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Trade: ADA/USDT/15/SSF/VWMA/7656

Strategy
ADA/USDT/15/SSF/VWMA/7656
Pair
ADA_USDT
Interval
15m
Score
320181
Daily Profit
0.344343
Profit Factor
1.244686
Profitability
59.848485
Streak
3.978891
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 01:29
Expiration Time
2025-12-22 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89673.7624 54001.2976 35672.4648 70911.6257 38003.9049 32907.7207
Total P&L (%) 89.6738 54.0013 35.6725 70.9116 38.0039 32.9077
Avg Daily Profit (%) 0.3443 0.2074 0.137 0.206 0.1238 0.1093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73472 -41291 -52244 -129709 -65829 -82480
Profit Factor 1.2447 1.2948 1.1946 1.1209 1.1268 1.1147
Total Trades 264 132 132 264 132 132
Winning Trades 158 77 81 158 77 81
Losing Trades 106 55 51 106 55 51
Profitability (%) 59.8485 58.3333 61.3636 59.8485 58.3333 61.3636
Ratio Avg Win / Avg Loss 0.835 0.9249 0.7521 0.752 0.8049 0.7018
Largest Winning Trade 45443 45443 14502 50428 50428 23406
Largest Losing Trade -24738 -24738 -24426 -44440 -44440 -42032
Avg Bars in Trades 93 96 90 93 96 90
Avg Bars in Winners 71 75 67 71 75 67
Avg Bars in Losers 127 126 128 127 126 128
Bars Traded 24738 12730 12008 24738 12730 12008
Profit Streak 3.9789 3.9789 4.2706 3.9789 3.9789 4.2706
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320181 169370 -20126 -79589 -113161 -145174
Evaluation Data
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737376200000,
    "first_datapoint_time": 1737518400000,
    "last_datapoint_time": 1759875300000,
    "evaluation_time": 1759876176176,
    "expiration_time": 1766355300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 93,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "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": [
        [
            89673.7624018867,
            54001.2976456487,
            35672.4647562381,
            70911.625658885,
            38003.904932814,
            32907.7207260709
        ],
        [
            89.673762,
            54.001298,
            35.672465,
            70.911626,
            38.003905,
            32.907721
        ],
        [
            0.344343,
            0.207362,
            0.136981,
            0.206024,
            0.123766,
            0.1093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73472,
            -41291,
            -52244,
            -129709,
            -65829,
            -82480
        ],
        [
            1.244686,
            1.294843,
            1.194578,
            1.120884,
            1.126832,
            1.114674
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            158,
            77,
            81,
            158,
            77,
            81
        ],
        [
            106,
            55,
            51,
            106,
            55,
            51
        ],
        [
            59.848485,
            58.333333,
            61.363636,
            59.848485,
            58.333333,
            61.363636
        ],
        [
            0.835043,
            0.924888,
            0.752142,
            0.751986,
            0.80488,
            0.701832
        ],
        [
            45443,
            45443,
            14502,
            50428,
            50428,
            23406
        ],
        [
            -24738,
            -24738,
            -24426,
            -44440,
            -44440,
            -42032
        ],
        [
            93,
            96,
            90,
            93,
            96,
            90
        ],
        [
            71,
            75,
            67,
            71,
            75,
            67
        ],
        [
            127,
            126,
            128,
            127,
            126,
            128
        ],
        [
            24738,
            12730,
            12008,
            24738,
            12730,
            12008
        ],
        [
            3.978891,
            3.978891,
            4.270557,
            3.978891,
            3.978891,
            4.270558
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320181,
            169370,
            -20126,
            -79589,
            -113161,
            -145174
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ADA_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737376200000,
    "first_datapoint_time": 1737518400000,
    "last_datapoint_time": 1759875300000,
    "evaluation_time": 1759876176176,
    "expiration_time": 1766355300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 93,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "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)