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Trade: DOT/USDT/480/SSF/HILO/3133

Strategy
DOT/USDT/480/SSF/HILO/3133
Pair
DOT_USDT
Interval
8h
Score
436256
Daily Profit
0.264361
Profit Factor
3.553940
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1875.330000
Evaluation Time
2025-10-06 23:47
Expiration Time
2025-12-02 00:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569395.6722 495763.8415 73631.8307 433445.0208 276364.1999 157080.8209
Total P&L (%) 569.3957 495.7638 73.6318 433.445 276.3642 157.0808
Avg Daily Profit (%) 0.3036 0.2644 0.0393 0.0893 0.0707 0.0504
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96716 -46879 -49837 -728906 -510472 -308980
Profit Factor 2.4076 3.5539 1.35 1.1987 1.2457 1.1487
Total Trades 71 35 36 71 35 36
Winning Trades 31 15 16 31 15 16
Losing Trades 40 20 20 40 20 20
Profitability (%) 43.662 42.8571 44.4444 43.662 42.8571 44.4444
Ratio Avg Win / Avg Loss 3.1066 4.7386 1.6874 1.5468 1.6609 1.4359
Largest Winning Trade 456410 456410 59060 323047 323047 308199
Largest Losing Trade -41584 -23452 -41584 -248573 -181160 -248573
Avg Bars in Trades 76 61 91 76 61 91
Avg Bars in Winners 125 94 153 125 94 153
Avg Bars in Losers 39 36 42 39 36 42
Bars Traded 5458 2155 3303 5458 2155 3303
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 -80232 436256 -141117 -168274 -100464 -184743
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5626,
    "evaluation_days": 1875.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1598342400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759783639264,
    "expiration_time": 1764627264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            569395.6721666947,
            495763.8414653842,
            73631.8307013106,
            433445.0208002443,
            276364.1999327177,
            157080.8208675267
        ],
        [
            569.395672,
            495.763841,
            73.631831,
            433.445021,
            276.3642,
            157.080821
        ],
        [
            0.303624,
            0.264361,
            0.039263,
            0.089314,
            0.0707,
            0.050362
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96716,
            -46879,
            -49837,
            -728906,
            -510472,
            -308980
        ],
        [
            2.407587,
            3.55394,
            1.349958,
            1.198732,
            1.245678,
            1.14873
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            43.661972,
            42.857143,
            44.444444,
            43.661972,
            42.857143,
            44.444444
        ],
        [
            3.106564,
            4.738586,
            1.687448,
            1.546751,
            1.660904,
            1.435913
        ],
        [
            456410,
            456410,
            59060,
            323047,
            323047,
            308199
        ],
        [
            -41584,
            -23452,
            -41584,
            -248573,
            -181160,
            -248573
        ],
        [
            76,
            61,
            91,
            76,
            61,
            91
        ],
        [
            125,
            94,
            153,
            125,
            94,
            153
        ],
        [
            39,
            36,
            42,
            39,
            36,
            42
        ],
        [
            5458,
            2155,
            3303,
            5458,
            2155,
            3303
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80232,
            436256,
            -141117,
            -168274,
            -100464,
            -184743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5626,
    "evaluation_days": 1875.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1598342400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759783639264,
    "expiration_time": 1764627264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)