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Trade: LINK/USDT/15/SSF/WMA/6778

Strategy
LINK/USDT/15/SSF/WMA/6778
Pair
LINK_USDT
Interval
15m
Score
359901
Daily Profit
0.397945
Profit Factor
1.696664
Profitability
52.040816
Streak
3.043973
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 16:48
Expiration Time
2025-12-16 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 155928.2112 86392.7495 69535.4616 265809.4473 181305.5855 84503.8618
Total P&L (%) 155.9282 86.3928 69.5355 265.8094 181.3056 84.5039
Avg Daily Profit (%) 0.5988 0.3317 0.267 0.4993 0.3979 0.2355
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33311 -25865 -26512 -62457 -39015 -56267
Profit Factor 1.5103 1.5859 1.4398 1.4685 1.6967 1.2751
Total Trades 196 98 98 196 98 98
Winning Trades 106 51 55 106 51 55
Losing Trades 90 47 43 90 47 43
Profitability (%) 54.0816 52.0408 56.1224 54.0816 52.0408 56.1224
Ratio Avg Win / Avg Loss 1.2823 1.4615 1.1257 1.2468 1.5636 0.9969
Largest Winning Trade 18981 18981 17087 36419 36419 25629
Largest Losing Trade -14912 -11001 -14912 -32109 -21286 -32109
Avg Bars in Trades 126 125 126 126 125 126
Avg Bars in Winners 135 132 138 135 132 138
Avg Bars in Losers 114 118 111 114 118 111
Bars Traded 24701 12296 12405 24701 12296 12405
Profit Streak 1.2627 3.044 0 1.2627 3.044 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354537 289707 295432 314722 359901 190612
Evaluation Data
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736912700000,
    "first_datapoint_time": 1737126900000,
    "last_datapoint_time": 1759411800000,
    "evaluation_time": 1759412899280,
    "expiration_time": 1765891800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 209,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 239,
            "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": [
        [
            155928.2111748303,
            86392.7495249008,
            69535.4616499296,
            265809.4473041111,
            181305.5855349307,
            84503.8617691804
        ],
        [
            155.928211,
            86.39275,
            69.535462,
            265.809447,
            181.305586,
            84.503862
        ],
        [
            0.598757,
            0.331744,
            0.267013,
            0.499262,
            0.397945,
            0.235474
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33311,
            -25865,
            -26512,
            -62457,
            -39015,
            -56267
        ],
        [
            1.5103,
            1.585874,
            1.439814,
            1.468476,
            1.696664,
            1.275128
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            54.081633,
            52.040816,
            56.122449,
            54.081633,
            52.040816,
            56.122449
        ],
        [
            1.28233,
            1.461492,
            1.125673,
            1.246819,
            1.563592,
            0.996918
        ],
        [
            18981,
            18981,
            17087,
            36419,
            36419,
            25629
        ],
        [
            -14912,
            -11001,
            -14912,
            -32109,
            -21286,
            -32109
        ],
        [
            126,
            125,
            126,
            126,
            125,
            126
        ],
        [
            135,
            132,
            138,
            135,
            132,
            138
        ],
        [
            114,
            118,
            111,
            114,
            118,
            111
        ],
        [
            24701,
            12296,
            12405,
            24701,
            12296,
            12405
        ],
        [
            1.262723,
            3.043973,
            0,
            1.262723,
            3.043973,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354537,
            289707,
            295432,
            314722,
            359901,
            190612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736912700000,
    "first_datapoint_time": 1737126900000,
    "last_datapoint_time": 1759411800000,
    "evaluation_time": 1759412899280,
    "expiration_time": 1765891800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 209,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 239,
            "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)