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Trade: EGLD/USDT/720/SSF/WMA/8400

Strategy
EGLD/USDT/720/SSF/WMA/8400
Pair
EGLD_USDT
Interval
12h
Score
382721
Daily Profit
0.409892
Profit Factor
1.497817
Profitability
36.562500
Streak
0.000000
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-09-26 20:27
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 757481.3311 536887.0115 220594.3196 8642274.7927 -1276889.0492 9919163.842
Total P&L (%) 757.4813 536.887 220.5943 8642.2748 -1276.889 9919.1638
Avg Daily Profit (%) 0.4099 0.2905 0.1194 0.2422 0 0.2496
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113580 -98493 -54217 -20370239 -20887481 -9740322
Profit Factor 1.4978 1.684 1.2994 1.0617 0.9832 1.1541
Total Trades 640 320 320 640 320 320
Winning Trades 234 108 126 234 108 126
Losing Trades 406 212 194 406 212 194
Profitability (%) 36.5625 33.75 39.375 36.5625 33.75 39.375
Ratio Avg Win / Avg Loss 2.5988 3.3056 2.0007 1.842 1.9299 1.7769
Largest Winning Trade 165267 165267 42289 6536481 6536481 4248141
Largest Losing Trade -16764 -14452 -16764 -2755410 -2755410 -2150659
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 9 9 10 9 9 10
Avg Bars in Losers 3 3 3 3 3 3
Bars Traded 3686 1769 1917 3686 1769 1917
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 382721 254808 -35192 -144804 -582924 -44223

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907651929,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 16,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "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": [
        [
            757481.3310557196,
            536887.0114966836,
            220594.3195590355,
            8642274.792733222,
            -1276889.0492317365,
            9919163.841964949
        ],
        [
            757.481331,
            536.887011,
            220.59432,
            8642.274793,
            -1276.889049,
            9919.163842
        ],
        [
            0.409892,
            0.290523,
            0.119369,
            0.242217,
            0,
            0.249612
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113580,
            -98493,
            -54217,
            -20370239,
            -20887481,
            -9740322
        ],
        [
            1.497817,
            1.684001,
            1.299442,
            1.061652,
            0.983153,
            1.154061
        ],
        [
            640,
            320,
            320,
            640,
            320,
            320
        ],
        [
            234,
            108,
            126,
            234,
            108,
            126
        ],
        [
            406,
            212,
            194,
            406,
            212,
            194
        ],
        [
            36.5625,
            33.75,
            39.375,
            36.5625,
            33.75,
            39.375
        ],
        [
            2.598777,
            3.305632,
            2.000729,
            1.842012,
            1.929893,
            1.776888
        ],
        [
            165267,
            165267,
            42289,
            6536481,
            6536481,
            4248141
        ],
        [
            -16764,
            -14452,
            -16764,
            -2755410,
            -2755410,
            -2150659
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            3686,
            1769,
            1917,
            3686,
            1769,
            1917
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382721,
            254808,
            -35192,
            -144804,
            -582924,
            -44223
        ]
    ]
}
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": 1599134400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907651929,
    "expiration_time": 1763505216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 16,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "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)