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Trade: EOS/USDT/15/SSF/MIDPRICE/7577

Strategy
EOS/USDT/15/SSF/MIDPRICE/7577
Pair
EOS_USDT
Interval
15m
Score
361813
Daily Profit
0.577479
Profit Factor
1.280962
Profitability
58.128079
Streak
127.764765
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-28 08:51
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 80217.5775 48635.4448 31582.1326 77255.2355 58606.3886 18648.8469
Total P&L (%) 80.2176 48.6354 31.5821 77.2552 58.6064 18.6488
Avg Daily Profit (%) 0.5775 0.3501 0.2274 0.4129 0.3326 0.1232
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36349 -25387 -25104 -50476 -28189 -47686
Profit Factor 1.281 1.3375 1.2234 1.2017 1.3229 1.0925
Total Trades 203 101 102 203 101 102
Winning Trades 118 57 61 118 57 61
Losing Trades 85 44 41 85 44 41
Profitability (%) 58.1281 56.4356 59.8039 58.1281 56.4356 59.8039
Ratio Avg Win / Avg Loss 0.9227 1.0324 0.8223 0.8656 1.0212 0.7343
Largest Winning Trade 27172 27172 9884 27353 27353 13037
Largest Losing Trade -19551 -17255 -19551 -22727 -17053 -22727
Avg Bars in Trades 63 65 61 63 65 61
Avg Bars in Winners 59 60 59 59 60 59
Avg Bars in Losers 68 72 64 68 72 64
Bars Traded 12904 6629 6275 12904 6629 6275
Profit Streak 127.7648 0 127.9627 127.7648 0 127.9627
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361813 235089 93875 293746 251518 -156979
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": 1736348400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759038675697,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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": [
        [
            80217.5774683974,
            48635.4448301256,
            31582.1326382719,
            77255.2355195113,
            58606.3885812362,
            18648.8469382749
        ],
        [
            80.217577,
            48.635445,
            31.582133,
            77.255236,
            58.606389,
            18.648847
        ],
        [
            0.577479,
            0.350122,
            0.227357,
            0.41293,
            0.332605,
            0.123176
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36349,
            -25387,
            -25104,
            -50476,
            -28189,
            -47686
        ],
        [
            1.280962,
            1.337451,
            1.223377,
            1.201704,
            1.322889,
            1.092547
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            118,
            57,
            61,
            118,
            57,
            61
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            58.128079,
            56.435644,
            59.803922,
            58.128079,
            56.435644,
            59.803922
        ],
        [
            0.922727,
            1.032419,
            0.82227,
            0.865635,
            1.021177,
            0.734335
        ],
        [
            27172,
            27172,
            9884,
            27353,
            27353,
            13037
        ],
        [
            -19551,
            -17255,
            -19551,
            -22727,
            -17053,
            -22727
        ],
        [
            63,
            65,
            61,
            63,
            65,
            61
        ],
        [
            59,
            60,
            59,
            59,
            60,
            59
        ],
        [
            68,
            72,
            64,
            68,
            72,
            64
        ],
        [
            12904,
            6629,
            6275,
            12904,
            6629,
            6275
        ],
        [
            127.764765,
            0,
            127.962682,
            127.764765,
            0,
            127.962682
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361813,
            235089,
            93875,
            293746,
            251518,
            -156979
        ]
    ]
}
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": 1736348400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759038675697,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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)