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Trade: EOS/USDT/15/SSF/BBM/4926

Strategy
EOS/USDT/15/SSF/BBM/4926
Pair
EOS_USDT
Interval
15m
Score
393830
Daily Profit
0.514272
Profit Factor
1.356776
Profitability
65.178571
Streak
129.739457
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 21:29
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 71437.5265 47938.9269 23498.5995 37935.4845 46691.2894 -8755.8049
Total P&L (%) 71.4375 47.9389 23.4986 37.9355 46.6913 -8.7558
Avg Daily Profit (%) 0.5143 0.3451 0.1692 0.2318 0.2762 -0.0659
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53170 -30440 -50241 -62169 -26420 -60329
Profit Factor 1.3568 1.6151 1.1921 1.179 1.6603 0.938
Total Trades 112 56 56 112 56 56
Winning Trades 73 35 38 73 35 38
Losing Trades 39 21 18 39 21 18
Profitability (%) 65.1786 62.5 67.8571 65.1786 62.5 67.8571
Ratio Avg Win / Avg Loss 0.7249 0.9691 0.5647 0.6299 0.9962 0.4443
Largest Winning Trade 26043 26043 12721 22958 22958 10982
Largest Losing Trade -50241 -18342 -50241 -60329 -16625 -60329
Avg Bars in Trades 116 113 118 116 113 118
Avg Bars in Winners 92 92 92 92 92 92
Avg Bars in Losers 160 150 172 160 150 172
Bars Traded 12997 6372 6625 12997 6372 6625
Profit Streak 129.7395 129.7395 129.8749 129.7395 129.7395 129.8749
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393830 -171632 -186598 -17894 -172244 -759340
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": 1736355600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758997789138,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 144,
            "offset": 0,
            "std": 4.1248
        }
    }
}
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": [
        [
            71437.526454013,
            47938.9269059042,
            23498.5995481088,
            37935.4845049159,
            46691.2893941712,
            -8755.8048892552
        ],
        [
            71.437526,
            47.938927,
            23.4986,
            37.935485,
            46.691289,
            -8.755805
        ],
        [
            0.514272,
            0.345108,
            0.169164,
            0.231796,
            0.276214,
            -0.065942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53170,
            -30440,
            -50241,
            -62169,
            -26420,
            -60329
        ],
        [
            1.356776,
            1.615125,
            1.192143,
            1.17904,
            1.660278,
            0.937976
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            65.178571,
            62.5,
            67.857143,
            65.178571,
            62.5,
            67.857143
        ],
        [
            0.724853,
            0.969075,
            0.564699,
            0.629898,
            0.996167,
            0.444304
        ],
        [
            26043,
            26043,
            12721,
            22958,
            22958,
            10982
        ],
        [
            -50241,
            -18342,
            -50241,
            -60329,
            -16625,
            -60329
        ],
        [
            116,
            113,
            118,
            116,
            113,
            118
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            160,
            150,
            172,
            160,
            150,
            172
        ],
        [
            12997,
            6372,
            6625,
            12997,
            6372,
            6625
        ],
        [
            129.739457,
            129.739458,
            129.874874,
            129.739458,
            129.739458,
            129.874874
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393830,
            -171632,
            -186598,
            -17894,
            -172244,
            -759340
        ]
    ]
}
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": 1736355600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758997789138,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 144,
            "offset": 0,
            "std": 4.1248
        }
    }
}

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)