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Trade: DOGE/USDT/5/SSF/SMA/2115

Strategy
DOGE/USDT/5/SSF/SMA/2115
Pair
DOGE_USDT
Interval
5m
Score
375771
Daily Profit
0.949207
Profit Factor
2.952848
Profitability
63.157895
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-19 03:31
Expiration Time
2025-12-03 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105281.6449 83881.5116 21400.1332 161219.6514 127077.271 34142.3805
Total P&L (%) 105.2816 83.8815 21.4001 161.2197 127.0773 34.1424
Avg Daily Profit (%) 1.2128 0.9663 0.2465 1.1122 0.9492 0.3389
Buy And Hold Return (%) 68.4845 68.4845 68.4845 68.4845 68.4845 68.4845
Max Trade Drawdown -10290 -10194 -8962 -20983 -18051 -15477
Profit Factor 2.3607 3.3066 1.5219 2.1376 2.9528 1.4455
Total Trades 77 38 39 77 38 39
Winning Trades 42 24 18 42 24 18
Losing Trades 35 14 21 35 14 21
Profitability (%) 54.5455 63.1579 46.1538 54.5455 63.1579 46.1538
Ratio Avg Win / Avg Loss 1.9672 1.9289 1.7755 1.7813 1.7225 1.6864
Largest Winning Trade 18449 18449 9676 38982 38982 22596
Largest Losing Trade -7349 -6083 -7349 -14733 -10655 -14733
Avg Bars in Trades 315 357 275 315 357 275
Avg Bars in Winners 425 444 400 425 444 400
Avg Bars in Losers 183 208 167 183 208 167
Bars Traded 24322 13589 10733 24322 13589 10733
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 -40004 -76844 -158630 -35077 375771 -158307

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750742100000,
    "first_datapoint_time": 1750816500000,
    "last_datapoint_time": 1758241800000,
    "evaluation_time": 1758241901313,
    "expiration_time": 1764721800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 213,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "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": [
        [
            105281.6448877342,
            83881.5116437957,
            21400.1332439386,
            161219.6514321006,
            127077.270954191,
            34142.3804779096
        ],
        [
            105.281645,
            83.881512,
            21.400133,
            161.219651,
            127.077271,
            34.14238
        ],
        [
            1.212782,
            0.966266,
            0.246517,
            1.112224,
            0.949207,
            0.338935
        ],
        [
            68.484483,
            68.484483,
            68.484483,
            68.484483,
            68.484483,
            68.484483
        ],
        [
            -10290,
            -10194,
            -8962,
            -20983,
            -18051,
            -15477
        ],
        [
            2.360692,
            3.306627,
            1.52185,
            2.137596,
            2.952848,
            1.445451
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            54.545455,
            63.157895,
            46.153846,
            54.545455,
            63.157895,
            46.153846
        ],
        [
            1.967243,
            1.928866,
            1.775492,
            1.78133,
            1.722495,
            1.68636
        ],
        [
            18449,
            18449,
            9676,
            38982,
            38982,
            22596
        ],
        [
            -7349,
            -6083,
            -7349,
            -14733,
            -10655,
            -14733
        ],
        [
            315,
            357,
            275,
            315,
            357,
            275
        ],
        [
            425,
            444,
            400,
            425,
            444,
            400
        ],
        [
            183,
            208,
            167,
            183,
            208,
            167
        ],
        [
            24322,
            13589,
            10733,
            24322,
            13589,
            10733
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40004,
            -76844,
            -158630,
            -35077,
            375771,
            -158307
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750742100000,
    "first_datapoint_time": 1750816500000,
    "last_datapoint_time": 1758241800000,
    "evaluation_time": 1758241901313,
    "expiration_time": 1764721800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 213,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "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)