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Trade: ETC/USDT/15/SSF/RMA/3502

Strategy
ETC/USDT/15/SSF/RMA/3502
Pair
ETC_USDT
Interval
15m
Score
408873
Daily Profit
0.330733
Profit Factor
1.725383
Profitability
73.255814
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 11:02
Expiration Time
2025-12-23 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86129.469 31842.5351 54286.9339 110082.8485 43834.722 66248.1265
Total P&L (%) 86.1295 31.8425 54.2869 110.0828 43.8347 66.2481
Avg Daily Profit (%) 0.3307 0.1223 0.2085 0.2855 0.1397 0.1954
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18546 -23059 -23358 -32925 -27938 -42472
Profit Factor 1.7254 1.4306 2.212 1.6258 1.4275 1.903
Total Trades 86 43 43 86 43 43
Winning Trades 63 29 34 63 29 34
Losing Trades 23 14 9 23 14 9
Profitability (%) 73.2558 67.4419 79.0698 73.2558 67.4419 79.0698
Ratio Avg Win / Avg Loss 0.6299 0.6906 0.5855 0.5936 0.6891 0.5037
Largest Winning Trade 12654 12654 12362 24717 22339 24717
Largest Losing Trade -18546 -18546 -14831 -26627 -19317 -26627
Avg Bars in Trades 285 322 247 285 322 247
Avg Bars in Winners 193 214 175 193 214 175
Avg Bars in Losers 537 547 521 537 547 521
Bars Traded 24532 13873 10659 24532 13873 10659
Profit Streak 0 9.6894 0 0 9.6894 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408873 -31925 378040 388025 -7672 381257
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737497700000,
    "first_datapoint_time": 1737674100000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1759996964917,
    "expiration_time": 1766476800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 197,
            "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": [
        [
            86129.4689579111,
            31842.5350800369,
            54286.9338778742,
            110082.8484896211,
            43834.722033473,
            66248.1264561481
        ],
        [
            86.129469,
            31.842535,
            54.286934,
            110.082848,
            43.834722,
            66.248126
        ],
        [
            0.330733,
            0.122274,
            0.208459,
            0.285458,
            0.139678,
            0.19538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18546,
            -23059,
            -23358,
            -32925,
            -27938,
            -42472
        ],
        [
            1.725383,
            1.430618,
            2.212019,
            1.625822,
            1.427491,
            1.903034
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            63,
            29,
            34,
            63,
            29,
            34
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            73.255814,
            67.44186,
            79.069767,
            73.255814,
            67.44186,
            79.069767
        ],
        [
            0.629902,
            0.690643,
            0.585534,
            0.593554,
            0.689134,
            0.503744
        ],
        [
            12654,
            12654,
            12362,
            24717,
            22339,
            24717
        ],
        [
            -18546,
            -18546,
            -14831,
            -26627,
            -19317,
            -26627
        ],
        [
            285,
            322,
            247,
            285,
            322,
            247
        ],
        [
            193,
            214,
            175,
            193,
            214,
            175
        ],
        [
            537,
            547,
            521,
            537,
            547,
            521
        ],
        [
            24532,
            13873,
            10659,
            24532,
            13873,
            10659
        ],
        [
            0,
            9.689409,
            0,
            0,
            9.689409,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408873,
            -31925,
            378040,
            388025,
            -7672,
            381257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737497700000,
    "first_datapoint_time": 1737674100000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1759996964917,
    "expiration_time": 1766476800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 197,
            "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)