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Trade: OP/USDT/15/SWMA/SSF/1919

Strategy
OP/USDT/15/SWMA/SSF/1919
Pair
OP_USDT
Interval
15m
Score
342994
Daily Profit
0.583983
Profit Factor
1.293076
Profitability
38.584475
Streak
4.320153
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 13:56
Expiration Time
2025-12-22 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 152080.8718 55372.6569 96708.2149 206458.8805 90624.9181 115833.9624
Total P&L (%) 152.0809 55.3727 96.7082 206.4589 90.6249 115.834
Avg Daily Profit (%) 0.584 0.2126 0.3714 0.431 0.248 0.2959
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41339 -38212 -27854 -140292 -68597 -92764
Profit Factor 1.2931 1.2163 1.3679 1.1778 1.161 1.1937
Total Trades 438 219 219 438 219 219
Winning Trades 169 82 87 169 82 87
Losing Trades 269 137 132 269 137 132
Profitability (%) 38.5845 37.4429 39.726 38.5845 37.4429 39.726
Ratio Avg Win / Avg Loss 2.0582 2.032 2.0754 1.8748 1.9396 1.8112
Largest Winning Trade 45528 45528 23810 65379 65379 34319
Largest Losing Trade -10462 -6861 -10462 -37804 -17214 -37804
Avg Bars in Trades 56 56 56 56 56 56
Avg Bars in Winners 94 96 93 94 96 93
Avg Bars in Losers 32 33 31 32 33 31
Bars Traded 24751 12473 12278 24751 12473 12278
Profit Streak 4.3202 4.3202 4.7472 4.3202 4.3202 4.7472
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342994 82463 246262 -16737 -39484 -1735
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737421200000,
    "first_datapoint_time": 1737489600000,
    "last_datapoint_time": 1759920300000,
    "evaluation_time": 1759920961246,
    "expiration_time": 1766400300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            152080.8717660174,
            55372.6569062895,
            96708.2148597279,
            206458.8804554457,
            90624.9180986841,
            115833.9623567616
        ],
        [
            152.080872,
            55.372657,
            96.708215,
            206.45888,
            90.624918,
            115.833962
        ],
        [
            0.583983,
            0.212628,
            0.371355,
            0.430967,
            0.248037,
            0.295859
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41339,
            -38212,
            -27854,
            -140292,
            -68597,
            -92764
        ],
        [
            1.293076,
            1.216263,
            1.367894,
            1.177829,
            1.160951,
            1.193723
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            169,
            82,
            87,
            169,
            82,
            87
        ],
        [
            269,
            137,
            132,
            269,
            137,
            132
        ],
        [
            38.584475,
            37.442922,
            39.726027,
            38.584475,
            37.442922,
            39.726027
        ],
        [
            2.058209,
            2.032049,
            2.075425,
            1.87477,
            1.939638,
            1.811165
        ],
        [
            45528,
            45528,
            23810,
            65379,
            65379,
            34319
        ],
        [
            -10462,
            -6861,
            -10462,
            -37804,
            -17214,
            -37804
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            94,
            96,
            93,
            94,
            96,
            93
        ],
        [
            32,
            33,
            31,
            32,
            33,
            31
        ],
        [
            24751,
            12473,
            12278,
            24751,
            12473,
            12278
        ],
        [
            4.320153,
            4.320153,
            4.747236,
            4.320153,
            4.320153,
            4.747237
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342994,
            82463,
            246262,
            -16737,
            -39484,
            -1735
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737421200000,
    "first_datapoint_time": 1737489600000,
    "last_datapoint_time": 1759920300000,
    "evaluation_time": 1759920961246,
    "expiration_time": 1766400300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "offset": 0,
            "poles": 3
        }
    }
}

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)