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Trade: ONE/USDT/720/SSF/HLC3/8351

Strategy
ONE/USDT/720/SSF/HLC3/8351
Pair
ONE_USDT
Interval
12h
Score
343538
Daily Profit
0.467411
Profit Factor
1.568283
Profitability
32.774674
Streak
0.000000
Best Strategy
Training Data Length
2318.500000
Evaluation Time
2025-10-05 06:55
Expiration Time
2025-12-13 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1083692.9957 917086.1656 166606.8301 1635494.3075 111419.052 1524075.2555
Total P&L (%) 1083.693 917.0862 166.6068 1635.4943 111.4191 1524.0753
Avg Daily Profit (%) 0.4674 0.3956 0.0719 0.1232 0.0323 0.1203
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135253 -110701 -192651 -2866635 -2941772 -1419983
Profit Factor 1.5683 1.9494 1.177 1.0774 1.0095 1.1612
Total Trades 537 268 269 537 268 269
Winning Trades 176 77 99 176 77 99
Losing Trades 361 191 170 361 191 170
Profitability (%) 32.7747 28.7313 36.803 32.7747 28.7313 36.803
Ratio Avg Win / Avg Loss 3.2168 4.8356 2.0212 2.2099 2.5042 1.9941
Largest Winning Trade 489216 489216 56397 1970156 1970156 598193
Largest Losing Trade -21343 -21343 -19985 -640823 -640823 -349564
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 17 17 16 17 17 16
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 4610 2196 2414 4610 2196 2414
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 343538 41999 -125657 -166057 -370911 -78038
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636542331,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            1083692.995749222,
            917086.165606634,
            166606.8301425887,
            1635494.307535372,
            111419.0520486247,
            1524075.255486748
        ],
        [
            1083.692996,
            917.086166,
            166.60683,
            1635.494308,
            111.419052,
            1524.075255
        ],
        [
            0.467411,
            0.395552,
            0.07186,
            0.123167,
            0.032296,
            0.120302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135253,
            -110701,
            -192651,
            -2866635,
            -2941772,
            -1419983
        ],
        [
            1.568283,
            1.949423,
            1.177049,
            1.077401,
            1.009541,
            1.161243
        ],
        [
            537,
            268,
            269,
            537,
            268,
            269
        ],
        [
            176,
            77,
            99,
            176,
            77,
            99
        ],
        [
            361,
            191,
            170,
            361,
            191,
            170
        ],
        [
            32.774674,
            28.731343,
            36.802974,
            32.774674,
            28.731343,
            36.802974
        ],
        [
            3.216762,
            4.835581,
            2.021196,
            2.209896,
            2.504186,
            1.994054
        ],
        [
            489216,
            489216,
            56397,
            1970156,
            1970156,
            598193
        ],
        [
            -21343,
            -21343,
            -19985,
            -640823,
            -640823,
            -349564
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            4610,
            2196,
            2414,
            4610,
            2196,
            2414
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343538,
            41999,
            -125657,
            -166057,
            -370911,
            -78038
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636542331,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 2
        }
    },
    "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)