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Trade: EOS/USDT/15/SSF/PWMA/2462

Strategy
EOS/USDT/15/SSF/PWMA/2462
Pair
EOS_USDT
Interval
15m
Score
341161
Daily Profit
0.537278
Profit Factor
1.281695
Profitability
61.538462
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 04:51
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 74633.3009 46458.3866 28174.9143 60010.8819 49456.741 10554.1409
Total P&L (%) 74.6333 46.4584 28.1749 60.0109 49.4567 10.5541
Avg Daily Profit (%) 0.5373 0.3345 0.2028 0.339 0.2897 0.0723
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53805 -38986 -31734 -47302 -30001 -40033
Profit Factor 1.2817 1.3714 1.2014 1.2482 1.4888 1.0751
Total Trades 182 91 91 182 91 91
Winning Trades 112 56 56 112 56 56
Losing Trades 70 35 35 70 35 35
Profitability (%) 61.5385 61.5385 61.5385 61.5385 61.5385 61.5385
Ratio Avg Win / Avg Loss 0.8011 0.8572 0.7509 0.7801 0.9305 0.6719
Largest Winning Trade 11452 11452 9300 11642 11549 11642
Largest Losing Trade -27889 -14117 -27889 -29683 -9577 -29683
Avg Bars in Trades 71 71 71 71 71 71
Avg Bars in Winners 53 50 55 53 50 55
Avg Bars in Losers 101 105 98 101 105 98
Bars Traded 13082 6543 6539 13082 6543 6539
Profit Streak 0 0 127.0047 0 0 127.0047
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341161 193653 91772 248800 215292 -384266
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": 1736374500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758937908512,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "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": [
        [
            74633.3009463309,
            46458.3866320886,
            28174.9143142423,
            60010.881901055,
            49456.7410305639,
            10554.1408704911
        ],
        [
            74.633301,
            46.458387,
            28.174914,
            60.010882,
            49.456741,
            10.554141
        ],
        [
            0.537278,
            0.33445,
            0.202829,
            0.338973,
            0.289697,
            0.072256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53805,
            -38986,
            -31734,
            -47302,
            -30001,
            -40033
        ],
        [
            1.281695,
            1.371441,
            1.20144,
            1.248193,
            1.488777,
            1.075062
        ],
        [
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            91,
            91,
            182,
            91,
            91
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            61.538462,
            61.538462,
            61.538462,
            61.538462,
            61.538462,
            61.538462
        ],
        [
            0.801059,
            0.857151,
            0.7509,
            0.780121,
            0.930486,
            0.671913
        ],
        [
            11452,
            11452,
            9300,
            11642,
            11549,
            11642
        ],
        [
            -27889,
            -14117,
            -27889,
            -29683,
            -9577,
            -29683
        ],
        [
            71,
            71,
            71,
            71,
            71,
            71
        ],
        [
            53,
            50,
            55,
            53,
            50,
            55
        ],
        [
            101,
            105,
            98,
            101,
            105,
            98
        ],
        [
            13082,
            6543,
            6539,
            13082,
            6543,
            6539
        ],
        [
            0,
            0,
            127.004728,
            0,
            0,
            127.004728
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341161,
            193653,
            91772,
            248800,
            215292,
            -384266
        ]
    ]
}
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": 1736374500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758937908512,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 165,
            "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)