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Trade: EOS/USDT/15/SSF/RMA/2158

Strategy
EOS/USDT/15/SSF/RMA/2158
Pair
EOS_USDT
Interval
15m
Score
536082
Daily Profit
0.844634
Profit Factor
1.460362
Profitability
58.169935
Streak
132.201957
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-02 18:50
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 117328.1526 69615.3575 47712.7951 128600.701 95288.9819 33311.7192
Total P&L (%) 117.3282 69.6154 47.7128 128.6007 95.289 33.3117
Avg Daily Profit (%) 0.8446 0.5012 0.3435 0.597 0.483 0.2072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67322 -17569 -55458 -88572 -19442 -76027
Profit Factor 1.4604 1.6664 1.3172 1.421 1.8834 1.1686
Total Trades 153 77 76 153 77 76
Winning Trades 89 43 46 89 43 46
Losing Trades 64 34 30 64 34 30
Profitability (%) 58.1699 55.8442 60.5263 58.1699 55.8442 60.5263
Ratio Avg Win / Avg Loss 1.0501 1.3176 0.8591 1.0219 1.4892 0.7621
Largest Winning Trade 26375 26375 14039 30517 30517 13614
Largest Losing Trade -39273 -15441 -39273 -51583 -18501 -51583
Avg Bars in Trades 86 88 85 86 88 85
Avg Bars in Winners 82 92 73 82 92 73
Avg Bars in Losers 92 82 102 92 82 102
Bars Traded 13243 6782 6460 13243 6782 6460
Profit Streak 132.202 132.202 132.5457 132.202 132.202 132.5457
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 536082 -29920 -43195 463570 -29631 -80882
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": 1736281800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759420249128,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 62,
            "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": [
        [
            117328.152598322,
            69615.3574864099,
            47712.7951119122,
            128600.7010379925,
            95288.9818802899,
            33311.7191577027
        ],
        [
            117.328153,
            69.615357,
            47.712795,
            128.600701,
            95.288982,
            33.311719
        ],
        [
            0.844634,
            0.501154,
            0.34348,
            0.596985,
            0.482993,
            0.207197
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67322,
            -17569,
            -55458,
            -88572,
            -19442,
            -76027
        ],
        [
            1.460362,
            1.666424,
            1.31724,
            1.421043,
            1.883362,
            1.168613
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            89,
            43,
            46,
            89,
            43,
            46
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            58.169935,
            55.844156,
            60.526316,
            58.169935,
            55.844156,
            60.526316
        ],
        [
            1.050148,
            1.317638,
            0.85907,
            1.021874,
            1.48917,
            0.762139
        ],
        [
            26375,
            26375,
            14039,
            30517,
            30517,
            13614
        ],
        [
            -39273,
            -15441,
            -39273,
            -51583,
            -18501,
            -51583
        ],
        [
            86,
            88,
            85,
            86,
            88,
            85
        ],
        [
            82,
            92,
            73,
            82,
            92,
            73
        ],
        [
            92,
            82,
            102,
            92,
            82,
            102
        ],
        [
            13243,
            6782,
            6460,
            13243,
            6782,
            6460
        ],
        [
            132.201957,
            132.201957,
            132.545707,
            132.201957,
            132.201957,
            132.545707
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536082,
            -29920,
            -43195,
            463570,
            -29631,
            -80882
        ]
    ]
}
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": 1736281800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759420249128,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 62,
            "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)