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Trade: FIL/USDT/720/MIDPOINT/SSF/2368

Strategy
FIL/USDT/720/MIDPOINT/SSF/2368
Pair
FIL_USDT
Interval
12h
Score
302820
Daily Profit
0.323896
Profit Factor
1.764606
Profitability
32.795699
Streak
53.310256
Best Strategy
Training Data Length
1819.000000
Evaluation Time
2025-10-08 10:26
Expiration Time
2025-12-01 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589167.4627 353414.1427 235753.32 1240644.8919 -658639.9182 1899284.8101
Total P&L (%) 589.1675 353.4141 235.7533 1240.6449 -658.6399 1899.2848
Avg Daily Profit (%) 0.3239 0.1943 0.1296 0.1428 0 0.1648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118728 -82635 -47948 -3103212 -3023403 -1320546
Profit Factor 1.7646 1.8197 1.6947 1.0809 0.9218 1.2748
Total Trades 186 93 93 186 93 93
Winning Trades 61 25 36 61 25 36
Losing Trades 125 68 57 125 68 57
Profitability (%) 32.7957 26.8817 38.7097 32.7957 26.8817 38.7097
Ratio Avg Win / Avg Loss 3.616 4.9495 2.6832 2.215 2.5073 2.0185
Largest Winning Trade 251378 251378 63103 1775531 1775531 1017808
Largest Losing Trade -18860 -16497 -18860 -598290 -524822 -598290
Avg Bars in Trades 19 15 22 19 15 22
Avg Bars in Winners 37 30 41 37 30 41
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 3573 1444 2129 3573 1444 2129
Profit Streak 53.3103 53.3103 60.3103 53.3103 53.3103 60.3103
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302820 -9962 -20229 -136420 -598986 192094
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908406160,
    "expiration_time": 1764596448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "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": [
        [
            589167.4626651495,
            353414.1427127306,
            235753.3199524191,
            1240644.8918595647,
            -658639.9182315414,
            1899284.8100911044
        ],
        [
            589.167463,
            353.414143,
            235.75332,
            1240.644892,
            -658.639918,
            1899.28481
        ],
        [
            0.323896,
            0.19429,
            0.129606,
            0.142803,
            0,
            0.164807
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118728,
            -82635,
            -47948,
            -3103212,
            -3023403,
            -1320546
        ],
        [
            1.764606,
            1.81967,
            1.694651,
            1.08092,
            0.921789,
            1.274847
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            61,
            25,
            36,
            61,
            25,
            36
        ],
        [
            125,
            68,
            57,
            125,
            68,
            57
        ],
        [
            32.795699,
            26.88172,
            38.709677,
            32.795699,
            26.88172,
            38.709677
        ],
        [
            3.615996,
            4.949503,
            2.683197,
            2.215001,
            2.507266,
            2.018507
        ],
        [
            251378,
            251378,
            63103,
            1775531,
            1775531,
            1017808
        ],
        [
            -18860,
            -16497,
            -18860,
            -598290,
            -524822,
            -598290
        ],
        [
            19,
            15,
            22,
            19,
            15,
            22
        ],
        [
            37,
            30,
            41,
            37,
            30,
            41
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            3573,
            1444,
            2129,
            3573,
            1444,
            2129
        ],
        [
            53.310256,
            53.310256,
            60.310256,
            53.310256,
            53.310256,
            60.310256
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302820,
            -9962,
            -20229,
            -136420,
            -598986,
            192094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3638,
    "evaluation_days": 1819,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908406160,
    "expiration_time": 1764596448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "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)