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Trade: DOGE/USDT/15/MIDPRICE/SSF/9015

Strategy
DOGE/USDT/15/MIDPRICE/SSF/9015
Pair
DOGE_USDT
Interval
15m
Score
391764
Daily Profit
0.488672
Profit Factor
1.264904
Profitability
52.331606
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-20 00:44
Expiration Time
2025-12-03 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127260.0761 59732.2985 67527.7776 168349.6208 77400.6142 90949.0066
Total P&L (%) 127.2601 59.7323 67.5278 168.3496 77.4006 90.949
Avg Daily Profit (%) 0.4887 0.2294 0.2593 0.3798 0.2204 0.2487
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45800 -32575 -36878 -87727 -61509 -73263
Profit Factor 1.2649 1.2455 1.2849 1.1988 1.1813 1.2166
Total Trades 386 193 193 386 193 193
Winning Trades 202 103 99 202 103 99
Losing Trades 184 90 94 184 90 94
Profitability (%) 52.3316 53.3679 51.2953 52.3316 53.3679 51.2953
Ratio Avg Win / Avg Loss 1.1522 1.0883 1.22 1.092 1.0322 1.1552
Largest Winning Trade 13539 13539 13129 29308 29308 21104
Largest Losing Trade -14379 -14379 -10669 -28033 -28033 -21848
Avg Bars in Trades 63 64 63 63 64 63
Avg Bars in Winners 50 49 51 50 49 51
Avg Bars in Losers 78 80 76 78 80 76
Bars Traded 24663 12421 12241 24663 12421 12241
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391764 231633 258546 296654 -13837 246205

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735818300000,
    "first_datapoint_time": 1735970400000,
    "last_datapoint_time": 1758317400000,
    "evaluation_time": 1758318284339,
    "expiration_time": 1764797400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            127260.0761174145,
            59732.298473399,
            67527.7776440155,
            168349.620765909,
            77400.614185811,
            90949.0065800981
        ],
        [
            127.260076,
            59.732298,
            67.527778,
            168.349621,
            77.400614,
            90.949007
        ],
        [
            0.488672,
            0.229369,
            0.259303,
            0.379769,
            0.220364,
            0.248691
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45800,
            -32575,
            -36878,
            -87727,
            -61509,
            -73263
        ],
        [
            1.264904,
            1.245469,
            1.284854,
            1.198805,
            1.181271,
            1.216638
        ],
        [
            386,
            193,
            193,
            386,
            193,
            193
        ],
        [
            202,
            103,
            99,
            202,
            103,
            99
        ],
        [
            184,
            90,
            94,
            184,
            90,
            94
        ],
        [
            52.331606,
            53.367876,
            51.295337,
            52.331606,
            53.367876,
            51.295337
        ],
        [
            1.15219,
            1.088274,
            1.219963,
            1.091981,
            1.032179,
            1.155192
        ],
        [
            13539,
            13539,
            13129,
            29308,
            29308,
            21104
        ],
        [
            -14379,
            -14379,
            -10669,
            -28033,
            -28033,
            -21848
        ],
        [
            63,
            64,
            63,
            63,
            64,
            63
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            78,
            80,
            76,
            78,
            80,
            76
        ],
        [
            24663,
            12421,
            12241,
            24663,
            12421,
            12241
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391764,
            231633,
            258546,
            296654,
            -13837,
            246205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735818300000,
    "first_datapoint_time": 1735970400000,
    "last_datapoint_time": 1758317400000,
    "evaluation_time": 1758318284339,
    "expiration_time": 1764797400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    }
}

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)