            34,
            56,
            45,
            34,
            56
        ],
        [
            35,
            27,
            41,
            43,
            30,
            55
        ],
        [
            58,
            41,
            82,
            46,
            37,
            57
        ],
        [
            9079,
            3459,
            5620,
            9079,
            3459,
            5620
        ],
        [
            56.219211,
            102.469211,
            56.219211,
            0,
            0,
            0
        ],
        [
            4,
            6,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577361,
            -579592,
            -578269,
            -580397,
            -584954,
            375103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9254,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561593600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230939822,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 3
        }
    }
}

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)