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Trade: ONE/USDT/120/MIDPOINT/SSF/5576

Strategy
ONE/USDT/120/MIDPOINT/SSF/5576
Pair
ONE_USDT
Interval
2h
Score
444218
Daily Profit
0.438233
Profit Factor
1.728719
Profitability
41.806020
Streak
12.791908
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 16:00
Expiration Time
2025-12-16 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 912983.4561 760804.5764 152178.8797 5632934.0179 4261044.1792 1371889.8386
Total P&L (%) 912.9835 760.8046 152.1789 5632.934 4261.0442 1371.8898
Avg Daily Profit (%) 0.4382 0.3652 0.073 0.1945 0.1814 0.1292
Buy And Hold Return (%) 100.5941 100.5941 100.5941 100.5941 100.5941 100.5941
Max Trade Drawdown -146726 -95143 -218806 -14784971 -11455369 -3944410
Profit Factor 1.7287 2.233 1.2393 1.1287 1.1765 1.0699
Total Trades 299 149 150 299 149 150
Winning Trades 125 57 68 125 57 68
Losing Trades 174 92 82 174 92 82
Profitability (%) 41.806 38.255 45.3333 41.806 38.255 45.3333
Ratio Avg Win / Avg Loss 2.4064 3.6041 1.4945 1.5712 1.8989 1.2902
Largest Winning Trade 251507 251507 57798 6623953 6623953 2855385
Largest Losing Trade -28355 -28355 -26896 -2712436 -2588525 -2712436
Avg Bars in Trades 82 76 88 82 76 88
Avg Bars in Winners 137 127 145 137 127 145
Avg Bars in Losers 43 44 41 43 44 41
Bars Traded 24645 11364 13281 24645 11364 13281
Profit Streak 12.7919 0 13.8752 12.7919 0 13.8752
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444218 322998 -106821 -70838 -22109 -164765
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579341600000,
    "first_datapoint_time": 1580299200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410020833,
    "expiration_time": 1765886400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "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": [
        [
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            760804.5763649953,
            152178.8797302751,
            5632934.017885365,
            4261044.179242037,
            1371889.8386433176
        ],
        [
            912.983456,
            760.804576,
            152.17888,
            5632.934018,
            4261.044179,
            1371.889839
        ],
        [
            0.438233,
            0.365187,
            0.073046,
            0.194532,
            0.181379,
            0.129162
        ],
        [
            100.594059,
            100.594059,
            100.594059,
            100.594059,
            100.594059,
            100.594059
        ],
        [
            -146726,
            -95143,
            -218806,
            -14784971,
            -11455369,
            -3944410
        ],
        [
            1.728719,
            2.232962,
            1.239348,
            1.128725,
            1.176505,
            1.069929
        ],
        [
            299,
            149,
            150,
            299,
            149,
            150
        ],
        [
            125,
            57,
            68,
            125,
            57,
            68
        ],
        [
            174,
            92,
            82,
            174,
            92,
            82
        ],
        [
            41.80602,
            38.255034,
            45.333333,
            41.80602,
            38.255034,
            45.333333
        ],
        [
            2.406377,
            3.60408,
            1.494508,
            1.571185,
            1.89892,
            1.290209
        ],
        [
            251507,
            251507,
            57798,
            6623953,
            6623953,
            2855385
        ],
        [
            -28355,
            -28355,
            -26896,
            -2712436,
            -2588525,
            -2712436
        ],
        [
            82,
            76,
            88,
            82,
            76,
            88
        ],
        [
            137,
            127,
            145,
            137,
            127,
            145
        ],
        [
            43,
            44,
            41,
            43,
            44,
            41
        ],
        [
            24645,
            11364,
            13281,
            24645,
            11364,
            13281
        ],
        [
            12.791908,
            0,
            13.875241,
            12.791908,
            0,
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        ],
        [
            1,
            0,
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            0,
            1
        ],
        [
            0.8,
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        ],
        [
            444218,
            322998,
            -106821,
            -70838,
            -22109,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579341600000,
    "first_datapoint_time": 1580299200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410020833,
    "expiration_time": 1765886400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "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)