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Trade: ONE/USDT/360/SSF/HL2/4377

Strategy
ONE/USDT/360/SSF/HL2/4377
Pair
ONE_USDT
Interval
6h
Score
312816
Daily Profit
0.278714
Profit Factor
1.243176
Profitability
33.599202
Streak
0.000000
Best Strategy
Training Data Length
2317.500000
Evaluation Time
2025-10-04 11:11
Expiration Time
2025-12-12 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 645920.2187 541810.125 104110.0936 530922.2845 537867.7804 -6945.4959
Total P&L (%) 645.9202 541.8101 104.1101 530.9223 537.8678 -6.9455
Avg Daily Profit (%) 0.2787 0.2338 0.0449 0.0795 0.08 -0.0031
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130398 -95125 -238143 -1450592 -1027885 -942915
Profit Factor 1.2432 1.4229 1.0757 1.0426 1.0855 0.9989
Total Trades 1003 501 502 1003 501 502
Winning Trades 337 158 179 337 158 179
Losing Trades 666 343 323 666 343 323
Profitability (%) 33.5992 31.5369 35.6574 33.5992 31.5369 35.6574
Ratio Avg Win / Avg Loss 2.4568 3.0889 1.9411 2.0605 2.3564 1.8024
Largest Winning Trade 133904 133904 64015 468871 468871 310502
Largest Losing Trade -20672 -15400 -20672 -152040 -146197 -152040
Avg Bars in Trades 9 8 9 9 8 9
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 5 4 5 5 4 5
Bars Traded 9244 4471 4773 9244 4471 4773
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 312816 195571 -272263 -259783 -215985 -581232
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565498105,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            645920.2186715116,
            541810.1250402282,
            104110.0936312846,
            530922.2844570634,
            537867.7803954979,
            -6945.4959384338
        ],
        [
            645.920219,
            541.810125,
            104.110094,
            530.922284,
            537.86778,
            -6.945496
        ],
        [
            0.278714,
            0.233791,
            0.044923,
            0.079514,
            0.079987,
            -0.003106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130398,
            -95125,
            -238143,
            -1450592,
            -1027885,
            -942915
        ],
        [
            1.243176,
            1.422863,
            1.075722,
            1.042611,
            1.085464,
            0.998874
        ],
        [
            1003,
            501,
            502,
            1003,
            501,
            502
        ],
        [
            337,
            158,
            179,
            337,
            158,
            179
        ],
        [
            666,
            343,
            323,
            666,
            343,
            323
        ],
        [
            33.599202,
            31.536926,
            35.657371,
            33.599202,
            31.536926,
            35.657371
        ],
        [
            2.456841,
            3.088874,
            1.941108,
            2.060471,
            2.356418,
            1.802437
        ],
        [
            133904,
            133904,
            64015,
            468871,
            468871,
            310502
        ],
        [
            -20672,
            -15400,
            -20672,
            -152040,
            -146197,
            -152040
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            9244,
            4471,
            4773,
            9244,
            4471,
            4773
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312816,
            195571,
            -272263,
            -259783,
            -215985,
            -581232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9270,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565498105,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 28,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hl2",
        "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)