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Trade: EOS/USDT/15/SSF/PWMA/1579

Strategy
EOS/USDT/15/SSF/PWMA/1579
Pair
EOS_USDT
Interval
15m
Score
412519
Daily Profit
0.607371
Profit Factor
1.374680
Profitability
61.486486
Streak
138.443039
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-06 08:22
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 84369.859 49623.7458 34746.1132 79086.3361 64465.8583 14620.4777
Total P&L (%) 84.3699 49.6237 34.7461 79.0863 64.4659 14.6205
Avg Daily Profit (%) 0.6074 0.3572 0.2501 0.4204 0.3588 0.0983
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38975 -23640 -39124 -46448 -22576 -52781
Profit Factor 1.3747 1.5075 1.2728 1.2985 1.6336 1.0896
Total Trades 148 74 74 148 74 74
Winning Trades 91 45 46 91 45 46
Losing Trades 57 29 28 57 29 28
Profitability (%) 61.4865 60.8108 62.1622 61.4865 60.8108 62.1622
Ratio Avg Win / Avg Loss 0.8611 0.9715 0.7747 0.8134 1.0528 0.6632
Largest Winning Trade 12773 12773 9877 15106 15106 12692
Largest Losing Trade -33071 -12842 -33071 -44562 -12381 -44562
Avg Bars in Trades 88 86 89 88 86 89
Avg Bars in Winners 69 71 67 69 71 67
Avg Bars in Losers 118 111 126 118 111 126
Bars Traded 13066 6420 6646 13066 6420 6646
Profit Streak 138.443 138.443 138.6097 138.443 138.443 138.6097
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412519 -56316 -59813 338226 -53007 -270845
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": 1736396100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759728178597,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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": [
        [
            84369.859037075,
            49623.7458001677,
            34746.1132369074,
            79086.3360597582,
            64465.8583451728,
            14620.4777145855
        ],
        [
            84.369859,
            49.623746,
            34.746113,
            79.086336,
            64.465858,
            14.620478
        ],
        [
            0.607371,
            0.357237,
            0.250134,
            0.42036,
            0.358811,
            0.098282
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38975,
            -23640,
            -39124,
            -46448,
            -22576,
            -52781
        ],
        [
            1.37468,
            1.507468,
            1.27275,
            1.298542,
            1.633623,
            1.089605
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            61.486486,
            60.810811,
            62.162162,
            61.486486,
            60.810811,
            62.162162
        ],
        [
            0.861063,
            0.971479,
            0.774718,
            0.813373,
            1.052779,
            0.663238
        ],
        [
            12773,
            12773,
            9877,
            15106,
            15106,
            12692
        ],
        [
            -33071,
            -12842,
            -33071,
            -44562,
            -12381,
            -44562
        ],
        [
            88,
            86,
            89,
            88,
            86,
            89
        ],
        [
            69,
            71,
            67,
            69,
            71,
            67
        ],
        [
            118,
            111,
            126,
            118,
            111,
            126
        ],
        [
            13066,
            6420,
            6646,
            13066,
            6420,
            6646
        ],
        [
            138.443039,
            138.443039,
            138.609706,
            138.443039,
            138.443039,
            138.609706
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412519,
            -56316,
            -59813,
            338226,
            -53007,
            -270845
        ]
    ]
}
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": 1736396100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759728178597,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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)