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Trade: EOS/USDT/15/SSF/SWMA/2138

Strategy
EOS/USDT/15/SSF/SWMA/2138
Pair
EOS_USDT
Interval
15m
Score
427420
Daily Profit
0.465550
Profit Factor
1.406054
Profitability
73.863636
Streak
138.082257
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 00:28
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 64669.5452 38230.5863 26438.959 52363.7576 40011.954 12351.8036
Total P&L (%) 64.6695 38.2306 26.439 52.3638 40.012 12.3518
Avg Daily Profit (%) 0.4656 0.2752 0.1903 0.3036 0.2426 0.0839
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40888 -29374 -45613 -43173 -26454 -46189
Profit Factor 1.4061 1.6385 1.266 1.3218 1.7082 1.1163
Total Trades 88 44 44 88 44 44
Winning Trades 65 31 34 65 31 34
Losing Trades 23 13 10 23 13 10
Profitability (%) 73.8636 70.4545 77.2727 73.8636 70.4545 77.2727
Ratio Avg Win / Avg Loss 0.4975 0.6871 0.3724 0.4677 0.7164 0.3283
Largest Winning Trade 13428 6930 13428 8702 8084 8702
Largest Losing Trade -35707 -18206 -35707 -35584 -16898 -35584
Avg Bars in Trades 147 143 151 147 143 151
Avg Bars in Winners 112 119 106 112 119 106
Avg Bars in Losers 246 201 305 246 201 305
Bars Traded 12997 6328 6669 12997 6328 6669
Profit Streak 138.0823 138.0823 145.1552 138.0823 138.0823 145.1552
Trades During Streak 6 3 6 6 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427420 305609 200789 329526 306111 -264598
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": 1736438400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759526907010,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "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": [
        [
            64669.5452383492,
            38230.5862597552,
            26438.958978594,
            52363.7576422684,
            40011.9540212255,
            12351.8036210429
        ],
        [
            64.669545,
            38.230586,
            26.438959,
            52.363758,
            40.011954,
            12.351804
        ],
        [
            0.46555,
            0.275218,
            0.190332,
            0.303606,
            0.242578,
            0.083877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40888,
            -29374,
            -45613,
            -43173,
            -26454,
            -46189
        ],
        [
            1.406054,
            1.638508,
            1.266016,
            1.321822,
            1.708243,
            1.11629
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            73.863636,
            70.454545,
            77.272727,
            73.863636,
            70.454545,
            77.272727
        ],
        [
            0.497527,
            0.687116,
            0.372358,
            0.467722,
            0.71636,
            0.328321
        ],
        [
            13428,
            6930,
            13428,
            8702,
            8084,
            8702
        ],
        [
            -35707,
            -18206,
            -35707,
            -35584,
            -16898,
            -35584
        ],
        [
            147,
            143,
            151,
            147,
            143,
            151
        ],
        [
            112,
            119,
            106,
            112,
            119,
            106
        ],
        [
            246,
            201,
            305,
            246,
            201,
            305
        ],
        [
            12997,
            6328,
            6669,
            12997,
            6328,
            6669
        ],
        [
            138.082257,
            138.082257,
            145.155174,
            138.082257,
            138.082257,
            145.155174
        ],
        [
            6,
            3,
            6,
            6,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427420,
            305609,
            200789,
            329526,
            306111,
            -264598
        ]
    ]
}
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": 1736438400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759526907010,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "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)