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Trade: EOS/USDT/15/SSF/KCB/8365

Strategy
EOS/USDT/15/SSF/KCB/8365
Pair
EOS_USDT
Interval
15m
Score
330990
Daily Profit
0.471969
Profit Factor
1.338103
Profitability
57.731959
Streak
138.749938
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 22:59
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 65561.1569 41225.5665 24335.5904 50770.8279 41774.4135 8996.4144
Total P&L (%) 65.5612 41.2256 24.3356 50.7708 41.7744 8.9964
Avg Daily Profit (%) 0.472 0.2968 0.1752 0.296 0.2516 0.062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38188 -24716 -35945 -49118 -27759 -52372
Profit Factor 1.3381 1.481 1.2249 1.2284 1.4527 1.0692
Total Trades 97 48 49 97 48 49
Winning Trades 56 27 29 56 27 29
Losing Trades 41 21 20 41 21 20
Profitability (%) 57.732 56.25 59.1837 57.732 56.25 59.1837
Ratio Avg Win / Avg Loss 0.9797 1.1519 0.8448 0.8994 1.1299 0.7374
Largest Winning Trade 18904 18904 16004 21416 21416 15219
Largest Losing Trade -32349 -18922 -32349 -43773 -21754 -43773
Avg Bars in Trades 131 132 130 131 132 130
Avg Bars in Winners 124 128 121 124 128 121
Avg Bars in Losers 141 138 143 141 138 143
Bars Traded 12775 6375 6401 12775 6375 6401
Profit Streak 138.7499 138.7499 145.7291 138.7499 138.7499 145.7291
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330990 273717 83475 217228 255343 -420974
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": 1736369100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759607994618,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            65561.1569146301,
            41225.5665374038,
            24335.5903772264,
            50770.8278850475,
            41774.4135050026,
            8996.4143800449
        ],
        [
            65.561157,
            41.225567,
            24.33559,
            50.770828,
            41.774414,
            8.996414
        ],
        [
            0.471969,
            0.296779,
            0.17519,
            0.296018,
            0.251606,
            0.062034
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38188,
            -24716,
            -35945,
            -49118,
            -27759,
            -52372
        ],
        [
            1.338103,
            1.480987,
            1.224916,
            1.228437,
            1.45267,
            1.06922
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            57.731959,
            56.25,
            59.183673,
            57.731959,
            56.25,
            59.183673
        ],
        [
            0.979682,
            1.151879,
            0.844769,
            0.899391,
            1.129855,
            0.737393
        ],
        [
            18904,
            18904,
            16004,
            21416,
            21416,
            15219
        ],
        [
            -32349,
            -18922,
            -32349,
            -43773,
            -21754,
            -43773
        ],
        [
            131,
            132,
            130,
            131,
            132,
            130
        ],
        [
            124,
            128,
            121,
            124,
            128,
            121
        ],
        [
            141,
            138,
            143,
            141,
            138,
            143
        ],
        [
            12775,
            6375,
            6401,
            12775,
            6375,
            6401
        ],
        [
            138.749938,
            138.749938,
            145.729104,
            138.749938,
            138.749938,
            145.729104
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330990,
            273717,
            83475,
            217228,
            255343,
            -420974
        ]
    ]
}
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": 1736369100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759607994618,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 159,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)