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Trade: FIL/USDT/15/SSF/EMA/5173

Strategy
FIL/USDT/15/SSF/EMA/5173
Pair
FIL_USDT
Interval
15m
Score
397231
Daily Profit
0.250928
Profit Factor
1.693789
Profitability
70.093458
Streak
18.475422
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 05:24
Expiration Time
2025-12-17 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60590.4118 -4756.2277 65346.6395 48104.6976 -16961.0289 65065.7264
Total P&L (%) 60.5904 -4.7562 65.3466 48.1047 -16.961 65.0657
Avg Daily Profit (%) 0.2327 -0.0183 0.2509 0.1509 -0.0713 0.1926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38013 -33834 -25749 -51845 -38353 -34708
Profit Factor 1.229 0.9721 1.6938 1.1513 0.9161 1.562
Total Trades 215 108 107 215 108 107
Winning Trades 149 74 75 149 74 75
Losing Trades 66 34 32 66 34 32
Profitability (%) 69.3023 68.5185 70.0935 69.3023 68.5185 70.0935
Ratio Avg Win / Avg Loss 0.5444 0.4466 0.7227 0.51 0.4209 0.6665
Largest Winning Trade 12330 10428 12330 13806 12313 13806
Largest Losing Trade -29485 -29485 -14344 -31216 -31216 -19092
Avg Bars in Trades 114 115 113 114 115 113
Avg Bars in Winners 67 62 72 67 62 72
Avg Bars in Losers 219 231 207 219 231 207
Bars Traded 24573 12475 12098 24573 12475 12098
Profit Streak 5.5692 5.5692 18.4754 5.5692 5.5692 18.4754
Trades During Streak 8 4 7 8 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331793 -578104 397231 -46153 -578104 363752
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736958600000,
    "first_datapoint_time": 1737136800000,
    "last_datapoint_time": 1759457700000,
    "evaluation_time": 1759458276445,
    "expiration_time": 1765937700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 24,
            "offset": 175
        }
    }
}
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": [
        [
            60590.4117893039,
            -4756.2277283903,
            65346.6395176943,
            48104.6975544221,
            -16961.0288567648,
            65065.726411187
        ],
        [
            60.590412,
            -4.756228,
            65.34664,
            48.104698,
            -16.961029,
            65.065726
        ],
        [
            0.232664,
            -0.018264,
            0.250928,
            0.150928,
            -0.071344,
            0.192633
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38013,
            -33834,
            -25749,
            -51845,
            -38353,
            -34708
        ],
        [
            1.229045,
            0.972079,
            1.693789,
            1.151255,
            0.916147,
            1.562038
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            69.302326,
            68.518519,
            70.093458,
            69.302326,
            68.518519,
            70.093458
        ],
        [
            0.544409,
            0.446631,
            0.722683,
            0.509952,
            0.420932,
            0.666469
        ],
        [
            12330,
            10428,
            12330,
            13806,
            12313,
            13806
        ],
        [
            -29485,
            -29485,
            -14344,
            -31216,
            -31216,
            -19092
        ],
        [
            114,
            115,
            113,
            114,
            115,
            113
        ],
        [
            67,
            62,
            72,
            67,
            62,
            72
        ],
        [
            219,
            231,
            207,
            219,
            231,
            207
        ],
        [
            24573,
            12475,
            12098,
            24573,
            12475,
            12098
        ],
        [
            5.569172,
            5.569172,
            18.475422,
            5.569172,
            5.569172,
            18.475422
        ],
        [
            8,
            4,
            7,
            8,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331793,
            -578104,
            397231,
            -46153,
            -578104,
            363752
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736958600000,
    "first_datapoint_time": 1737136800000,
    "last_datapoint_time": 1759457700000,
    "evaluation_time": 1759458276445,
    "expiration_time": 1765937700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 24,
            "offset": 175
        }
    }
}

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)