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Trade: EOS/USDT/15/SSF/SWMA/5860

Strategy
EOS/USDT/15/SSF/SWMA/5860
Pair
EOS_USDT
Interval
15m
Score
508594
Daily Profit
0.905522
Profit Factor
1.606512
Profitability
68.939394
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 09:59
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 125786.0528 71589.8669 54196.1858 167579.0891 120183.4791 47395.61
Total P&L (%) 125.7861 71.5899 54.1962 167.5791 120.1835 47.3956
Avg Daily Profit (%) 0.9055 0.5154 0.3902 0.7111 0.5698 0.2797
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34665 -23936 -36389 -66342 -33287 -69527
Profit Factor 1.6065 1.7336 1.4936 1.5049 1.9325 1.2335
Total Trades 132 66 66 132 66 66
Winning Trades 91 45 46 91 45 46
Losing Trades 41 21 20 41 21 20
Profitability (%) 68.9394 68.1818 69.697 68.9394 68.1818 69.697
Ratio Avg Win / Avg Loss 0.7238 0.809 0.6494 0.678 0.9018 0.5363
Largest Winning Trade 25138 25138 9812 32966 32966 17703
Largest Losing Trade -28488 -13213 -28488 -66342 -17089 -66342
Avg Bars in Trades 99 97 101 99 97 101
Avg Bars in Winners 75 74 76 75 74 76
Avg Bars in Losers 152 147 158 152 147 158
Bars Traded 13121 6431 6690 13121 6431 6690
Profit Streak 0 0 132.9478 0 0 132.9478
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 508594 -112779 -114264 456560 -111930 -117309
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": 1736326800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758956391278,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 112,
            "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": [
        [
            125786.0527553255,
            71589.866939443,
            54196.1858158825,
            167579.0890772484,
            120183.4791012351,
            47395.6099760131
        ],
        [
            125.786053,
            71.589867,
            54.196186,
            167.579089,
            120.183479,
            47.39561
        ],
        [
            0.905522,
            0.515369,
            0.390153,
            0.711065,
            0.56982,
            0.279672
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34665,
            -23936,
            -36389,
            -66342,
            -33287,
            -69527
        ],
        [
            1.606512,
            1.733556,
            1.493592,
            1.504913,
            1.932533,
            1.233455
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            68.939394,
            68.181818,
            69.69697,
            68.939394,
            68.181818,
            69.69697
        ],
        [
            0.723813,
            0.808993,
            0.649388,
            0.678038,
            0.901849,
            0.536285
        ],
        [
            25138,
            25138,
            9812,
            32966,
            32966,
            17703
        ],
        [
            -28488,
            -13213,
            -28488,
            -66342,
            -17089,
            -66342
        ],
        [
            99,
            97,
            101,
            99,
            97,
            101
        ],
        [
            75,
            74,
            76,
            75,
            74,
            76
        ],
        [
            152,
            147,
            158,
            152,
            147,
            158
        ],
        [
            13121,
            6431,
            6690,
            13121,
            6431,
            6690
        ],
        [
            0,
            0,
            132.947816,
            0,
            0,
            132.947816
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            508594,
            -112779,
            -114264,
            456560,
            -111930,
            -117309
        ]
    ]
}
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": 1736326800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758956391278,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 112,
            "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)