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Trade: ONE/USDT/720/SSF/HILO/7046

Strategy
ONE/USDT/720/SSF/HILO/7046
Pair
ONE_USDT
Interval
12h
Score
671239
Daily Profit
0.809730
Profit Factor
7.199972
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2312.500000
Evaluation Time
2025-09-29 05:55
Expiration Time
2025-12-07 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2091126.8488 1872501.0292 218625.8196 13874582.3866 3711631.4271 10162950.9595
Total P&L (%) 2091.1268 1872.501 218.6258 13874.5824 3711.6314 10162.951
Avg Daily Profit (%) 0.9043 0.8097 0.0945 0.2138 0.1576 0.2005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77329 -103056 -63994 -5970853 -7203009 -2973480
Profit Factor 4.7693 7.2 1.865 1.4523 1.1895 1.9164
Total Trades 76 38 38 76 38 38
Winning Trades 37 16 21 37 16 21
Losing Trades 39 22 17 39 22 17
Profitability (%) 48.6842 42.1053 55.2632 48.6842 42.1053 55.2632
Ratio Avg Win / Avg Loss 5.0271 9.9 1.5097 1.5308 1.6356 1.5514
Largest Winning Trade 1461579 1461579 82584 5207411 5207411 4741874
Largest Losing Trade -41908 -35322 -41908 -2901700 -2901700 -1420749
Avg Bars in Trades 59 48 71 59 48 71
Avg Bars in Winners 86 83 88 86 83 88
Avg Bars in Losers 34 22 49 34 22 49
Bars Traded 4539 1830 2709 4539 1830 2709
Profit Streak 0 0 42.1218 0 0 42.1218
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33407 671239 -61093 -44007 -6342 496778
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114525615,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2091126.8488463112,
            1872501.029241524,
            218625.8196047877,
            13874582.386621809,
            3711631.4271336948,
            10162950.959488114
        ],
        [
            2091.126849,
            1872.501029,
            218.62582,
            13874.582387,
            3711.631427,
            10162.950959
        ],
        [
            0.904271,
            0.80973,
            0.094541,
            0.213842,
            0.157557,
            0.200466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77329,
            -103056,
            -63994,
            -5970853,
            -7203009,
            -2973480
        ],
        [
            4.76932,
            7.199972,
            1.864961,
            1.452293,
            1.189505,
            1.916396
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            48.684211,
            42.105263,
            55.263158,
            48.684211,
            42.105263,
            55.263158
        ],
        [
            5.027121,
            9.899962,
            1.50973,
            1.530795,
            1.635569,
            1.551368
        ],
        [
            1461579,
            1461579,
            82584,
            5207411,
            5207411,
            4741874
        ],
        [
            -41908,
            -35322,
            -41908,
            -2901700,
            -2901700,
            -1420749
        ],
        [
            59,
            48,
            71,
            59,
            48,
            71
        ],
        [
            86,
            83,
            88,
            86,
            83,
            88
        ],
        [
            34,
            22,
            49,
            34,
            22,
            49
        ],
        [
            4539,
            1830,
            2709,
            4539,
            1830,
            2709
        ],
        [
            0,
            0,
            42.121824,
            0,
            0,
            42.121824
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33407,
            671239,
            -61093,
            -44007,
            -6342,
            496778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114525615,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)