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Trade: EOS/USDT/15/SSF/WMA/2499

Strategy
EOS/USDT/15/SSF/WMA/2499
Pair
EOS_USDT
Interval
15m
Score
539871
Daily Profit
0.915261
Profit Factor
1.715125
Profitability
66.964286
Streak
126.638319
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 10:19
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 127138.9551 74798.2523 52340.7028 167747.1724 115108.8889 52638.2834
Total P&L (%) 127.139 74.7983 52.3407 167.7472 115.1089 52.6383
Avg Daily Profit (%) 0.9153 0.5385 0.3768 0.7115 0.5529 0.3049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38563 -29629 -38279 -53353 -25978 -54108
Profit Factor 1.7151 2.1369 1.4674 1.7529 2.7482 1.3354
Total Trades 112 56 56 112 56 56
Winning Trades 75 39 36 75 39 36
Losing Trades 37 17 20 37 17 20
Profitability (%) 66.9643 69.6429 64.2857 66.9643 69.6429 64.2857
Ratio Avg Win / Avg Loss 0.8461 0.9315 0.8152 0.8648 1.198 0.7419
Largest Winning Trade 23296 23296 13617 25958 25958 16916
Largest Losing Trade -36352 -18258 -36352 -51342 -17058 -51342
Avg Bars in Trades 116 113 118 116 113 118
Avg Bars in Winners 97 98 97 97 98 97
Avg Bars in Losers 152 150 154 152 150 154
Bars Traded 12997 6377 6620 12997 6377 6620
Profit Streak 126.6383 126.6383 139.0862 126.6383 126.6383 139.0862
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539871 -166923 -171111 511668 -163952 -172512

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": 1736444700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758871150781,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 120,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 243,
            "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": [
        [
            127138.9551416918,
            74798.2523300649,
            52340.7028116269,
            167747.1723869155,
            115108.8889438608,
            52638.2834430546
        ],
        [
            127.138955,
            74.798252,
            52.340703,
            167.747172,
            115.108889,
            52.638283
        ],
        [
            0.915261,
            0.538466,
            0.376796,
            0.71152,
            0.552941,
            0.304906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38563,
            -29629,
            -38279,
            -53353,
            -25978,
            -54108
        ],
        [
            1.715125,
            2.1369,
            1.467352,
            1.752892,
            2.748244,
            1.335359
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            66.964286,
            69.642857,
            64.285714,
            66.964286,
            69.642857,
            64.285714
        ],
        [
            0.846128,
            0.931469,
            0.815195,
            0.86476,
            1.197952,
            0.741866
        ],
        [
            23296,
            23296,
            13617,
            25958,
            25958,
            16916
        ],
        [
            -36352,
            -18258,
            -36352,
            -51342,
            -17058,
            -51342
        ],
        [
            116,
            113,
            118,
            116,
            113,
            118
        ],
        [
            97,
            98,
            97,
            97,
            98,
            97
        ],
        [
            152,
            150,
            154,
            152,
            150,
            154
        ],
        [
            12997,
            6377,
            6620,
            12997,
            6377,
            6620
        ],
        [
            126.638319,
            126.638319,
            139.086236,
            126.638319,
            126.638319,
            139.086236
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539871,
            -166923,
            -171111,
            511668,
            -163952,
            -172512
        ]
    ]
}
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": 1736444700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758871150781,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 120,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 243,
            "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)