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Trade: ONE/USDT/480/SSF/MIDPRICE/8429

Strategy
ONE/USDT/480/SSF/MIDPRICE/8429
Pair
ONE_USDT
Interval
8h
Score
323244
Daily Profit
0.370355
Profit Factor
1.680224
Profitability
37.745098
Streak
0.000000
Best Strategy
Training Data Length
2317.670000
Evaluation Time
2025-10-04 16:54
Expiration Time
2025-12-12 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 858361.6332 752298.8625 106062.7706 262831.4071 -48946.0223 311777.4294
Total P&L (%) 858.3616 752.2989 106.0628 262.8314 -48.946 311.7774
Avg Daily Profit (%) 0.3704 0.3246 0.0458 0.0556 -0.029 0.0611
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175390 -145967 -180985 -240173 -316175 -187328
Profit Factor 1.6802 2.117 1.1803 1.1266 0.9585 1.3474
Total Trades 204 102 102 204 102 102
Winning Trades 77 27 50 77 27 50
Losing Trades 127 75 52 127 75 52
Profitability (%) 37.7451 26.4706 49.0196 37.7451 26.4706 49.0196
Ratio Avg Win / Avg Loss 2.7713 5.8806 1.2275 1.8581 2.6625 1.4013
Largest Winning Trade 384844 384844 49412 308294 308294 126202
Largest Losing Trade -55202 -28213 -55202 -187328 -86794 -187328
Avg Bars in Trades 33 34 33 33 34 33
Avg Bars in Winners 55 72 45 55 72 45
Avg Bars in Losers 21 20 22 21 20 22
Bars Traded 6923 3480 3444 6923 3480 3444
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 323244 -10487 -154691 -202533 -601615 -111649
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560009600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586088663,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "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": [
        [
            858361.6331652198,
            752298.8625415756,
            106062.7706236442,
            262831.4070681032,
            -48946.0223261331,
            311777.4293942365
        ],
        [
            858.361633,
            752.298863,
            106.062771,
            262.831407,
            -48.946022,
            311.777429
        ],
        [
            0.370355,
            0.324593,
            0.045763,
            0.055622,
            -0.029003,
            0.061085
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175390,
            -145967,
            -180985,
            -240173,
            -316175,
            -187328
        ],
        [
            1.680224,
            2.116998,
            1.180262,
            1.126567,
            0.958494,
            1.347435
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            77,
            27,
            50,
            77,
            27,
            50
        ],
        [
            127,
            75,
            52,
            127,
            75,
            52
        ],
        [
            37.745098,
            26.470588,
            49.019608,
            37.745098,
            26.470588,
            49.019608
        ],
        [
            2.771278,
            5.88055,
            1.227473,
            1.858104,
            2.662483,
            1.401332
        ],
        [
            384844,
            384844,
            49412,
            308294,
            308294,
            126202
        ],
        [
            -55202,
            -28213,
            -55202,
            -187328,
            -86794,
            -187328
        ],
        [
            33,
            34,
            33,
            33,
            34,
            33
        ],
        [
            55,
            72,
            45,
            55,
            72,
            45
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            6923,
            3480,
            3444,
            6923,
            3480,
            3444
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323244,
            -10487,
            -154691,
            -202533,
            -601615,
            -111649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560009600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586088663,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "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)