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Trade: ONE/USDT/240/SSF/DCU/1664

Strategy
ONE/USDT/240/SSF/DCU/1664
Pair
ONE_USDT
Interval
4h
Score
543585
Daily Profit
1.088014
Profit Factor
2.766265
Profitability
37.914692
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-26 13:35
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2510232.6184 2667927.1174 -157694.4989 -97324.3986 -112811.2273 15486.8287
Total P&L (%) 2510.2326 2667.9271 -157.6945 -97.3244 -112.8112 15.4868
Avg Daily Profit (%) 1.088 1.1564 -0.0684 -0.1568 0 0.0062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -249853 -245333 -191839 -388586 -379282 -56957
Profit Factor 2.7663 3.5815 0.5933 0.9143 0.8798 1.0787
Total Trades 211 105 106 211 105 106
Winning Trades 80 33 47 80 33 47
Losing Trades 131 72 59 131 72 59
Profitability (%) 37.9147 31.4286 44.3396 37.9147 31.4286 44.3396
Ratio Avg Win / Avg Loss 4.5298 7.8142 0.7448 1.4972 1.9197 1.3541
Largest Winning Trade 2631690 2631690 23988 272558 272558 33950
Largest Losing Trade -60850 -60850 -44103 -146364 -146364 -34303
Avg Bars in Trades 64 117 11 64 117 11
Avg Bars in Winners 90 202 11 90 202 11
Avg Bars in Losers 48 78 11 48 78 11
Bars Traded 13509 12306 1203 13509 12306 1203
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 543585 458397 -582973 -582706 -585496 -330527

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559793600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882950086,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 31,
            "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": [
        [
            2510232.6184254875,
            2667927.117351869,
            -157694.4989263827,
            -97324.3985691135,
            -112811.2272727146,
            15486.8287036012
        ],
        [
            2510.232618,
            2667.927117,
            -157.694499,
            -97.324399,
            -112.811227,
            15.486829
        ],
        [
            1.088014,
            1.156363,
            -0.06835,
            -0.156822,
            0,
            0.006241
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -249853,
            -245333,
            -191839,
            -388586,
            -379282,
            -56957
        ],
        [
            2.766265,
            3.581529,
            0.5933,
            0.914302,
            0.879848,
            1.078707
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            80,
            33,
            47,
            80,
            33,
            47
        ],
        [
            131,
            72,
            59,
            131,
            72,
            59
        ],
        [
            37.914692,
            31.428571,
            44.339623,
            37.914692,
            31.428571,
            44.339623
        ],
        [
            4.529759,
            7.814246,
            0.744781,
            1.49717,
            1.919668,
            1.354122
        ],
        [
            2631690,
            2631690,
            23988,
            272558,
            272558,
            33950
        ],
        [
            -60850,
            -60850,
            -44103,
            -146364,
            -146364,
            -34303
        ],
        [
            64,
            117,
            11,
            64,
            117,
            11
        ],
        [
            90,
            202,
            11,
            90,
            202,
            11
        ],
        [
            48,
            78,
            11,
            48,
            78,
            11
        ],
        [
            13509,
            12306,
            1203,
            13509,
            12306,
            1203
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543585,
            458397,
            -582973,
            -582706,
            -585496,
            -330527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1559793600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882950086,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 31,
            "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)