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Trade: EOS/USDT/15/SSF/ALMA/6972

Strategy
EOS/USDT/15/SSF/ALMA/6972
Pair
EOS_USDT
Interval
15m
Score
403256
Daily Profit
0.447733
Profit Factor
1.291118
Profitability
73.513514
Streak
127.167832
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 16:31
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62194.6441 37335.1999 24859.4442 46389.5698 44182.4934 2207.0764
Total P&L (%) 62.1946 37.3352 24.8594 46.3896 44.1825 2.2071
Avg Daily Profit (%) 0.4477 0.2688 0.179 0.2747 0.2638 0.0157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47246 -30935 -35234 -46460 -25590 -43712
Profit Factor 1.2911 1.4357 1.1943 1.2017 1.5512 1.0147
Total Trades 185 93 92 185 93 92
Winning Trades 136 67 69 136 67 69
Losing Trades 49 26 23 49 26 23
Profitability (%) 73.5135 72.043 75 73.5135 72.043 75
Ratio Avg Win / Avg Loss 0.4652 0.5571 0.3981 0.433 0.6019 0.3382
Largest Winning Trade 8820 6615 8820 10123 6412 10123
Largest Losing Trade -30432 -17241 -30432 -38717 -13592 -38717
Avg Bars in Trades 71 70 72 71 70 72
Avg Bars in Winners 43 40 45 43 40 45
Avg Bars in Losers 148 145 152 148 145 152
Bars Traded 13168 6511 6655 13168 6511 6655
Profit Streak 127.1678 127.1678 132.3137 127.1678 127.1678 132.3137
Trades During Streak 4 2 9 4 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403256 252120 -1701 289542 297896 -540635
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736343900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758893500730,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 131,
            "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": [
        [
            62194.6441118065,
            37335.1998720571,
            24859.4442397493,
            46389.5697727251,
            44182.4934150171,
            2207.0763577081
        ],
        [
            62.194644,
            37.3352,
            24.859444,
            46.38957,
            44.182493,
            2.207076
        ],
        [
            0.447733,
            0.268773,
            0.178961,
            0.274728,
            0.263762,
            0.015717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47246,
            -30935,
            -35234,
            -46460,
            -25590,
            -43712
        ],
        [
            1.291118,
            1.435685,
            1.194294,
            1.201746,
            1.551171,
            1.014736
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            136,
            67,
            69,
            136,
            67,
            69
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            73.513514,
            72.043011,
            75,
            73.513514,
            72.043011,
            75
        ],
        [
            0.465182,
            0.557131,
            0.398098,
            0.432982,
            0.601947,
            0.338245
        ],
        [
            8820,
            6615,
            8820,
            10123,
            6412,
            10123
        ],
        [
            -30432,
            -17241,
            -30432,
            -38717,
            -13592,
            -38717
        ],
        [
            71,
            70,
            72,
            71,
            70,
            72
        ],
        [
            43,
            40,
            45,
            43,
            40,
            45
        ],
        [
            148,
            145,
            152,
            148,
            145,
            152
        ],
        [
            13168,
            6511,
            6655,
            13168,
            6511,
            6655
        ],
        [
            127.167832,
            127.167832,
            132.313666,
            127.167832,
            127.167833,
            132.313666
        ],
        [
            4,
            2,
            9,
            4,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403256,
            252120,
            -1701,
            289542,
            297896,
            -540635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736343900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758893500730,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 131,
            "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)