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Trade: ONE/USDT/360/MIDPOINT/SSF/2987

Strategy
ONE/USDT/360/MIDPOINT/SSF/2987
Pair
ONE_USDT
Interval
6h
Score
587984
Daily Profit
0.451557
Profit Factor
2.464294
Profitability
51.401869
Streak
55.280801
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 09:44
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1042080.4801 848061.5539 194018.9262 20974892.5471 -4513958.3594 25488850.9065
Total P&L (%) 1042.0805 848.0616 194.0189 20974.8925 -4513.9584 25488.8509
Avg Daily Profit (%) 0.4516 0.3675 0.0841 0.2321 0 0.2406
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133746 -84047 -84391 -45513599 -35416315 -21042252
Profit Factor 2.4643 3.1021 1.6295 1.1283 0.9598 1.498
Total Trades 107 54 53 107 54 53
Winning Trades 55 27 28 55 27 28
Losing Trades 52 27 25 52 27 25
Profitability (%) 51.4019 50 52.8302 51.4019 50 52.8302
Ratio Avg Win / Avg Loss 2.3299 3.1021 1.4549 1.0668 0.9598 1.3375
Largest Winning Trade 160418 160418 80041 19911185 19911185 14506608
Largest Losing Trade -32722 -31023 -32722 -14165448 -14165448 -6854162
Avg Bars in Trades 79 63 96 79 63 96
Avg Bars in Winners 106 78 133 106 78 133
Avg Bars in Losers 51 48 55 51 48 55
Bars Traded 8540 3425 5115 8540 3425 5115
Profit Streak 55.2808 55.2808 74.0308 55.2808 55.2808 74.0308
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 587984 -164097 -257865 -69621 -760271 -169452

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 22136,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562695200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869061210,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "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": [
        [
            1042080.4800805384,
            848061.5538899215,
            194018.926190616,
            20974892.547079258,
            -4513958.359444245,
            25488850.906523496
        ],
        [
            1042.08048,
            848.061554,
            194.018926,
            20974.892547,
            -4513.958359,
            25488.850907
        ],
        [
            0.451557,
            0.367484,
            0.084073,
            0.232125,
            0,
            0.240555
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133746,
            -84047,
            -84391,
            -45513599,
            -35416315,
            -21042252
        ],
        [
            2.464294,
            3.102109,
            1.629468,
            1.128313,
            0.9598,
            1.498034
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            51.401869,
            50,
            52.830189,
            51.401869,
            50,
            52.830189
        ],
        [
            2.329878,
            3.102109,
            1.454882,
            1.066769,
            0.9598,
            1.337531
        ],
        [
            160418,
            160418,
            80041,
            19911185,
            19911185,
            14506608
        ],
        [
            -32722,
            -31023,
            -32722,
            -14165448,
            -14165448,
            -6854162
        ],
        [
            79,
            63,
            96,
            79,
            63,
            96
        ],
        [
            106,
            78,
            133,
            106,
            78,
            133
        ],
        [
            51,
            48,
            55,
            51,
            48,
            55
        ],
        [
            8540,
            3425,
            5115,
            8540,
            3425,
            5115
        ],
        [
            55.280801,
            55.280801,
            74.030801,
            55.280801,
            55.280801,
            74.030801
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            587984,
            -164097,
            -257865,
            -69621,
            -760271,
            -169452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 22136,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562695200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869061210,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "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)