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Trade: EOS/USDT/15/SSF/DCM/2444

Strategy
EOS/USDT/15/SSF/DCM/2444
Pair
EOS_USDT
Interval
15m
Score
526663
Daily Profit
0.859475
Profit Factor
1.448107
Profitability
57.487923
Streak
126.574697
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 03:47
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 119389.6901 68285.9416 51103.7485 162367.8966 118319.8307 44048.0659
Total P&L (%) 119.3897 68.2859 51.1037 162.3679 118.3198 44.0481
Avg Daily Profit (%) 0.8595 0.4916 0.3679 0.6968 0.5637 0.2631
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34684 -15740 -25257 -77792 -45509 -74204
Profit Factor 1.4481 1.5101 1.3855 1.3237 1.5101 1.1633
Total Trades 207 103 104 207 103 104
Winning Trades 119 58 61 119 58 61
Losing Trades 88 45 43 88 45 43
Profitability (%) 57.4879 56.3107 58.6538 57.4879 56.3107 58.6538
Ratio Avg Win / Avg Loss 1.0709 1.1716 0.9767 0.9789 1.1716 0.8201
Largest Winning Trade 29065 29065 11532 40860 40860 20006
Largest Losing Trade -19738 -13521 -19738 -35819 -22791 -35819
Avg Bars in Trades 62 64 60 62 64 60
Avg Bars in Winners 56 57 55 56 57 55
Avg Bars in Losers 70 72 67 70 72 67
Bars Traded 12907 6635 6272 12907 6635 6272
Profit Streak 126.5747 0 126.7518 126.5747 0 126.7518
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526663 364459 229178 405676 390747 -36599
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": 1736338500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758934053852,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "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": [
        [
            119389.6901184601,
            68285.9416082384,
            51103.7485102217,
            162367.8965767913,
            118319.8306607511,
            44048.0659160401
        ],
        [
            119.38969,
            68.285942,
            51.103749,
            162.367897,
            118.319831,
            44.048066
        ],
        [
            0.859475,
            0.491584,
            0.367891,
            0.696807,
            0.563667,
            0.263089
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34684,
            -15740,
            -25257,
            -77792,
            -45509,
            -74204
        ],
        [
            1.448107,
            1.510108,
            1.385499,
            1.323673,
            1.510088,
            1.163333
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            119,
            58,
            61,
            119,
            58,
            61
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            57.487923,
            56.31068,
            58.653846,
            57.487923,
            56.31068,
            58.653846
        ],
        [
            1.070869,
            1.171635,
            0.976663,
            0.97885,
            1.17162,
            0.820054
        ],
        [
            29065,
            29065,
            11532,
            40860,
            40860,
            20006
        ],
        [
            -19738,
            -13521,
            -19738,
            -35819,
            -22791,
            -35819
        ],
        [
            62,
            64,
            60,
            62,
            64,
            60
        ],
        [
            56,
            57,
            55,
            56,
            57,
            55
        ],
        [
            70,
            72,
            67,
            70,
            72,
            67
        ],
        [
            12907,
            6635,
            6272,
            12907,
            6635,
            6272
        ],
        [
            126.574697,
            0,
            126.751781,
            126.574697,
            0,
            126.751781
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526663,
            364459,
            229178,
            405676,
            390747,
            -36599
        ]
    ]
}
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": 1736338500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758934053852,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "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)