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Trade: UNI/USDT/720/SSF/MIDPOINT/4688

Strategy
UNI/USDT/720/SSF/MIDPOINT/4688
Pair
UNI_USDT
Interval
12h
Score
533636
Daily Profit
0.455774
Profit Factor
7.377344
Profitability
37.500000
Streak
157.072337
Best Strategy
Training Data Length
1839.000000
Evaluation Time
2025-09-29 16:44
Expiration Time
2025-11-23 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 966454.5654 838169.0148 128285.5507 4507211.4574 3444085.673 1063125.7844
Total P&L (%) 966.4546 838.169 128.2856 4507.2115 3444.0857 1063.1258
Avg Daily Profit (%) 0.5255 0.4558 0.0698 0.2085 0.1942 0.1335
Buy And Hold Return (%) 11.3333 11.3333 11.3333 11.3333 11.3333 11.3333
Max Trade Drawdown -72603 -57430 -40164 -1200049 -838013 -1112978
Profit Factor 4.3471 7.3773 1.8155 1.8942 2.7132 1.3509
Total Trades 63 32 31 63 32 31
Winning Trades 24 12 12 24 12 12
Losing Trades 39 20 19 39 20 19
Profitability (%) 38.0952 37.5 38.7097 38.0952 37.5 38.7097
Ratio Avg Win / Avg Loss 7.0641 12.2956 2.8745 3.0781 4.5219 2.1388
Largest Winning Trade 685023 685023 56448 1453652 1453652 1322954
Largest Losing Trade -28741 -18798 -28741 -796925 -329444 -796925
Avg Bars in Trades 55 54 56 55 54 56
Avg Bars in Winners 114 118 109 114 118 109
Avg Bars in Losers 18 15 22 18 15 22
Bars Traded 3479 1741 1738 3479 1741 1738
Profit Streak 98.0723 157.0723 0 98.0723 157.0723 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137211 533636 -100782 -143641 332487 -17294
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3678,
    "evaluation_days": 1839,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153449890,
    "expiration_time": 1763913888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 4,
            "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": [
        [
            966454.5654383881,
            838169.0147843974,
            128285.5506539908,
            4507211.457416857,
            3444085.6729985285,
            1063125.7844183282
        ],
        [
            966.454565,
            838.169015,
            128.285551,
            4507.211457,
            3444.085673,
            1063.125784
        ],
        [
            0.525533,
            0.455774,
            0.069758,
            0.208494,
            0.194199,
            0.133515
        ],
        [
            11.333333,
            11.333333,
            11.333333,
            11.333333,
            11.333333,
            11.333333
        ],
        [
            -72603,
            -57430,
            -40164,
            -1200049,
            -838013,
            -1112978
        ],
        [
            4.347135,
            7.377344,
            1.815486,
            1.894194,
            2.71315,
            1.35085
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            38.095238,
            37.5,
            38.709677,
            38.095238,
            37.5,
            38.709677
        ],
        [
            7.064094,
            12.295573,
            2.87452,
            3.078066,
            4.521917,
            2.138845
        ],
        [
            685023,
            685023,
            56448,
            1453652,
            1453652,
            1322954
        ],
        [
            -28741,
            -18798,
            -28741,
            -796925,
            -329444,
            -796925
        ],
        [
            55,
            54,
            56,
            55,
            54,
            56
        ],
        [
            114,
            118,
            109,
            114,
            118,
            109
        ],
        [
            18,
            15,
            22,
            18,
            15,
            22
        ],
        [
            3479,
            1741,
            1738,
            3479,
            1741,
            1738
        ],
        [
            98.072337,
            157.072337,
            0,
            98.072337,
            157.072337,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137211,
            533636,
            -100782,
            -143641,
            332487,
            -17294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3678,
    "evaluation_days": 1839,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153449890,
    "expiration_time": 1763913888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 4,
            "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)