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Trade: VET/USDT/360/MIDPRICE/SSF/4202

Strategy
VET/USDT/360/MIDPRICE/SSF/4202
Pair
VET_USDT
Interval
6h
Score
326441
Daily Profit
0.296208
Profit Factor
3.879413
Profitability
60.869565
Streak
6.442945
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-01 13:37
Expiration Time
2025-12-15 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 795843.5229 741409.4983 54434.0246 1119309.6088 3337224.2316 -2217914.6228
Total P&L (%) 795.8435 741.4095 54.434 1119.3096 3337.2242 -2217.9146
Avg Daily Profit (%) 0.318 0.2962 0.0217 0.1 0.1414 0
Buy And Hold Return (%) 438.0577 438.0577 438.0577 438.0577 438.0577 438.0577
Max Trade Drawdown -148218 -128044 -103892 -10882712 -8588562 -3396368
Profit Factor 2.2894 3.8794 1.1513 1.0607 1.3112 0.7129
Total Trades 91 46 45 91 46 45
Winning Trades 49 28 21 49 28 21
Losing Trades 42 18 24 42 18 24
Profitability (%) 53.8462 60.8696 46.6667 53.8462 60.8696 46.6667
Ratio Avg Win / Avg Loss 1.9623 2.4939 1.3158 0.9091 0.8429 0.8148
Largest Winning Trade 385652 385652 51685 9193529 9193529 1162641
Largest Losing Trade -65137 -60284 -65137 -6500023 -6500023 -2250197
Avg Bars in Trades 105 85 126 105 85 126
Avg Bars in Winners 107 73 152 107 73 152
Avg Bars in Losers 103 103 104 103 103 104
Bars Traded 9616 3910 5706 9616 3910 5706
Profit Streak 6.4429 6.4429 12.9429 6.4429 6.4429 12.9429
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 259207 326441 -384288 -216161 -3170 -581398
Evaluation Data
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1547748000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759315070492,
    "expiration_time": 1765786176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "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": [
        [
            795843.5228798141,
            741409.4982976015,
            54434.0245822122,
            1119309.6087891648,
            3337224.2315825433,
            -2217914.62279338
        ],
        [
            795.843523,
            741.409498,
            54.434025,
            1119.309609,
            3337.224232,
            -2217.914623
        ],
        [
            0.317956,
            0.296208,
            0.021748,
            0.099965,
            0.14142,
            0
        ],
        [
            438.057743,
            438.057743,
            438.057743,
            438.057743,
            438.057743,
            438.057743
        ],
        [
            -148218,
            -128044,
            -103892,
            -10882712,
            -8588562,
            -3396368
        ],
        [
            2.289387,
            3.879413,
            1.151315,
            1.060669,
            1.31119,
            0.712909
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            53.846154,
            60.869565,
            46.666667,
            53.846154,
            60.869565,
            46.666667
        ],
        [
            1.962332,
            2.493908,
            1.315788,
            0.909145,
            0.842908,
            0.814753
        ],
        [
            385652,
            385652,
            51685,
            9193529,
            9193529,
            1162641
        ],
        [
            -65137,
            -60284,
            -65137,
            -6500023,
            -6500023,
            -2250197
        ],
        [
            105,
            85,
            126,
            105,
            85,
            126
        ],
        [
            107,
            73,
            152,
            107,
            73,
            152
        ],
        [
            103,
            103,
            104,
            103,
            103,
            104
        ],
        [
            9616,
            3910,
            5706,
            9616,
            3910,
            5706
        ],
        [
            6.442945,
            6.442945,
            12.942945,
            6.442945,
            6.442945,
            12.942945
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            259207,
            326441,
            -384288,
            -216161,
            -3170,
            -581398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "VET_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1547748000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759315070492,
    "expiration_time": 1765786176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "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)