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Trade: ONE/USDT/720/SSF/HLC3/7634

Strategy
ONE/USDT/720/SSF/HLC3/7634
Pair
ONE_USDT
Interval
12h
Score
367597
Daily Profit
0.532536
Profit Factor
1.907849
Profitability
32.573290
Streak
13.488492
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 02:43
Expiration Time
2025-12-11 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1233352.9034 1026957.8252 206395.0782 5578028.9387 2843393.1068 2734635.832
Total P&L (%) 1233.3529 1026.9578 206.3951 5578.0289 2843.3931 2734.6358
Avg Daily Profit (%) 0.5325 0.4434 0.0891 0.1746 0.1461 0.1445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120265 -93285 -194402 -11381406 -9752713 -2295811
Profit Factor 1.9078 2.4999 1.3063 1.1752 1.1515 1.2093
Total Trades 307 153 154 307 153 154
Winning Trades 100 44 56 100 44 56
Losing Trades 207 109 98 207 109 98
Profitability (%) 32.5733 28.7582 36.3636 32.5733 28.7582 36.3636
Ratio Avg Win / Avg Loss 3.9492 6.1928 2.286 2.4327 2.8526 2.1163
Largest Winning Trade 499829 499829 58702 9992970 9992970 2150954
Largest Losing Trade -32275 -32275 -30297 -2225518 -2225518 -1138894
Avg Bars in Trades 14 13 16 14 13 16
Avg Bars in Winners 32 32 32 32 32 32
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 4603 2120 2482 4603 2120 2482
Profit Streak 13.4885 0 15.4885 13.4885 0 15.4885
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367597 77619 -76941 -23127 -63027 -3256
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4632,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759448605748,
    "expiration_time": 1765409472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            1233352.903366154,
            1026957.8251865937,
            206395.0781795609,
            5578028.938744582,
            2843393.106789779,
            2734635.831954806
        ],
        [
            1233.352903,
            1026.957825,
            206.395078,
            5578.028939,
            2843.393107,
            2734.635832
        ],
        [
            0.532536,
            0.443419,
            0.089117,
            0.174556,
            0.146141,
            0.144513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120265,
            -93285,
            -194402,
            -11381406,
            -9752713,
            -2295811
        ],
        [
            1.907849,
            2.499865,
            1.306295,
            1.175236,
            1.151501,
            1.209336
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            100,
            44,
            56,
            100,
            44,
            56
        ],
        [
            207,
            109,
            98,
            207,
            109,
            98
        ],
        [
            32.57329,
            28.75817,
            36.363636,
            32.57329,
            28.75817,
            36.363636
        ],
        [
            3.949247,
            6.192847,
            2.286016,
            2.432738,
            2.852582,
            2.116338
        ],
        [
            499829,
            499829,
            58702,
            9992970,
            9992970,
            2150954
        ],
        [
            -32275,
            -32275,
            -30297,
            -2225518,
            -2225518,
            -1138894
        ],
        [
            14,
            13,
            16,
            14,
            13,
            16
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            4603,
            2120,
            2482,
            4603,
            2120,
            2482
        ],
        [
            13.488492,
            0,
            15.488492,
            13.488492,
            0,
            15.488492
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367597,
            77619,
            -76941,
            -23127,
            -63027,
            -3256
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4632,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759448605748,
    "expiration_time": 1765409472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)