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Trade: THETA/USDT/480/SSF/MIDPOINT/8542

Strategy
THETA/USDT/480/SSF/MIDPOINT/8542
Pair
THETA_USDT
Interval
8h
Score
428446
Daily Profit
0.198005
Profit Factor
2.013401
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
2360.330000
Evaluation Time
2025-09-25 12:33
Expiration Time
2025-12-04 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1315857.9413 64515.1143 -1380373.0556 -455672.0913 -11014325.5336 10558653.4423
Total P&L (%) -1315.8579 64.5151 -1380.3731 -455.6721 -11014.3255 10558.6534
Avg Daily Profit (%) -0.5575 0.0273 -0.5848 0 0 0.198
Buy And Hold Return (%) 507.8332 507.8332 507.8332 507.8332 507.8332 507.8332
Max Trade Drawdown -1509505 -185562 -1482779 -19205603 -17238468 -5553708
Profit Factor 0.3984 1.1677 0.2343 0.9867 0.5368 2.0134
Total Trades 170 85 85 170 85 85
Winning Trades 129 63 66 91 46 45
Losing Trades 41 22 19 79 39 40
Profitability (%) 75.8824 74.1176 77.6471 53.5294 54.1176 52.9412
Ratio Avg Win / Avg Loss 0.1266 0.4078 0.0674 0.8566 0.4551 1.7897
Largest Winning Trade 38461 38461 20697 4190811 1469410 4190811
Largest Losing Trade -1131666 -67758 -1131666 -6941032 -6941032 -2153069
Avg Bars in Trades 40 47 33 40 47 33
Avg Bars in Winners 13 15 11 30 30 29
Avg Bars in Losers 123 137 108 51 66 36
Bars Traded 6829 4001 2828 6829 4001 2828
Profit Streak 54.7314 77.7314 54.7314 0 0 0
Trades During Streak 8 4 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574910 -355385 -575775 -579429 -580570 428446

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558396800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758792791368,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 9,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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": [
        [
            -1315857.9413070818,
            64515.1142669144,
            -1380373.0555739969,
            -455672.0913004889,
            -11014325.533634158,
            10558653.442333668
        ],
        [
            -1315.857941,
            64.515114,
            -1380.373056,
            -455.672091,
            -11014.325534,
            10558.653442
        ],
        [
            -0.557489,
            0.027333,
            -0.584822,
            0,
            0,
            0.198005
        ],
        [
            507.833164,
            507.833164,
            507.833164,
            507.833164,
            507.833164,
            507.833164
        ],
        [
            -1509505,
            -185562,
            -1482779,
            -19205603,
            -17238468,
            -5553708
        ],
        [
            0.398446,
            1.167685,
            0.234272,
            0.986675,
            0.536788,
            2.013401
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            129,
            63,
            66,
            91,
            46,
            45
        ],
        [
            41,
            22,
            19,
            79,
            39,
            40
        ],
        [
            75.882353,
            74.117647,
            77.647059,
            53.529412,
            54.117647,
            52.941176
        ],
        [
            0.126638,
            0.407763,
            0.067442,
            0.856564,
            0.455103,
            1.78969
        ],
        [
            38461,
            38461,
            20697,
            4190811,
            1469410,
            4190811
        ],
        [
            -1131666,
            -67758,
            -1131666,
            -6941032,
            -6941032,
            -2153069
        ],
        [
            40,
            47,
            33,
            40,
            47,
            33
        ],
        [
            13,
            15,
            11,
            30,
            30,
            29
        ],
        [
            123,
            137,
            108,
            51,
            66,
            36
        ],
        [
            6829,
            4001,
            2828,
            6829,
            4001,
            2828
        ],
        [
            54.731381,
            77.731381,
            54.731381,
            0,
            0,
            0
        ],
        [
            8,
            4,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574910,
            -355385,
            -575775,
            -579429,
            -580570,
            428446
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558396800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758792791368,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 9,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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)