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Trade: ALGO/USDT/15/SSF/RMA/3528

Strategy
ALGO/USDT/15/SSF/RMA/3528
Pair
ALGO_USDT
Interval
15m
Score
329351
Daily Profit
0.294818
Profit Factor
1.253528
Profitability
60.112360
Streak
10.282823
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 08:32
Expiration Time
2025-12-22 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76776.5846 20673.4201 56103.1645 59599.5981 13590.3147 46009.2834
Total P&L (%) 76.7766 20.6734 56.1032 59.5996 13.5903 46.0093
Avg Daily Profit (%) 0.2948 0.0794 0.2154 0.1797 0.0489 0.1454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46430 -45381 -45148 -56319 -54275 -62470
Profit Factor 1.2535 1.1274 1.3992 1.1704 1.0738 1.2777
Total Trades 178 89 89 178 89 89
Winning Trades 107 53 54 107 53 54
Losing Trades 71 36 35 71 36 35
Profitability (%) 60.1124 59.5506 60.6742 60.1124 59.5506 60.6742
Ratio Avg Win / Avg Loss 0.8318 0.7658 0.9069 0.7766 0.7294 0.8281
Largest Winning Trade 13754 13754 11409 14060 14060 11389
Largest Losing Trade -26553 -22896 -26553 -33742 -29740 -33742
Avg Bars in Trades 139 148 130 139 148 130
Avg Bars in Winners 112 102 122 112 102 122
Avg Bars in Losers 180 216 144 180 216 144
Bars Traded 24855 13217 11638 24855 13217 11638
Profit Streak 10.2828 10.9182 10.2828 10.2828 10.9182 10.2828
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329351 -174381 255700 -25435 -321522 -1030
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737402300000,
    "first_datapoint_time": 1737478800000,
    "last_datapoint_time": 1759901400000,
    "evaluation_time": 1759901535905,
    "expiration_time": 1766381400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "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": [
        [
            76776.5846235953,
            20673.4201062486,
            56103.1645173466,
            59599.5980845127,
            13590.3147115171,
            46009.2833729955
        ],
        [
            76.776585,
            20.67342,
            56.103165,
            59.599598,
            13.590315,
            46.009283
        ],
        [
            0.294818,
            0.079385,
            0.215433,
            0.179678,
            0.048944,
            0.145448
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46430,
            -45381,
            -45148,
            -56319,
            -54275,
            -62470
        ],
        [
            1.253528,
            1.127372,
            1.399237,
            1.170382,
            1.073814,
            1.277691
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            60.11236,
            59.550562,
            60.674157,
            60.11236,
            59.550562,
            60.674157
        ],
        [
            0.83178,
            0.765762,
            0.906913,
            0.776608,
            0.729383,
            0.828133
        ],
        [
            13754,
            13754,
            11409,
            14060,
            14060,
            11389
        ],
        [
            -26553,
            -22896,
            -26553,
            -33742,
            -29740,
            -33742
        ],
        [
            139,
            148,
            130,
            139,
            148,
            130
        ],
        [
            112,
            102,
            122,
            112,
            102,
            122
        ],
        [
            180,
            216,
            144,
            180,
            216,
            144
        ],
        [
            24855,
            13217,
            11638,
            24855,
            13217,
            11638
        ],
        [
            10.282823,
            10.91824,
            10.282823,
            10.282823,
            10.91824,
            10.282823
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329351,
            -174381,
            255700,
            -25435,
            -321522,
            -1030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737402300000,
    "first_datapoint_time": 1737478800000,
    "last_datapoint_time": 1759901400000,
    "evaluation_time": 1759901535905,
    "expiration_time": 1766381400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "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)