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Trade: EOS/USDT/15/SSF/SWMA/5196

Strategy
EOS/USDT/15/SSF/SWMA/5196
Pair
EOS_USDT
Interval
15m
Score
367945
Daily Profit
0.489417
Profit Factor
1.375539
Profitability
70.000000
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 04:01
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67984.9276 41637.3068 26347.6208 47198.4551 46902.5818 295.8733
Total P&L (%) 67.9849 41.6373 26.3476 47.1985 46.9026 0.2959
Avg Daily Profit (%) 0.4894 0.2997 0.1897 0.2787 0.2773 0.0021
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42596 -26411 -48074 -53515 -22227 -64703
Profit Factor 1.3755 1.5957 1.2371 1.2312 1.671 1.0022
Total Trades 110 55 55 110 55 55
Winning Trades 77 36 41 77 36 41
Losing Trades 33 19 14 33 19 14
Profitability (%) 70 65.4545 74.5455 70 65.4545 74.5455
Ratio Avg Win / Avg Loss 0.5895 0.8422 0.4224 0.5277 0.8819 0.3422
Largest Winning Trade 9841 9795 9841 11484 8566 11484
Largest Losing Trade -42596 -14436 -42596 -53515 -14481 -53515
Avg Bars in Trades 118 115 120 118 115 120
Avg Bars in Winners 89 82 95 89 82 95
Avg Bars in Losers 185 177 195 185 177 195
Bars Traded 12994 6351 6643 12994 6351 6643
Profit Streak 0 0 137.5739 0 0 137.5739
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367945 -173211 -175077 219234 -172773 -752724

Evaluation Data

{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736370000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758848486134,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "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": [
        [
            67984.9276179022,
            41637.3068462581,
            26347.6207716441,
            47198.4551492903,
            46902.5818467665,
            295.8733025237
        ],
        [
            67.984928,
            41.637307,
            26.347621,
            47.198455,
            46.902582,
            0.295873
        ],
        [
            0.489417,
            0.299743,
            0.189674,
            0.278706,
            0.277253,
            0.002127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42596,
            -26411,
            -48074,
            -53515,
            -22227,
            -64703
        ],
        [
            1.375539,
            1.595742,
            1.237064,
            1.231232,
            1.671004,
            1.002204
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            70,
            65.454545,
            74.545455,
            70,
            65.454545,
            74.545455
        ],
        [
            0.589517,
            0.842197,
            0.422412,
            0.527671,
            0.881919,
            0.342216
        ],
        [
            9841,
            9795,
            9841,
            11484,
            8566,
            11484
        ],
        [
            -42596,
            -14436,
            -42596,
            -53515,
            -14481,
            -53515
        ],
        [
            118,
            115,
            120,
            118,
            115,
            120
        ],
        [
            89,
            82,
            95,
            89,
            82,
            95
        ],
        [
            185,
            177,
            195,
            185,
            177,
            195
        ],
        [
            12994,
            6351,
            6643,
            12994,
            6351,
            6643
        ],
        [
            0,
            0,
            137.573914,
            0,
            0,
            137.573914
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367945,
            -173211,
            -175077,
            219234,
            -172773,
            -752724
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736370000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758848486134,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "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)