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Trade: ONE/USDT/720/SSF/HILO/9226

Strategy
ONE/USDT/720/SSF/HILO/9226
Pair
ONE_USDT
Interval
12h
Score
688830
Daily Profit
0.769180
Profit Factor
6.637323
Profitability
41.463415
Streak
40.859302
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:37
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1980646.4771 1786421.6004 194224.8767 9924630.8528 3251964.3816 6672666.4711
Total P&L (%) 1980.6465 1786.4216 194.2249 9924.6309 3251.9644 6672.6665
Avg Daily Profit (%) 0.8528 0.7692 0.0836 0.1986 0.1513 0.1817
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86068 -111698 -83376 -3392212 -4810275 -1335689
Profit Factor 4.5347 6.6373 1.7978 1.6002 1.2971 2.1937
Total Trades 82 41 41 82 41 41
Winning Trades 41 17 24 41 17 24
Losing Trades 41 24 17 41 24 17
Profitability (%) 50 41.4634 58.5366 50 41.4634 58.5366
Ratio Avg Win / Avg Loss 4.5347 9.3703 1.2735 1.6002 1.8312 1.5539
Largest Winning Trade 1385138 1385138 80536 3168685 3168685 2955409
Largest Losing Trade -50145 -35332 -50145 -1750380 -1750380 -826741
Avg Bars in Trades 54 46 62 54 46 62
Avg Bars in Winners 77 77 76 77 77 76
Avg Bars in Losers 32 24 43 32 24 43
Bars Traded 4481 1900 2581 4481 1900 2581
Profit Streak 23.8593 40.8593 23.8593 23.8593 40.8593 23.8593
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480705 688830 -77316 134702 234088 494726
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759999043707,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            1980646.4770889403,
            1786421.6003652948,
            194224.8767236451,
            9924630.852760794,
            3251964.381624059,
            6672666.471136734
        ],
        [
            1980.646477,
            1786.4216,
            194.224877,
            9924.630853,
            3251.964382,
            6672.666471
        ],
        [
            0.852808,
            0.76918,
            0.083628,
            0.198588,
            0.151336,
            0.181671
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86068,
            -111698,
            -83376,
            -3392212,
            -4810275,
            -1335689
        ],
        [
            4.534739,
            6.637323,
            1.797816,
            1.600208,
            1.297108,
            2.193691
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            50,
            41.463415,
            58.536585,
            50,
            41.463415,
            58.536585
        ],
        [
            4.534739,
            9.370338,
            1.273453,
            1.600208,
            1.831212,
            1.553865
        ],
        [
            1385138,
            1385138,
            80536,
            3168685,
            3168685,
            2955409
        ],
        [
            -50145,
            -35332,
            -50145,
            -1750380,
            -1750380,
            -826741
        ],
        [
            54,
            46,
            62,
            54,
            46,
            62
        ],
        [
            77,
            77,
            76,
            77,
            77,
            76
        ],
        [
            32,
            24,
            43,
            32,
            24,
            43
        ],
        [
            4481,
            1900,
            2581,
            4481,
            1900,
            2581
        ],
        [
            23.859302,
            40.859302,
            23.859302,
            23.859302,
            40.859302,
            23.859302
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480705,
            688830,
            -77316,
            134702,
            234088,
            494726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759999043707,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 3
        }
    },
    "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)