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Trade: FIL/USDT/120/MIDPRICE/SSF/1564

Strategy
FIL/USDT/120/MIDPRICE/SSF/1564
Pair
FIL_USDT
Interval
2h
Score
308983
Daily Profit
0.174404
Profit Factor
1.276823
Profitability
49.458484
Streak
0.000000
Best Strategy
Training Data Length
1808.500000
Evaluation Time
2025-09-28 19:11
Expiration Time
2025-12-02 18:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315409.3114 159581.2042 155828.1072 28752.2624 -50453.5647 79205.8272
Total P&L (%) 315.4093 159.5812 155.8281 28.7523 -50.4536 79.2058
Avg Daily Profit (%) 0.1744 0.0882 0.0862 0.014 -0.0388 0.0323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104602 -132330 -82897 -452299 -424780 -421173
Profit Factor 1.2768 1.279 1.2746 1.0102 0.9624 1.0536
Total Trades 277 139 138 277 139 138
Winning Trades 137 63 74 137 63 74
Losing Trades 140 76 64 140 76 64
Profitability (%) 49.4585 45.3237 53.6232 49.4585 45.3237 53.6232
Ratio Avg Win / Avg Loss 1.3048 1.5429 1.1024 1.0323 1.161 0.9113
Largest Winning Trade 69127 69127 47896 147144 101096 147144
Largest Losing Trade -72343 -24345 -72343 -317361 -69376 -317361
Avg Bars in Trades 76 58 94 76 58 94
Avg Bars in Winners 89 58 116 89 58 116
Avg Bars in Losers 63 58 68 63 58 68
Bars Traded 21152 8110 13042 21152 8110 13042
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 308983 -76090 -77710 -385458 -581115 -312703
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21702,
    "evaluation_days": 1808.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604095200000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075893519,
    "expiration_time": 1764693158400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            315409.3113908869,
            159581.2042236534,
            155828.1071672336,
            28752.2624307388,
            -50453.5647200443,
            79205.827150783
        ],
        [
            315.409311,
            159.581204,
            155.828107,
            28.752262,
            -50.453565,
            79.205827
        ],
        [
            0.174404,
            0.08824,
            0.086164,
            0.013975,
            -0.038824,
            0.032262
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104602,
            -132330,
            -82897,
            -452299,
            -424780,
            -421173
        ],
        [
            1.276823,
            1.27898,
            1.274649,
            1.010205,
            0.962372,
            1.053636
        ],
        [
            277,
            139,
            138,
            277,
            139,
            138
        ],
        [
            137,
            63,
            74,
            137,
            63,
            74
        ],
        [
            140,
            76,
            64,
            140,
            76,
            64
        ],
        [
            49.458484,
            45.323741,
            53.623188,
            49.458484,
            45.323741,
            53.623188
        ],
        [
            1.304783,
            1.542896,
            1.102399,
            1.032326,
            1.160957,
            0.911253
        ],
        [
            69127,
            69127,
            47896,
            147144,
            101096,
            147144
        ],
        [
            -72343,
            -24345,
            -72343,
            -317361,
            -69376,
            -317361
        ],
        [
            76,
            58,
            94,
            76,
            58,
            94
        ],
        [
            89,
            58,
            116,
            89,
            58,
            116
        ],
        [
            63,
            58,
            68,
            63,
            58,
            68
        ],
        [
            21152,
            8110,
            13042,
            21152,
            8110,
            13042
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308983,
            -76090,
            -77710,
            -385458,
            -581115,
            -312703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21702,
    "evaluation_days": 1808.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604095200000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075893519,
    "expiration_time": 1764693158400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 3
        }
    }
}

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)