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Trade: DOT/USDT/360/SSF/EMA/7878

Strategy
DOT/USDT/360/SSF/EMA/7878
Pair
DOT_USDT
Interval
6h
Score
301591
Daily Profit
0.212590
Profit Factor
1.307900
Profitability
39.826840
Streak
8.755318
Best Strategy
Training Data Length
1867.750000
Evaluation Time
2025-09-29 15:07
Expiration Time
2025-11-24 08:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397065.2124 307072.2649 89992.9475 600820.681 564792.6716 36028.0095
Total P&L (%) 397.0652 307.0723 89.9929 600.8207 564.7927 36.028
Avg Daily Profit (%) 0.2126 0.1644 0.0482 0.1043 0.1015 0.0165
Buy And Hold Return (%) 38.5426 38.5426 38.5426 38.5426 38.5426 38.5426
Max Trade Drawdown -89505 -119151 -90767 -515432 -524739 -593114
Profit Factor 1.3079 1.508 1.1313 1.0954 1.1916 1.0108
Total Trades 462 231 231 462 231 231
Winning Trades 184 87 97 184 87 97
Losing Trades 278 144 134 278 144 134
Profitability (%) 39.8268 37.6623 41.9913 39.8268 37.6623 41.9913
Ratio Avg Win / Avg Loss 1.9761 2.4961 1.5629 1.655 1.9723 1.3963
Largest Winning Trade 88044 88044 48030 211278 211278 149926
Largest Losing Trade -20512 -20512 -15905 -147976 -147976 -99071
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 26 27 26 26 27 26
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 7453 3731 3721 7453 3731 3721
Profit Streak 8.7553 0 11.5053 8.7553 0 11.5053
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301591 212985 -209705 -168398 -69616 -546867
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7471,
    "evaluation_days": 1867.75,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1597968000000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759147659518,
    "expiration_time": 1763966808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 10,
            "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": [
        [
            397065.2123978832,
            307072.2649115055,
            89992.9474863784,
            600820.6810328172,
            564792.6715664592,
            36028.0094663581
        ],
        [
            397.065212,
            307.072265,
            89.992947,
            600.820681,
            564.792672,
            36.028009
        ],
        [
            0.21259,
            0.164408,
            0.048183,
            0.104302,
            0.101473,
            0.016475
        ],
        [
            38.542649,
            38.542649,
            38.542649,
            38.542649,
            38.542649,
            38.542649
        ],
        [
            -89505,
            -119151,
            -90767,
            -515432,
            -524739,
            -593114
        ],
        [
            1.3079,
            1.508036,
            1.131346,
            1.095393,
            1.191599,
            1.010753
        ],
        [
            462,
            231,
            231,
            462,
            231,
            231
        ],
        [
            184,
            87,
            97,
            184,
            87,
            97
        ],
        [
            278,
            144,
            134,
            278,
            144,
            134
        ],
        [
            39.82684,
            37.662338,
            41.991342,
            39.82684,
            37.662338,
            41.991342
        ],
        [
            1.976067,
            2.496059,
            1.56289,
            1.654996,
            1.972301,
            1.396298
        ],
        [
            88044,
            88044,
            48030,
            211278,
            211278,
            149926
        ],
        [
            -20512,
            -20512,
            -15905,
            -147976,
            -147976,
            -99071
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            26,
            27,
            26,
            26,
            27,
            26
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            7453,
            3731,
            3721,
            7453,
            3731,
            3721
        ],
        [
            8.755318,
            0,
            11.505318,
            8.755318,
            0,
            11.505318
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301591,
            212985,
            -209705,
            -168398,
            -69616,
            -546867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7471,
    "evaluation_days": 1867.75,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1597968000000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759147659518,
    "expiration_time": 1763966808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 10,
            "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)