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Trade: FIL/USDT/15/SSF/T3/2605

Strategy
FIL/USDT/15/SSF/T3/2605
Pair
FIL_USDT
Interval
15m
Score
439071
Daily Profit
0.255156
Profit Factor
2.526434
Profitability
73.684211
Streak
12.572780
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 02:14
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70193.1903 3745.4293 66447.761 78453.5976 11933.7642 66519.8335
Total P&L (%) 70.1932 3.7454 66.4478 78.4536 11.9338 66.5198
Avg Daily Profit (%) 0.2695 0.0144 0.2552 0.2226 0.0433 0.196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26885 -26446 -13119 -25808 -27767 -12071
Profit Factor 1.5608 1.0459 2.5264 1.6041 1.1474 2.3608
Total Trades 75 37 38 75 37 38
Winning Trades 52 24 28 52 24 28
Losing Trades 23 13 10 23 13 10
Profitability (%) 69.3333 64.8649 73.6842 69.3333 64.8649 73.6842
Ratio Avg Win / Avg Loss 0.6904 0.5665 0.9023 0.7095 0.6215 0.8431
Largest Winning Trade 8795 8795 8695 8451 8451 8201
Largest Losing Trade -24693 -24693 -9355 -22814 -22814 -10428
Avg Bars in Trades 317 344 291 317 344 291
Avg Bars in Winners 195 214 178 195 214 178
Avg Bars in Losers 593 582 608 593 582 608
Bars Traded 23804 12729 11075 23804 12729 11075
Profit Streak 12.5728 29.9686 12.5728 12.5728 29.9686 12.5728
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50579 -509089 439071 -50733 -298743 409534
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759014888224,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 197,
            "offset": 0,
            "a": 0.03228
        }
    }
}
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": [
        [
            70193.190298674,
            3745.4293350594,
            66447.7609636146,
            78453.5976449112,
            11933.7641774692,
            66519.8334674422
        ],
        [
            70.19319,
            3.745429,
            66.447761,
            78.453598,
            11.933764,
            66.519833
        ],
        [
            0.269538,
            0.014382,
            0.255156,
            0.222641,
            0.0433,
            0.196008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26885,
            -26446,
            -13119,
            -25808,
            -27767,
            -12071
        ],
        [
            1.560843,
            1.045886,
            2.526434,
            1.604117,
            1.147365,
            2.360767
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            69.333333,
            64.864865,
            73.684211,
            69.333333,
            64.864865,
            73.684211
        ],
        [
            0.690373,
            0.566521,
            0.902298,
            0.709513,
            0.62149,
            0.843131
        ],
        [
            8795,
            8795,
            8695,
            8451,
            8451,
            8201
        ],
        [
            -24693,
            -24693,
            -9355,
            -22814,
            -22814,
            -10428
        ],
        [
            317,
            344,
            291,
            317,
            344,
            291
        ],
        [
            195,
            214,
            178,
            195,
            214,
            178
        ],
        [
            593,
            582,
            608,
            593,
            582,
            608
        ],
        [
            23804,
            12729,
            11075,
            23804,
            12729,
            11075
        ],
        [
            12.57278,
            29.968614,
            12.57278,
            12.57278,
            29.968614,
            12.57278
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50579,
            -509089,
            439071,
            -50733,
            -298743,
            409534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759014888224,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 197,
            "offset": 0,
            "a": 0.03228
        }
    }
}

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)