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Trade: FIL/USDT/120/SSF/HILO/2470

Strategy
FIL/USDT/120/SSF/HILO/2470
Pair
FIL_USDT
Interval
2h
Score
343389
Daily Profit
0.260589
Profit Factor
1.319261
Profitability
42.122720
Streak
0.000000
Best Strategy
Training Data Length
1813.170000
Evaluation Time
2025-10-03 11:04
Expiration Time
2025-12-07 14:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472491.9865 260808.1387 211683.8478 583580.2625 34917.7111 548662.5515
Total P&L (%) 472.492 260.8081 211.6838 583.5803 34.9177 548.6626
Avg Daily Profit (%) 0.2606 0.1438 0.1167 0.1061 0.0165 0.1032
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117332 -95742 -67737 -1747758 -1525542 -1273027
Profit Factor 1.3193 1.3629 1.2781 1.0329 1.0042 1.0582
Total Trades 603 301 302 603 301 302
Winning Trades 254 118 136 254 118 136
Losing Trades 349 183 166 349 183 166
Profitability (%) 42.1227 39.2027 45.0331 42.1227 39.2027 45.0331
Ratio Avg Win / Avg Loss 1.8127 2.1136 1.56 1.4192 1.5574 1.2916
Largest Winning Trade 102141 102141 55341 691832 691832 436042
Largest Losing Trade -24799 -16713 -24799 -516999 -284866 -516999
Avg Bars in Trades 35 31 40 35 31 40
Avg Bars in Winners 48 45 50 48 45 50
Avg Bars in Losers 26 22 31 26 22 31
Bars Traded 21667 9526 12141 21667 9526 12141
Profit Streak 0 4.8366 0 0 4.8366 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343389 -1589 -36988 -235210 -390396 -212258
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21758,
    "evaluation_days": 1813.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602928800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478683127,
    "expiration_time": 1765110873600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 110,
            "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": [
        [
            472491.9865218404,
            260808.1387231405,
            211683.8477986995,
            583580.2625252155,
            34917.7110628758,
            548662.5514623399
        ],
        [
            472.491987,
            260.808139,
            211.683848,
            583.580263,
            34.917711,
            548.662551
        ],
        [
            0.260589,
            0.143841,
            0.116748,
            0.106068,
            0.016519,
            0.103173
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117332,
            -95742,
            -67737,
            -1747758,
            -1525542,
            -1273027
        ],
        [
            1.319261,
            1.362858,
            1.278095,
            1.032905,
            1.004204,
            1.058184
        ],
        [
            603,
            301,
            302,
            603,
            301,
            302
        ],
        [
            254,
            118,
            136,
            254,
            118,
            136
        ],
        [
            349,
            183,
            166,
            349,
            183,
            166
        ],
        [
            42.12272,
            39.202658,
            45.033113,
            42.12272,
            39.202658,
            45.033113
        ],
        [
            1.812686,
            2.113584,
            1.560028,
            1.419228,
            1.557368,
            1.291607
        ],
        [
            102141,
            102141,
            55341,
            691832,
            691832,
            436042
        ],
        [
            -24799,
            -16713,
            -24799,
            -516999,
            -284866,
            -516999
        ],
        [
            35,
            31,
            40,
            35,
            31,
            40
        ],
        [
            48,
            45,
            50,
            48,
            45,
            50
        ],
        [
            26,
            22,
            31,
            26,
            22,
            31
        ],
        [
            21667,
            9526,
            12141,
            21667,
            9526,
            12141
        ],
        [
            0,
            4.83661,
            0,
            0,
            4.83661,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343389,
            -1589,
            -36988,
            -235210,
            -390396,
            -212258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21758,
    "evaluation_days": 1813.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1602928800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478683127,
    "expiration_time": 1765110873600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 110,
            "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)