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Trade: UNI/USDT/3/SSF/KCL/9842

Strategy
UNI/USDT/3/SSF/KCL/9842
Pair
UNI_USDT
Interval
3m
Score
313698
Daily Profit
0.434103
Profit Factor
1.954021
Profitability
64.516129
Streak
17.649973
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-06 23:17
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 10539.3194 -12068.7794 22608.0988 8477.3549 -13803.3384 22280.6933
Total P&L (%) 10.5393 -12.0688 22.6081 8.4774 -13.8033 22.2807
Avg Daily Profit (%) 0.2024 -0.2317 0.4341 0.1564 -0.2848 0.387
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -10403 -22192 -8360 -12225 -24620 -9476
Profit Factor 1.1867 0.6316 1.954 1.1349 0.6181 1.8352
Total Trades 63 32 31 63 32 31
Winning Trades 40 20 20 40 20 20
Losing Trades 23 12 11 23 12 11
Profitability (%) 63.4921 62.5 64.5161 63.4921 62.5 64.5161
Ratio Avg Win / Avg Loss 0.6823 0.379 1.0747 0.6526 0.3709 1.0093
Largest Winning Trade 5152 5152 4841 5597 5597 4947
Largest Losing Trade -7895 -7895 -6651 -8841 -8841 -7425
Avg Bars in Trades 359 123 603 359 123 603
Avg Bars in Winners 238 69 408 238 69 408
Avg Bars in Losers 570 214 958 570 214 958
Bars Traded 22671 3963 18708 22671 3963 18708
Profit Streak 11.4916 11.4916 17.65 11.4916 11.4916 17.65
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -308422 -580614 313698 -382515 -580614 283083
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754586180000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759781877706,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 215,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            10539.3194282922,
            -12068.779398214,
            22608.0988265062,
            8477.3549322095,
            -13803.3383601353,
            22280.6932923448
        ],
        [
            10.539319,
            -12.068779,
            22.608099,
            8.477355,
            -13.803338,
            22.280693
        ],
        [
            0.202368,
            -0.231735,
            0.434103,
            0.156365,
            -0.284806,
            0.386978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -10403,
            -22192,
            -8360,
            -12225,
            -24620,
            -9476
        ],
        [
            1.186679,
            0.631592,
            1.954021,
            1.134933,
            0.618141,
            1.835154
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            63.492063,
            62.5,
            64.516129,
            63.492063,
            62.5,
            64.516129
        ],
        [
            0.68234,
            0.378955,
            1.074711,
            0.652587,
            0.370885,
            1.009335
        ],
        [
            5152,
            5152,
            4841,
            5597,
            5597,
            4947
        ],
        [
            -7895,
            -7895,
            -6651,
            -8841,
            -8841,
            -7425
        ],
        [
            359,
            123,
            603,
            359,
            123,
            603
        ],
        [
            238,
            69,
            408,
            238,
            69,
            408
        ],
        [
            570,
            214,
            958,
            570,
            214,
            958
        ],
        [
            22671,
            3963,
            18708,
            22671,
            3963,
            18708
        ],
        [
            11.49164,
            11.49164,
            17.649973,
            11.49164,
            11.49164,
            17.649973
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -308422,
            -580614,
            313698,
            -382515,
            -580614,
            283083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754586180000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759781877706,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 215,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)