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Trade: EGLD/USDT/120/SSF/DEMA/4271

Strategy
EGLD/USDT/120/SSF/DEMA/4271
Pair
EGLD_USDT
Interval
2h
Score
316428
Daily Profit
0.312361
Profit Factor
1.559107
Profitability
37.554585
Streak
10.376645
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-02 16:02
Expiration Time
2025-12-08 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 579430.2202 493307.3998 86122.8204 508681.1774 20444.1058 488237.0717
Total P&L (%) 579.4302 493.3074 86.1228 508.6812 20.4441 488.2371
Avg Daily Profit (%) 0.3124 0.2659 0.0464 0.0974 0.01 0.0956
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152559 -127125 -95259 -3527760 -2894747 -1206785
Profit Factor 1.5591 1.9475 1.167 1.027 1.0022 1.0523
Total Trades 229 114 115 229 114 115
Winning Trades 86 37 49 86 37 49
Losing Trades 143 77 66 143 77 66
Profitability (%) 37.5546 32.4561 42.6087 37.5546 32.4561 42.6087
Ratio Avg Win / Avg Loss 2.5925 4.0529 1.5719 1.7077 2.0856 1.4173
Largest Winning Trade 222655 222655 40025 1606084 1606084 734570
Largest Losing Trade -28073 -17375 -28073 -503166 -503166 -417283
Avg Bars in Trades 96 93 99 96 93 99
Avg Bars in Winners 170 181 162 170 181 162
Avg Bars in Losers 51 50 53 51 50 53
Bars Traded 22103 10635 11468 22103 10635 11468
Profit Streak 10.3766 0 11.2933 10.3766 0 11.2933
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316428 173153 -169102 -255208 -410149 -230912
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599508800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410142142,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 58,
            "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": [
        [
            579430.2202294584,
            493307.3998055097,
            86122.8204239484,
            508681.1774283509,
            20444.1057748103,
            488237.0716535428
        ],
        [
            579.43022,
            493.3074,
            86.12282,
            508.681177,
            20.444106,
            488.237072
        ],
        [
            0.312361,
            0.265934,
            0.046427,
            0.097413,
            0.010028,
            0.095569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152559,
            -127125,
            -95259,
            -3527760,
            -2894747,
            -1206785
        ],
        [
            1.559107,
            1.947474,
            1.167004,
            1.027,
            1.002153,
            1.052257
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            86,
            37,
            49,
            86,
            37,
            49
        ],
        [
            143,
            77,
            66,
            143,
            77,
            66
        ],
        [
            37.554585,
            32.45614,
            42.608696,
            37.554585,
            32.45614,
            42.608696
        ],
        [
            2.592469,
            4.052852,
            1.571883,
            1.707687,
            2.085561,
            1.417325
        ],
        [
            222655,
            222655,
            40025,
            1606084,
            1606084,
            734570
        ],
        [
            -28073,
            -17375,
            -28073,
            -503166,
            -503166,
            -417283
        ],
        [
            96,
            93,
            99,
            96,
            93,
            99
        ],
        [
            170,
            181,
            162,
            170,
            181,
            162
        ],
        [
            51,
            50,
            53,
            51,
            50,
            53
        ],
        [
            22103,
            10635,
            11468,
            22103,
            10635,
            11468
        ],
        [
            10.376645,
            0,
            11.293312,
            10.376645,
            0,
            11.293312
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316428,
            173153,
            -169102,
            -255208,
            -410149,
            -230912
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22260,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599508800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410142142,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 58,
            "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)