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Trade: ONE/USDT/360/SSF/HILO/3648

Strategy
ONE/USDT/360/SSF/HILO/3648
Pair
ONE_USDT
Interval
6h
Score
347007
Daily Profit
0.292874
Profit Factor
1.454125
Profitability
42.708333
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 16:46
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 675880.6906 641018.052 34862.6386 16320.784 136704.7425 -120383.9585
Total P&L (%) 675.8807 641.0181 34.8626 16.3208 136.7047 -120.384
Avg Daily Profit (%) 0.2929 0.2778 0.0151 0.0066 0.0373 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124950 -121692 -261179 -385497 -295674 -385135
Profit Factor 1.4541 1.941 1.0432 1.0065 1.1167 0.9109
Total Trades 288 144 144 288 144 144
Winning Trades 123 51 72 123 51 72
Losing Trades 165 93 72 165 93 72
Profitability (%) 42.7083 35.4167 50 42.7083 35.4167 50
Ratio Avg Win / Avg Loss 1.9507 3.5394 1.0432 1.3501 2.0364 0.9109
Largest Winning Trade 362314 362314 60071 257164 257164 70987
Largest Losing Trade -48265 -45811 -48265 -165801 -81414 -165801
Avg Bars in Trades 31 26 36 31 26 36
Avg Bars in Winners 45 40 48 45 40 48
Avg Bars in Losers 21 18 25 21 18 25
Bars Traded 9166 3842 5324 9166 3842 5324
Profit Streak 0 0 15.3239 0 0 15.3239
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347007 245609 -347944 -408155 -239614 -580367

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894388074,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 123,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            675880.6905507756,
            641018.051961021,
            34862.6385897543,
            16320.7840359921,
            136704.7425357284,
            -120383.958499736
        ],
        [
            675.880691,
            641.018052,
            34.862639,
            16.320784,
            136.704743,
            -120.383958
        ],
        [
            0.292874,
            0.277768,
            0.015107,
            0.006551,
            0.037344,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124950,
            -121692,
            -261179,
            -385497,
            -295674,
            -385135
        ],
        [
            1.454125,
            1.940987,
            1.043195,
            1.006468,
            1.116711,
            0.910946
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            123,
            51,
            72,
            123,
            51,
            72
        ],
        [
            165,
            93,
            72,
            165,
            93,
            72
        ],
        [
            42.708333,
            35.416667,
            50,
            42.708333,
            35.416667,
            50
        ],
        [
            1.950655,
            3.539447,
            1.043195,
            1.350141,
            2.036355,
            0.910946
        ],
        [
            362314,
            362314,
            60071,
            257164,
            257164,
            70987
        ],
        [
            -48265,
            -45811,
            -48265,
            -165801,
            -81414,
            -165801
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            45,
            40,
            48,
            45,
            40,
            48
        ],
        [
            21,
            18,
            25,
            21,
            18,
            25
        ],
        [
            9166,
            3842,
            5324,
            9166,
            3842,
            5324
        ],
        [
            0,
            0,
            15.323936,
            0,
            0,
            15.323936
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347007,
            245609,
            -347944,
            -408155,
            -239614,
            -580367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894388074,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 123,
            "offset": 0,
            "poles": 2
        }
    },
    "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)