← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/15/SSF/T3/3469

Strategy
FIL/USDT/15/SSF/T3/3469
Pair
FIL_USDT
Interval
15m
Score
461146
Daily Profit
0.419558
Profit Factor
1.637659
Profitability
72.868217
Streak
13.552420
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 10:45
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 109261.2536 24762.2201 84499.0336 156627.2952 45097.2763 111530.0189
Total P&L (%) 109.2613 24.7622 84.499 156.6273 45.0973 111.53
Avg Daily Profit (%) 0.4196 0.0951 0.3245 0.3626 0.143 0.2881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26251 -29334 -15010 -29415 -33123 -22525
Profit Factor 1.6377 1.2278 2.3492 1.6097 1.2955 2.0695
Total Trades 129 64 65 129 64 65
Winning Trades 94 43 51 94 43 51
Losing Trades 35 21 14 35 21 14
Profitability (%) 72.8682 67.1875 78.4615 72.8682 67.1875 78.4615
Ratio Avg Win / Avg Loss 0.6098 0.5996 0.6449 0.5994 0.6327 0.5681
Largest Winning Trade 8750 8750 7378 13534 13314 13534
Largest Losing Trade -26251 -26251 -10309 -29183 -29183 -22525
Avg Bars in Trades 186 185 187 186 185 187
Avg Bars in Winners 123 113 132 123 113 132
Avg Bars in Losers 354 333 386 354 333 386
Bars Traded 24065 11894 12171 24065 11894 12171
Profit Streak 13.5524 31.4274 13.5524 13.5524 31.4274 13.5524
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461146 -208575 -118403 441666 -142280 -119254
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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759045529135,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 204,
            "offset": 0,
            "a": 0.46713
        }
    }
}
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": [
        [
            109261.2536428286,
            24762.2200811001,
            84499.0335617287,
            156627.295166954,
            45097.2762727229,
            111530.0188942311
        ],
        [
            109.261254,
            24.76222,
            84.499034,
            156.627295,
            45.097276,
            111.530019
        ],
        [
            0.419558,
            0.095086,
            0.324472,
            0.362554,
            0.143038,
            0.288102
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26251,
            -29334,
            -15010,
            -29415,
            -33123,
            -22525
        ],
        [
            1.637659,
            1.227764,
            2.349209,
            1.609731,
            1.295538,
            2.069466
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            72.868217,
            67.1875,
            78.461538,
            72.868217,
            67.1875,
            78.461538
        ],
        [
            0.609767,
            0.599606,
            0.644881,
            0.599368,
            0.632705,
            0.568089
        ],
        [
            8750,
            8750,
            7378,
            13534,
            13314,
            13534
        ],
        [
            -26251,
            -26251,
            -10309,
            -29183,
            -29183,
            -22525
        ],
        [
            186,
            185,
            187,
            186,
            185,
            187
        ],
        [
            123,
            113,
            132,
            123,
            113,
            132
        ],
        [
            354,
            333,
            386,
            354,
            333,
            386
        ],
        [
            24065,
            11894,
            12171,
            24065,
            11894,
            12171
        ],
        [
            13.55242,
            31.42742,
            13.55242,
            13.55242,
            31.427421,
            13.552421
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461146,
            -208575,
            -118403,
            441666,
            -142280,
            -119254
        ]
    ]
}
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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759045529135,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 204,
            "offset": 0,
            "a": 0.46713
        }
    }
}

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)