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Trade: OP/USDT/120/SSF/MIDPOINT/6473

Strategy
OP/USDT/120/SSF/MIDPOINT/6473
Pair
OP_USDT
Interval
2h
Score
320120
Daily Profit
0.190358
Profit Factor
1.409887
Profitability
52.071006
Streak
0.000000
Best Strategy
Training Data Length
1220.670000
Evaluation Time
2025-10-04 01:15
Expiration Time
2025-11-16 22:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219697.4942 232364.4016 -12666.9074 -9379.6518 91453.8266 -100833.4784
Total P&L (%) 219.6975 232.3644 -12.6669 -9.3797 91.4538 -100.8335
Avg Daily Profit (%) 0.18 0.1904 -0.0104 -0.0081 0.0532 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99329 -77445 -128732 -123477 -65031 -147617
Profit Factor 1.187 1.4099 0.9792 0.9889 1.237 0.7808
Total Trades 338 169 169 338 169 169
Winning Trades 168 88 80 168 88 80
Losing Trades 170 81 89 170 81 89
Profitability (%) 49.7041 52.071 47.3373 49.7041 52.071 47.3373
Ratio Avg Win / Avg Loss 1.2011 1.2977 1.0893 1.0007 1.1386 0.8686
Largest Winning Trade 51981 51981 40236 25191 20617 25191
Largest Losing Trade -63622 -37368 -63622 -67233 -27857 -67233
Avg Bars in Trades 42 46 38 42 46 38
Avg Bars in Winners 45 47 43 45 47 43
Avg Bars in Losers 39 45 33 39 45 33
Bars Traded 14385 7882 6503 14385 7882 6503
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 -5750 320120 -579817 -577459 -121547 -581483
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14648,
    "evaluation_days": 1220.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654732800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759529708200,
    "expiration_time": 1763325561600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 78,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 93,
            "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": [
        [
            219697.4942282216,
            232364.4016210031,
            -12666.9073927813,
            -9379.6517727761,
            91453.8266418246,
            -100833.4784146006
        ],
        [
            219.697494,
            232.364402,
            -12.666907,
            -9.379652,
            91.453827,
            -100.833478
        ],
        [
            0.179981,
            0.190358,
            -0.010377,
            -0.008068,
            0.053221,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99329,
            -77445,
            -128732,
            -123477,
            -65031,
            -147617
        ],
        [
            1.186977,
            1.409887,
            0.97917,
            0.98891,
            1.237027,
            0.780776
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            168,
            88,
            80,
            168,
            88,
            80
        ],
        [
            170,
            81,
            89,
            170,
            81,
            89
        ],
        [
            49.704142,
            52.071006,
            47.337278,
            49.704142,
            52.071006,
            47.337278
        ],
        [
            1.201107,
            1.297737,
            1.089326,
            1.000683,
            1.138627,
            0.868613
        ],
        [
            51981,
            51981,
            40236,
            25191,
            20617,
            25191
        ],
        [
            -63622,
            -37368,
            -63622,
            -67233,
            -27857,
            -67233
        ],
        [
            42,
            46,
            38,
            42,
            46,
            38
        ],
        [
            45,
            47,
            43,
            45,
            47,
            43
        ],
        [
            39,
            45,
            33,
            39,
            45,
            33
        ],
        [
            14385,
            7882,
            6503,
            14385,
            7882,
            6503
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5750,
            320120,
            -579817,
            -577459,
            -121547,
            -581483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14648,
    "evaluation_days": 1220.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654732800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759529708200,
    "expiration_time": 1763325561600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 78,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 93,
            "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)