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Trade: EOS/USDT/15/SSF/PWMA/6857

Strategy
EOS/USDT/15/SSF/PWMA/6857
Pair
EOS_USDT
Interval
15m
Score
437304
Daily Profit
0.629001
Profit Factor
1.377942
Profitability
62.179487
Streak
135.873472
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 16:57
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 87374.5967 56861.8445 30512.7522 70142.7322 70184.7069 -41.9748
Total P&L (%) 87.3746 56.8618 30.5128 70.1427 70.1847 -0.042
Avg Daily Profit (%) 0.629 0.4093 0.2197 0.3833 0.3835 -0.0003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48297 -37280 -43500 -57357 -28572 -64543
Profit Factor 1.3779 1.6005 1.2235 1.2702 1.8027 0.9998
Total Trades 156 78 78 156 78 78
Winning Trades 97 50 47 97 50 47
Losing Trades 59 28 31 59 28 31
Profitability (%) 62.1795 64.1026 60.2564 62.1795 64.1026 60.2564
Ratio Avg Win / Avg Loss 0.8381 0.8963 0.807 0.7726 1.0095 0.6594
Largest Winning Trade 24185 24185 12161 22755 22755 11566
Largest Losing Trade -42290 -13652 -42290 -57357 -12398 -57357
Avg Bars in Trades 83 83 83 83 83 83
Avg Bars in Winners 74 74 74 74 74 74
Avg Bars in Losers 99 100 98 99 100 98
Bars Traded 13071 6547 6523 13071 6547 6523
Profit Streak 135.8735 136.186 135.8735 135.8735 136.186 135.8735
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437304 -24387 -31389 338006 -21675 -614840
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": 1736423100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759586268001,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "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": [
        [
            87374.5966711347,
            56861.8445187304,
            30512.7521524044,
            70142.7321817718,
            70184.7069399355,
            -41.9747581637
        ],
        [
            87.374597,
            56.861845,
            30.512752,
            70.142732,
            70.184707,
            -0.041975
        ],
        [
            0.629001,
            0.409343,
            0.219658,
            0.383331,
            0.38351,
            -0.000302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48297,
            -37280,
            -43500,
            -57357,
            -28572,
            -64543
        ],
        [
            1.377942,
            1.600488,
            1.223549,
            1.270182,
            1.802667,
            0.999756
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            97,
            50,
            47,
            97,
            50,
            47
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            62.179487,
            64.102564,
            60.25641,
            62.179487,
            64.102564,
            60.25641
        ],
        [
            0.83813,
            0.896274,
            0.807022,
            0.772585,
            1.009494,
            0.659414
        ],
        [
            24185,
            24185,
            12161,
            22755,
            22755,
            11566
        ],
        [
            -42290,
            -13652,
            -42290,
            -57357,
            -12398,
            -57357
        ],
        [
            83,
            83,
            83,
            83,
            83,
            83
        ],
        [
            74,
            74,
            74,
            74,
            74,
            74
        ],
        [
            99,
            100,
            98,
            99,
            100,
            98
        ],
        [
            13071,
            6547,
            6523,
            13071,
            6547,
            6523
        ],
        [
            135.873472,
            136.185972,
            135.873472,
            135.873472,
            136.185972,
            135.873472
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437304,
            -24387,
            -31389,
            338006,
            -21675,
            -614840
        ]
    ]
}
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": 1736423100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759586268001,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "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)