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Trade: EGLD/USDT/720/SSF/FWMA/6649

Strategy
EGLD/USDT/720/SSF/FWMA/6649
Pair
EGLD_USDT
Interval
12h
Score
397640
Daily Profit
1.005717
Profit Factor
5.426600
Profitability
29.347826
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-25 11:24
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 1858564.9672 1690817.0332 167747.934 5537385.5259 -17423.7717 5554809.2976
Total P&L (%) 1858.565 1690.817 167.7479 5537.3855 -17.4238 5554.8093
Avg Daily Profit (%) 1.0057 0.9149 0.0908 0.2184 -0.0104 0.2186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71498 -65232 -51510 -4363611 -4464869 -2344065
Profit Factor 5.4266 8.2116 1.9048 1.2787 0.9985 1.6728
Total Trades 92 46 46 92 46 46
Winning Trades 27 10 17 27 10 17
Losing Trades 65 36 29 65 36 29
Profitability (%) 29.3478 21.7391 36.9565 29.3478 21.7391 36.9565
Ratio Avg Win / Avg Loss 13.064 29.5617 3.2493 3.0784 3.5946 2.8536
Largest Winning Trade 1523117 1523117 63693 4431239 4431239 3614031
Largest Losing Trade -15713 -14381 -15713 -1109394 -893786 -1109394
Avg Bars in Trades 39 33 45 39 33 45
Avg Bars in Winners 100 103 99 100 103 99
Avg Bars in Losers 14 13 14 14 13 14
Bars Traded 3627 1527 2101 3627 1527 2101
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397640 -22597 -73158 -1146 -622391 229193

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758788687770,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 3,
            "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": [
        [
            1858564.9671991467,
            1690817.03322789,
            167747.9339712565,
            5537385.525872904,
            -17423.771730622,
            5554809.297603525
        ],
        [
            1858.564967,
            1690.817033,
            167.747934,
            5537.385526,
            -17.423772,
            5554.809298
        ],
        [
            1.005717,
            0.914944,
            0.090773,
            0.21842,
            -0.010359,
            0.218588
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71498,
            -65232,
            -51510,
            -4363611,
            -4464869,
            -2344065
        ],
        [
            5.4266,
            8.211583,
            1.904768,
            1.278713,
            0.998499,
            1.672793
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            27,
            10,
            17,
            27,
            10,
            17
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            29.347826,
            21.73913,
            36.956522,
            29.347826,
            21.73913,
            36.956522
        ],
        [
            13.064038,
            29.5617,
            3.24931,
            3.078384,
            3.594598,
            2.853588
        ],
        [
            1523117,
            1523117,
            63693,
            4431239,
            4431239,
            3614031
        ],
        [
            -15713,
            -14381,
            -15713,
            -1109394,
            -893786,
            -1109394
        ],
        [
            39,
            33,
            45,
            39,
            33,
            45
        ],
        [
            100,
            103,
            99,
            100,
            103,
            99
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            3627,
            1527,
            2101,
            3627,
            1527,
            2101
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397640,
            -22597,
            -73158,
            -1146,
            -622391,
            229193
        ]
    ]
}
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": 1599177600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758788687770,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 3,
            "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)