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Trade: EGLD/USDT/720/SMA/SSF/2980

Strategy
EGLD/USDT/720/SMA/SSF/2980
Pair
EGLD_USDT
Interval
12h
Score
563765
Daily Profit
0.699266
Profit Factor
6.115531
Profitability
35.294118
Streak
53.033306
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 03:47
Expiration Time
2025-11-19 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1326140.9203 1292244.0917 33896.8285 419400.799 800330.15 -380929.351
Total P&L (%) 1326.1409 1292.2441 33.8968 419.4008 800.3302 -380.9294
Avg Daily Profit (%) 0.7176 0.6993 0.0183 0.0892 0.119 0
Buy And Hold Return (%) 30.5201 30.5201 30.5201 30.5201 30.5201 30.5201
Max Trade Drawdown -139753 -100172 -77645 -1305653 -928911 -928767
Profit Factor 3.5509 6.1155 1.1268 1.0967 1.3904 0.8336
Total Trades 68 34 34 68 34 34
Winning Trades 25 12 13 25 12 13
Losing Trades 43 22 21 43 22 21
Profitability (%) 36.7647 35.2941 38.2353 36.7647 35.2941 38.2353
Ratio Avg Win / Avg Loss 6.1075 11.2118 1.8203 1.8862 2.549 1.3466
Largest Winning Trade 1229502 1229502 70124 1496600 1496600 586027
Largest Losing Trade -30872 -21593 -30872 -406478 -231656 -406478
Avg Bars in Trades 52 46 58 52 46 58
Avg Bars in Winners 87 75 98 87 75 98
Avg Bars in Losers 32 31 33 32 31 33
Bars Traded 3580 1597 1983 3580 1597 1983
Profit Streak 39.0333 53.0333 39.0333 39.0333 53.0333 39.0333
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98742 563765 -383657 -304922 -37164 -583157

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847677615,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1326140.920286845,
            1292244.0917478928,
            33896.8285389515,
            419400.7989924574,
            800330.150029211,
            -380929.3510367536
        ],
        [
            1326.14092,
            1292.244092,
            33.896829,
            419.400799,
            800.33015,
            -380.929351
        ],
        [
            0.717609,
            0.699266,
            0.018342,
            0.08919,
            0.118988,
            0
        ],
        [
            30.520118,
            30.520118,
            30.520118,
            30.520118,
            30.520118,
            30.520118
        ],
        [
            -139753,
            -100172,
            -77645,
            -1305653,
            -928911,
            -928767
        ],
        [
            3.550884,
            6.115531,
            1.126829,
            1.096651,
            1.390353,
            0.833588
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            36.764706,
            35.294118,
            38.235294,
            36.764706,
            35.294118,
            38.235294
        ],
        [
            6.10752,
            11.211807,
            1.820263,
            1.886239,
            2.548981,
            1.346566
        ],
        [
            1229502,
            1229502,
            70124,
            1496600,
            1496600,
            586027
        ],
        [
            -30872,
            -21593,
            -30872,
            -406478,
            -231656,
            -406478
        ],
        [
            52,
            46,
            58,
            52,
            46,
            58
        ],
        [
            87,
            75,
            98,
            87,
            75,
            98
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            3580,
            1597,
            1983,
            3580,
            1597,
            1983
        ],
        [
            39.033306,
            53.033306,
            39.033306,
            39.033306,
            53.033306,
            39.033306
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98742,
            563765,
            -383657,
            -304922,
            -37164,
            -583157
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847677615,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 2
        }
    }
}

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)