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Trade: ONE/USDT/240/SSF/MIDPOINT/7793

Strategy
ONE/USDT/240/SSF/MIDPOINT/7793
Pair
ONE_USDT
Interval
4h
Score
303066
Daily Profit
0.319785
Profit Factor
1.619008
Profitability
39.552239
Streak
0.000000
Best Strategy
Training Data Length
2312.330000
Evaluation Time
2025-09-29 19:59
Expiration Time
2025-12-08 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 739448.7636 750067.7066 -10618.943 -56158.5559 181849.5553 -238008.1112
Total P&L (%) 739.4488 750.0677 -10.6189 -56.1586 181.8496 -238.0081
Avg Daily Profit (%) 0.3198 0.3244 -0.0046 -0.0357 0.0448 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191392 -155081 -188545 -323666 -158420 -323483
Profit Factor 1.619 2.2421 0.982 0.9479 1.3858 0.607
Total Trades 134 67 67 134 67 67
Winning Trades 53 24 29 53 24 29
Losing Trades 81 43 38 81 43 38
Profitability (%) 39.5522 35.8209 43.2836 39.5522 35.8209 43.2836
Ratio Avg Win / Avg Loss 2.4743 4.0172 1.2868 1.4486 2.4828 0.7954
Largest Winning Trade 367542 367542 63042 204592 204592 64270
Largest Losing Trade -66430 -52617 -66430 -157595 -68668 -157595
Avg Bars in Trades 101 104 99 101 104 99
Avg Bars in Winners 168 186 154 168 186 154
Avg Bars in Losers 58 58 57 58 58 57
Bars Traded 13667 6994 6673 13667 6994 6673
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 303066 -109103 -698681 -582819 -253796 -700348
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13874,
    "evaluation_days": 2312.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560355200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165171965,
    "expiration_time": 1765155168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "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": [
        [
            739448.7636017408,
            750067.7065809375,
            -10618.9429791971,
            -56158.5559233863,
            181849.5552937264,
            -238008.1112171129
        ],
        [
            739.448764,
            750.067707,
            -10.618943,
            -56.158556,
            181.849555,
            -238.008111
        ],
        [
            0.319785,
            0.324377,
            -0.004592,
            -0.035654,
            0.044822,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191392,
            -155081,
            -188545,
            -323666,
            -158420,
            -323483
        ],
        [
            1.619008,
            2.242134,
            0.982024,
            0.947858,
            1.385772,
            0.607008
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            39.552239,
            35.820896,
            43.283582,
            39.552239,
            35.820896,
            43.283582
        ],
        [
            2.474332,
            4.017157,
            1.28679,
            1.448612,
            2.482842,
            0.795389
        ],
        [
            367542,
            367542,
            63042,
            204592,
            204592,
            64270
        ],
        [
            -66430,
            -52617,
            -66430,
            -157595,
            -68668,
            -157595
        ],
        [
            101,
            104,
            99,
            101,
            104,
            99
        ],
        [
            168,
            186,
            154,
            168,
            186,
            154
        ],
        [
            58,
            58,
            57,
            58,
            58,
            57
        ],
        [
            13667,
            6994,
            6673,
            13667,
            6994,
            6673
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303066,
            -109103,
            -698681,
            -582819,
            -253796,
            -700348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13874,
    "evaluation_days": 2312.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560355200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165171965,
    "expiration_time": 1765155168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "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)