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Trade: FIL/USDT/720/SSF/KCB/4360

Strategy
FIL/USDT/720/SSF/KCB/4360
Pair
FIL_USDT
Interval
12h
Score
342548
Daily Profit
0.367201
Profit Factor
2.146147
Profitability
38.888889
Streak
0.000000
Best Strategy
Training Data Length
1815.500000
Evaluation Time
2025-10-05 00:18
Expiration Time
2025-11-28 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 666653.5001 404417.1312 262236.3689 1964034.4447 150.4264 1963884.0183
Total P&L (%) 666.6535 404.4171 262.2364 1964.0344 0.1504 1963.884
Avg Daily Profit (%) 0.3672 0.2228 0.1444 0.1669 0.0001 0.1669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109426 -66197 -62408 -2821952 -1831845 -2142021
Profit Factor 2.1461 2.2006 2.0712 1.1716 1 1.3746
Total Trades 108 54 54 108 54 54
Winning Trades 42 15 27 42 15 27
Losing Trades 66 39 27 66 39 27
Profitability (%) 38.8889 27.7778 50 38.8889 27.7778 50
Ratio Avg Win / Avg Loss 3.3725 5.7216 2.0712 1.841 2.6001 1.3746
Largest Winning Trade 315467 315467 64373 1482308 1482308 933388
Largest Losing Trade -48492 -21425 -48492 -1872556 -412867 -1872556
Avg Bars in Trades 33 29 36 33 29 36
Avg Bars in Winners 54 52 54 54 52 54
Avg Bars in Losers 19 21 17 19 21 17
Bars Traded 3571 1607 1964 3571 1607 1964
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 342548 -185624 -176333 -26971 -775490 -171760
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3631,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759612681439,
    "expiration_time": 1764284976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            666653.5000978458,
            404417.1311814634,
            262236.3689163825,
            1964034.444703993,
            150.4264468933,
            1963884.0182570997
        ],
        [
            666.6535,
            404.417131,
            262.236369,
            1964.034445,
            0.150426,
            1963.884018
        ],
        [
            0.367201,
            0.222758,
            0.144443,
            0.166884,
            8.3e-5,
            0.16688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109426,
            -66197,
            -62408,
            -2821952,
            -1831845,
            -2142021
        ],
        [
            2.146147,
            2.200618,
            2.071197,
            1.171567,
            1.000024,
            1.374604
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            42,
            15,
            27,
            42,
            15,
            27
        ],
        [
            66,
            39,
            27,
            66,
            39,
            27
        ],
        [
            38.888889,
            27.777778,
            50,
            38.888889,
            27.777778,
            50
        ],
        [
            3.372516,
            5.721607,
            2.071197,
            1.841034,
            2.600063,
            1.374604
        ],
        [
            315467,
            315467,
            64373,
            1482308,
            1482308,
            933388
        ],
        [
            -48492,
            -21425,
            -48492,
            -1872556,
            -412867,
            -1872556
        ],
        [
            33,
            29,
            36,
            33,
            29,
            36
        ],
        [
            54,
            52,
            54,
            54,
            52,
            54
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            3571,
            1607,
            1964,
            3571,
            1607,
            1964
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342548,
            -185624,
            -176333,
            -26971,
            -775490,
            -171760
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3631,
    "evaluation_days": 1815.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759612681439,
    "expiration_time": 1764284976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)