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Trade: UNI/USDT/720/SSF/HILO/7115

Strategy
UNI/USDT/720/SSF/HILO/7115
Pair
UNI_USDT
Interval
12h
Score
614260
Daily Profit
0.340135
Profit Factor
3.706557
Profitability
48.837209
Streak
154.112957
Best Strategy
Training Data Length
1844.000000
Evaluation Time
2025-10-04 17:42
Expiration Time
2025-11-28 21:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 696328.1016 627208.876 69119.2256 1123280.5183 1061559.459 61721.0592
Total P&L (%) 696.3281 627.2089 69.1192 1123.2805 1061.5595 61.7211
Avg Daily Profit (%) 0.3776 0.3401 0.0375 0.1359 0.1331 0.0261
Buy And Hold Return (%) 88.222 88.222 88.222 88.222 88.222 88.222
Max Trade Drawdown -143797 -116645 -88485 -512145 -257954 -428893
Profit Factor 2.5385 3.7066 1.313 1.7513 2.824 1.0676
Total Trades 85 43 42 85 43 42
Winning Trades 44 21 23 44 21 23
Losing Trades 41 22 19 41 22 19
Profitability (%) 51.7647 48.8372 54.7619 51.7647 48.8372 54.7619
Ratio Avg Win / Avg Loss 2.3655 3.8831 1.0846 1.6319 2.9584 0.8819
Largest Winning Trade 469275 469275 57608 460650 346330 460650
Largest Losing Trade -38193 -38193 -36679 -428893 -113177 -428893
Avg Bars in Trades 41 37 44 41 37 44
Avg Bars in Winners 58 55 61 58 55 61
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 3496 1632 1864 3496 1632 1864
Profit Streak 88.613 154.113 0 88.613 154.113 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 554750 614260 -307783 -6866 -8579 -471001
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3688,
    "evaluation_days": 1844,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588959477,
    "expiration_time": 1764358848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            696328.1015682723,
            627208.875985283,
            69119.2255829893,
            1123280.5182754851,
            1061559.4590352636,
            61721.0592402214
        ],
        [
            696.328102,
            627.208876,
            69.119226,
            1123.280518,
            1061.559459,
            61.721059
        ],
        [
            0.377618,
            0.340135,
            0.037483,
            0.135891,
            0.133079,
            0.026072
        ],
        [
            88.222008,
            88.222008,
            88.222008,
            88.222008,
            88.222008,
            88.222008
        ],
        [
            -143797,
            -116645,
            -88485,
            -512145,
            -257954,
            -428893
        ],
        [
            2.538537,
            3.706557,
            1.312963,
            1.751298,
            2.82397,
            1.067594
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            51.764706,
            48.837209,
            54.761905,
            51.764706,
            48.837209,
            54.761905
        ],
        [
            2.365455,
            3.88306,
            1.084622,
            1.631892,
            2.958444,
            0.881926
        ],
        [
            469275,
            469275,
            57608,
            460650,
            346330,
            460650
        ],
        [
            -38193,
            -38193,
            -36679,
            -428893,
            -113177,
            -428893
        ],
        [
            41,
            37,
            44,
            41,
            37,
            44
        ],
        [
            58,
            55,
            61,
            58,
            55,
            61
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            3496,
            1632,
            1864,
            3496,
            1632,
            1864
        ],
        [
            88.612957,
            154.112957,
            0,
            88.612957,
            154.112957,
            0
        ],
        [
            1,
            4,
            0,
            1,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            554750,
            614260,
            -307783,
            -6866,
            -8579,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3688,
    "evaluation_days": 1844,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588959477,
    "expiration_time": 1764358848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 2
        }
    },
    "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)