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Trade: EOS/USDT/15/SSF/PWMA/5345

Strategy
EOS/USDT/15/SSF/PWMA/5345
Pair
EOS_USDT
Interval
15m
Score
589667
Daily Profit
0.957994
Profit Factor
1.639602
Profitability
70.000000
Streak
145.005723
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-08 08:08
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 133074.9762 78181.6586 54893.3176 180668.8547 128827.2007 51841.654
Total P&L (%) 133.075 78.1817 54.8933 180.6689 128.8272 51.8417
Avg Daily Profit (%) 0.958 0.5628 0.3952 0.7457 0.5977 0.3011
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36652 -31610 -38760 -67430 -27505 -69903
Profit Factor 1.6396 1.831 1.4816 1.6307 2.2937 1.2774
Total Trades 150 75 75 150 75 75
Winning Trades 105 51 54 105 51 54
Losing Trades 45 24 21 45 24 21
Profitability (%) 70 68 72 70 68 72
Ratio Avg Win / Avg Loss 0.7027 0.8616 0.5762 0.6989 1.0794 0.4968
Largest Winning Trade 27874 27874 12430 31406 31406 17550
Largest Losing Trade -30636 -14393 -30636 -67430 -16047 -67430
Avg Bars in Trades 87 85 88 87 85 88
Avg Bars in Winners 73 74 72 73 74 72
Avg Bars in Losers 118 109 129 118 109 129
Bars Traded 13072 6435 6637 13072 6435 6637
Profit Streak 145.0057 145.0057 151.0057 145.0057 145.0057 151.0057
Trades During Streak 10 5 8 10 5 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 589667 -43296 -46297 567400 -40438 -48552
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736414100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759900094486,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "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": [
        [
            133074.9762064645,
            78181.6585681342,
            54893.3176383302,
            180668.8546735634,
            128827.2006722208,
            51841.6540013428
        ],
        [
            133.074976,
            78.181659,
            54.893318,
            180.668855,
            128.827201,
            51.841654
        ],
        [
            0.957994,
            0.562822,
            0.395172,
            0.745697,
            0.597702,
            0.301128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36652,
            -31610,
            -38760,
            -67430,
            -27505,
            -69903
        ],
        [
            1.639602,
            1.830977,
            1.481626,
            1.630664,
            2.293727,
            1.277383
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            70,
            68,
            72,
            70,
            68,
            72
        ],
        [
            0.702687,
            0.861636,
            0.576188,
            0.698856,
            1.079401,
            0.49676
        ],
        [
            27874,
            27874,
            12430,
            31406,
            31406,
            17550
        ],
        [
            -30636,
            -14393,
            -30636,
            -67430,
            -16047,
            -67430
        ],
        [
            87,
            85,
            88,
            87,
            85,
            88
        ],
        [
            73,
            74,
            72,
            73,
            74,
            72
        ],
        [
            118,
            109,
            129,
            118,
            109,
            129
        ],
        [
            13072,
            6435,
            6637,
            13072,
            6435,
            6637
        ],
        [
            145.005723,
            145.005723,
            151.005723,
            145.005723,
            145.005723,
            151.005723
        ],
        [
            10,
            5,
            8,
            10,
            5,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            589667,
            -43296,
            -46297,
            567400,
            -40438,
            -48552
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736414100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759900094486,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "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)