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Trade: EGLD/USDT/120/MIDPOINT/SSF/5175

Strategy
EGLD/USDT/120/MIDPOINT/SSF/5175
Pair
EGLD_USDT
Interval
2h
Score
316129
Daily Profit
0.299506
Profit Factor
1.479952
Profitability
37.500000
Streak
10.105796
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 15:32
Expiration Time
2025-12-08 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 555583.9404 449772.3993 105811.5411 826916.523 314584.2484 512332.2746
Total P&L (%) 555.5839 449.7724 105.8115 826.9165 314.5842 512.3323
Avg Daily Profit (%) 0.2995 0.2425 0.057 0.1201 0.0767 0.0977
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85892 -83244 -100911 -1862989 -1806326 -1059349
Profit Factor 1.48 1.7958 1.1786 1.06 1.0453 1.0748
Total Trades 344 172 172 344 172 172
Winning Trades 129 58 71 129 58 71
Losing Trades 215 114 101 215 114 101
Profitability (%) 37.5 33.7209 41.2791 37.5 33.7209 41.2791
Ratio Avg Win / Avg Loss 2.4666 3.5297 1.6766 1.7666 2.0546 1.5289
Largest Winning Trade 200619 200619 35120 1156889 1156889 378084
Largest Losing Trade -34929 -24676 -34929 -421199 -239211 -421199
Avg Bars in Trades 64 59 68 64 59 68
Avg Bars in Winners 110 104 116 110 104 116
Avg Bars in Losers 36 36 35 36 36 35
Bars Traded 22106 10249 11857 22106 10249 11857
Profit Streak 10.1058 0 11.1891 10.1058 0 11.1891
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316129 194574 -142102 -188101 -266096 -201616
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408340788,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "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": [
        [
            555583.94044306,
            449772.399295806,
            105811.5411472544,
            826916.5229968136,
            314584.248417858,
            512332.2745789555
        ],
        [
            555.58394,
            449.772399,
            105.811541,
            826.916523,
            314.584248,
            512.332275
        ],
        [
            0.299506,
            0.242465,
            0.057041,
            0.120109,
            0.076693,
            0.097735
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85892,
            -83244,
            -100911,
            -1862989,
            -1806326,
            -1059349
        ],
        [
            1.479952,
            1.795814,
            1.178612,
            1.059964,
            1.045322,
            1.074804
        ],
        [
            344,
            172,
            172,
            344,
            172,
            172
        ],
        [
            129,
            58,
            71,
            129,
            58,
            71
        ],
        [
            215,
            114,
            101,
            215,
            114,
            101
        ],
        [
            37.5,
            33.72093,
            41.27907,
            37.5,
            33.72093,
            41.27907
        ],
        [
            2.466587,
            3.529702,
            1.676618,
            1.766607,
            2.054598,
            1.528946
        ],
        [
            200619,
            200619,
            35120,
            1156889,
            1156889,
            378084
        ],
        [
            -34929,
            -24676,
            -34929,
            -421199,
            -239211,
            -421199
        ],
        [
            64,
            59,
            68,
            64,
            59,
            68
        ],
        [
            110,
            104,
            116,
            110,
            104,
            116
        ],
        [
            36,
            36,
            35,
            36,
            36,
            35
        ],
        [
            22106,
            10249,
            11857,
            22106,
            10249,
            11857
        ],
        [
            10.105796,
            0,
            11.189129,
            10.105796,
            0,
            11.189129
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316129,
            194574,
            -142102,
            -188101,
            -266096,
            -201616
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408340788,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "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)