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Trade: EOS/USDT/30/SSF/PWMA/8525

Strategy
EOS/USDT/30/SSF/PWMA/8525
Pair
EOS_USDT
Interval
30m
Score
313558
Daily Profit
0.179207
Profit Factor
1.230320
Profitability
51.428571
Streak
0.000000
Best Strategy
Training Data Length
399.310000
Evaluation Time
2025-10-04 03:10
Expiration Time
2025-07-22 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121238.5876 76156.9892 45081.5984 104408.4089 43047.0052 61361.4037
Total P&L (%) 121.2386 76.157 45.0816 104.4084 43.047 61.3614
Avg Daily Profit (%) 0.3036 0.1907 0.1129 0.1792 0.0897 0.1199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92399 -69231 -58292 -67328 -49052 -33741
Profit Factor 1.1982 1.2365 1.1556 1.2303 1.1801 1.2864
Total Trades 455 228 227 455 228 227
Winning Trades 234 119 115 234 119 115
Losing Trades 221 109 112 221 109 112
Profitability (%) 51.4286 52.193 50.6608 51.4286 52.193 50.6608
Ratio Avg Win / Avg Loss 1.1317 1.1326 1.1255 1.162 1.0809 1.2528
Largest Winning Trade 32951 32951 13124 19674 19674 14988
Largest Losing Trade -24153 -24153 -18235 -20296 -20296 -14550
Avg Bars in Trades 41 42 40 41 42 40
Avg Bars in Winners 39 40 39 39 40 39
Avg Bars in Losers 43 45 41 43 45 41
Bars Traded 18947 9801 9146 18947 9801 9146
Profit Streak 0 0 135.049 0 0 135.049
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 274681 259381 -92641 313558 -97653 -32793
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 19167,
    "evaluation_days": 399.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713972600000,
    "last_datapoint_time": 1748226600000,
    "evaluation_time": 1759536632524,
    "expiration_time": 1753194686400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "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": [
        [
            121238.5876336744,
            76156.9892328747,
            45081.5984007998,
            104408.4088945106,
            43047.0051515028,
            61361.4037430078
        ],
        [
            121.238588,
            76.156989,
            45.081598,
            104.408409,
            43.047005,
            61.361404
        ],
        [
            0.30362,
            0.190721,
            0.112899,
            0.179207,
            0.089696,
            0.119898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92399,
            -69231,
            -58292,
            -67328,
            -49052,
            -33741
        ],
        [
            1.19822,
            1.23652,
            1.155643,
            1.23032,
            1.180063,
            1.286399
        ],
        [
            455,
            228,
            227,
            455,
            228,
            227
        ],
        [
            234,
            119,
            115,
            234,
            119,
            115
        ],
        [
            221,
            109,
            112,
            221,
            109,
            112
        ],
        [
            51.428571,
            52.192982,
            50.660793,
            51.428571,
            52.192982,
            50.660793
        ],
        [
            1.131652,
            1.132611,
            1.125495,
            1.161969,
            1.080898,
            1.25284
        ],
        [
            32951,
            32951,
            13124,
            19674,
            19674,
            14988
        ],
        [
            -24153,
            -24153,
            -18235,
            -20296,
            -20296,
            -14550
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            39,
            40,
            39,
            39,
            40,
            39
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            18947,
            9801,
            9146,
            18947,
            9801,
            9146
        ],
        [
            0,
            0,
            135.048987,
            0,
            0,
            135.048988
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            274681,
            259381,
            -92641,
            313558,
            -97653,
            -32793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 19167,
    "evaluation_days": 399.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713972600000,
    "last_datapoint_time": 1748226600000,
    "evaluation_time": 1759536632524,
    "expiration_time": 1753194686400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "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)