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Trade: OP/USDT/60/DCM/SSF/3385

Strategy
OP/USDT/60/DCM/SSF/3385
Pair
OP_USDT
Interval
1h
Score
300963
Daily Profit
0.154459
Profit Factor
1.284036
Profitability
60.661765
Streak
19.112399
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 18:41
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 195483.7297 160887.1228 34596.6068 68064.6224 102941.6991 -34877.0767
Total P&L (%) 195.4837 160.8871 34.5966 68.0646 102.9417 -34.8771
Avg Daily Profit (%) 0.1877 0.1545 0.0332 0.0499 0.068 -0.0412
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112495 -80762 -124419 -140243 -66032 -160723
Profit Factor 1.1689 1.284 1.0585 1.0679 1.2287 0.9369
Total Trades 544 272 272 544 272 272
Winning Trades 338 165 173 338 165 173
Losing Trades 206 107 99 206 107 99
Profitability (%) 62.1324 60.6618 63.6029 62.1324 60.6618 63.6029
Ratio Avg Win / Avg Loss 0.7124 0.8327 0.6057 0.6508 0.7968 0.5361
Largest Winning Trade 24675 24675 13066 16918 15773 16918
Largest Losing Trade -48834 -25914 -48834 -46718 -31178 -46718
Avg Bars in Trades 45 47 44 45 47 44
Avg Bars in Winners 30 30 30 30 30 30
Avg Bars in Losers 70 72 69 70 72 69
Bars Traded 24834 12784 12050 24834 12784 12050
Profit Streak 0 19.1124 0 0 19.1124 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24501 300963 -306409 -269568 -101389 -578147

Evaluation Data

{
    "trading_pair": "OP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668877200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758814911302,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            195483.7296568485,
            160887.1228081118,
            34596.6068487366,
            68064.6224131978,
            102941.6990760069,
            -34877.0766628089
        ],
        [
            195.48373,
            160.887123,
            34.596607,
            68.064622,
            102.941699,
            -34.877077
        ],
        [
            0.187673,
            0.154459,
            0.033214,
            0.049856,
            0.06797,
            -0.041167
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112495,
            -80762,
            -124419,
            -140243,
            -66032,
            -160723
        ],
        [
            1.168874,
            1.284036,
            1.058525,
            1.067883,
            1.228652,
            0.936871
        ],
        [
            544,
            272,
            272,
            544,
            272,
            272
        ],
        [
            338,
            165,
            173,
            338,
            165,
            173
        ],
        [
            206,
            107,
            99,
            206,
            107,
            99
        ],
        [
            62.132353,
            60.661765,
            63.602941,
            62.132353,
            60.661765,
            63.602941
        ],
        [
            0.712391,
            0.832678,
            0.605746,
            0.65084,
            0.796762,
            0.536128
        ],
        [
            24675,
            24675,
            13066,
            16918,
            15773,
            16918
        ],
        [
            -48834,
            -25914,
            -48834,
            -46718,
            -31178,
            -46718
        ],
        [
            45,
            47,
            44,
            45,
            47,
            44
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            70,
            72,
            69,
            70,
            72,
            69
        ],
        [
            24834,
            12784,
            12050,
            24834,
            12784,
            12050
        ],
        [
            0,
            19.112399,
            0,
            0,
            19.112399,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24501,
            300963,
            -306409,
            -269568,
            -101389,
            -578147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668877200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758814911302,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 0,
            "poles": 2
        }
    }
}

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)