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Trade: EOS/USDT/15/SSF/SWMA/8573

Strategy
EOS/USDT/15/SSF/SWMA/8573
Pair
EOS_USDT
Interval
15m
Score
473257
Daily Profit
0.553088
Profit Factor
1.426050
Profitability
72.222222
Streak
137.926296
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 14:13
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 76829.4101 46467.8398 30361.5702 60619.7791 53685.235 6934.544
Total P&L (%) 76.8294 46.4678 30.3616 60.6198 53.6852 6.9345
Avg Daily Profit (%) 0.5531 0.3345 0.2186 0.3417 0.3098 0.0483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42360 -18977 -48293 -55686 -17887 -70371
Profit Factor 1.4261 1.7125 1.2638 1.2839 1.7761 1.048
Total Trades 108 54 54 108 54 54
Winning Trades 78 39 39 78 39 39
Losing Trades 30 15 15 30 15 15
Profitability (%) 72.2222 72.2222 72.2222 72.2222 72.2222 72.2222
Ratio Avg Win / Avg Loss 0.5485 0.6587 0.4861 0.4938 0.6831 0.4031
Largest Winning Trade 9543 8060 9543 12342 7420 12342
Largest Losing Trade -42360 -13796 -42360 -55686 -14264 -55686
Avg Bars in Trades 120 117 123 120 117 123
Avg Bars in Winners 91 89 92 91 89 92
Avg Bars in Losers 195 189 202 195 189 202
Bars Traded 12996 6345 6651 12996 6345 6651
Profit Streak 137.9263 143.843 137.9263 137.9263 143.843 137.9263
Trades During Streak 13 8 6 13 8 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473257 -169857 -174612 354435 -169385 -641070

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": 1736378100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758885231971,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "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": [
        [
            76829.4100757551,
            46467.8398368481,
            30361.5702389071,
            60619.7790857957,
            53685.2350402485,
            6934.5440455472
        ],
        [
            76.82941,
            46.46784,
            30.36157,
            60.619779,
            53.685235,
            6.934544
        ],
        [
            0.553088,
            0.334518,
            0.21857,
            0.341717,
            0.309842,
            0.048278
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42360,
            -18977,
            -48293,
            -55686,
            -17887,
            -70371
        ],
        [
            1.42605,
            1.712523,
            1.263753,
            1.283904,
            1.776064,
            1.048041
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            72.222222,
            72.222222,
            72.222222,
            72.222222,
            72.222222,
            72.222222
        ],
        [
            0.548481,
            0.658663,
            0.486059,
            0.493809,
            0.683102,
            0.403093
        ],
        [
            9543,
            8060,
            9543,
            12342,
            7420,
            12342
        ],
        [
            -42360,
            -13796,
            -42360,
            -55686,
            -14264,
            -55686
        ],
        [
            120,
            117,
            123,
            120,
            117,
            123
        ],
        [
            91,
            89,
            92,
            91,
            89,
            92
        ],
        [
            195,
            189,
            202,
            195,
            189,
            202
        ],
        [
            12996,
            6345,
            6651,
            12996,
            6345,
            6651
        ],
        [
            137.926296,
            143.842963,
            137.926296,
            137.926296,
            143.842963,
            137.926296
        ],
        [
            13,
            8,
            6,
            13,
            8,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473257,
            -169857,
            -174612,
            354435,
            -169385,
            -641070
        ]
    ]
}
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": 1736378100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758885231971,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "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)