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Trade: ONE/USDT/120/MIDPRICE/SSF/5047

Strategy
ONE/USDT/120/MIDPRICE/SSF/5047
Pair
ONE_USDT
Interval
2h
Score
449196
Daily Profit
0.369931
Profit Factor
1.442923
Profitability
46.396396
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-01 14:27
Expiration Time
2025-12-15 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 770444.9081 660510.6954 109934.2128 1902920.5426 1540001.9247 362918.6179
Total P&L (%) 770.4449 660.5107 109.9342 1902.9205 1540.0019 362.9186
Avg Daily Profit (%) 0.3699 0.3171 0.0528 0.144 0.1344 0.0736
Buy And Hold Return (%) 85.7422 85.7422 85.7422 85.7422 85.7422 85.7422
Max Trade Drawdown -151760 -133953 -218589 -9211744 -8242551 -4784467
Profit Factor 1.4429 1.7719 1.1244 1.0521 1.0787 1.0214
Total Trades 444 222 222 444 222 222
Winning Trades 206 98 108 206 98 108
Losing Trades 238 124 114 238 124 114
Profitability (%) 46.3964 44.1441 48.6486 46.3964 44.1441 48.6486
Ratio Avg Win / Avg Loss 1.6671 2.242 1.1869 1.2155 1.3649 1.0781
Largest Winning Trade 112109 112109 57800 4947647 4947647 1464586
Largest Losing Trade -44345 -31111 -44345 -2168469 -2168469 -1481733
Avg Bars in Trades 55 52 59 55 52 59
Avg Bars in Winners 67 60 73 67 60 73
Avg Bars in Losers 45 45 46 45 45 46
Bars Traded 24755 11581 13174 24755 11581 13174
Profit Streak 0 0 21.7276 0 0 21.7276
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449196 386211 -283488 -162682 -148781 -293058
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580061600000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318062747,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "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": [
        [
            770444.9081382648,
            660510.6953501449,
            109934.21278812,
            1902920.5426362026,
            1540001.9247129995,
            362918.617923207
        ],
        [
            770.444908,
            660.510695,
            109.934213,
            1902.920543,
            1540.001925,
            362.918618
        ],
        [
            0.369931,
            0.317146,
            0.052785,
            0.144015,
            0.134403,
            0.073605
        ],
        [
            85.742187,
            85.742187,
            85.742187,
            85.742187,
            85.742187,
            85.742187
        ],
        [
            -151760,
            -133953,
            -218589,
            -9211744,
            -8242551,
            -4784467
        ],
        [
            1.442923,
            1.771906,
            1.124393,
            1.052087,
            1.078729,
            1.021382
        ],
        [
            444,
            222,
            222,
            444,
            222,
            222
        ],
        [
            206,
            98,
            108,
            206,
            98,
            108
        ],
        [
            238,
            124,
            114,
            238,
            124,
            114
        ],
        [
            46.396396,
            44.144144,
            48.648649,
            46.396396,
            44.144144,
            48.648649
        ],
        [
            1.667067,
            2.242004,
            1.186859,
            1.215518,
            1.364922,
            1.078126
        ],
        [
            112109,
            112109,
            57800,
            4947647,
            4947647,
            1464586
        ],
        [
            -44345,
            -31111,
            -44345,
            -2168469,
            -2168469,
            -1481733
        ],
        [
            55,
            52,
            59,
            55,
            52,
            59
        ],
        [
            67,
            60,
            73,
            67,
            60,
            73
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            24755,
            11581,
            13174,
            24755,
            11581,
            13174
        ],
        [
            0,
            0,
            21.727578,
            0,
            0,
            21.727578
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449196,
            386211,
            -283488,
            -162682,
            -148781,
            -293058
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580061600000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318062747,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 58,
            "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)