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Trade: EOS/USDT/60/SWMA/SSF/4022

Strategy
EOS/USDT/60/SWMA/SSF/4022
Pair
EOS_USDT
Interval
1h
Score
323557
Daily Profit
0.204050
Profit Factor
1.605070
Profitability
41.304348
Streak
222.186079
Best Strategy
Training Data Length
920.080000
Evaluation Time
2025-10-05 13:27
Expiration Time
2025-07-31 10:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 187742.1927 135532.9946 52209.1981 143252.7017 114579.114 28673.5877
Total P&L (%) 187.7422 135.533 52.2092 143.2527 114.5791 28.6736
Avg Daily Profit (%) 0.2041 0.1473 0.0567 0.0967 0.083 0.0274
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83056 -61486 -33921 -123693 -90817 -46816
Profit Factor 1.6051 1.7676 1.3904 1.3404 1.4597 1.1671
Total Trades 92 46 46 92 46 46
Winning Trades 38 16 22 38 16 22
Losing Trades 54 30 24 54 30 24
Profitability (%) 41.3043 34.7826 47.8261 41.3043 34.7826 47.8261
Ratio Avg Win / Avg Loss 2.2809 3.3143 1.5168 1.9047 2.7369 1.2732
Largest Winning Trade 123343 123343 27220 115594 115594 30736
Largest Losing Trade -34823 -34823 -19400 -55896 -55896 -36291
Avg Bars in Trades 230 229 231 230 229 231
Avg Bars in Winners 362 386 345 362 386 345
Avg Bars in Losers 137 145 126 137 145 126
Bars Traded 21181 10547 10634 21181 10547 10634
Profit Streak 222.1861 222.1861 223.3944 222.1861 222.1861 223.3944
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323557 88782 -116001 -64189 -84433 -195633
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22082,
    "evaluation_days": 920.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669615200000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759660077235,
    "expiration_time": 1753948454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 144,
            "offset": 103
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            187742.1926819319,
            135532.9946277371,
            52209.1980541948,
            143252.7016755038,
            114579.1140220159,
            28673.5876534878
        ],
        [
            187.742193,
            135.532995,
            52.209198,
            143.252702,
            114.579114,
            28.673588
        ],
        [
            0.20405,
            0.147306,
            0.056744,
            0.096661,
            0.083017,
            0.027404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83056,
            -61486,
            -33921,
            -123693,
            -90817,
            -46816
        ],
        [
            1.60507,
            1.767639,
            1.390426,
            1.340376,
            1.459665,
            1.167096
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            41.304348,
            34.782609,
            47.826087,
            41.304348,
            34.782609,
            47.826087
        ],
        [
            2.280888,
            3.314324,
            1.516828,
            1.904744,
            2.736872,
            1.273195
        ],
        [
            123343,
            123343,
            27220,
            115594,
            115594,
            30736
        ],
        [
            -34823,
            -34823,
            -19400,
            -55896,
            -55896,
            -36291
        ],
        [
            230,
            229,
            231,
            230,
            229,
            231
        ],
        [
            362,
            386,
            345,
            362,
            386,
            345
        ],
        [
            137,
            145,
            126,
            137,
            145,
            126
        ],
        [
            21181,
            10547,
            10634,
            21181,
            10547,
            10634
        ],
        [
            222.186079,
            222.186079,
            223.394412,
            222.186079,
            222.186079,
            223.394412
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323557,
            88782,
            -116001,
            -64189,
            -84433,
            -195633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22082,
    "evaluation_days": 920.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669615200000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759660077235,
    "expiration_time": 1753948454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 144,
            "offset": 103
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    }
}

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)