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Trade: EGLD/USDT/120/SSF/DEMA/7374

Strategy
EGLD/USDT/120/SSF/DEMA/7374
Pair
EGLD_USDT
Interval
2h
Score
310372
Daily Profit
0.178211
Profit Factor
1.205302
Profitability
44.332494
Streak
5.900376
Best Strategy
Training Data Length
1847.080000
Evaluation Time
2025-09-26 00:36
Expiration Time
2025-11-30 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329169.9534 374964.038 -45794.0845 -58561.5743 265144.8143 -323706.3886
Total P&L (%) 329.17 374.964 -45.7941 -58.5616 265.1448 -323.7064
Avg Daily Profit (%) 0.1782 0.203 -0.0248 -0.0477 0.0701 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222001 -128963 -216216 -744179 -498685 -455138
Profit Factor 1.2053 1.4597 0.9419 0.9781 1.1919 0.7498
Total Trades 397 198 199 397 198 199
Winning Trades 176 87 89 176 87 89
Losing Trades 221 111 110 221 111 110
Profitability (%) 44.3325 43.9394 44.7236 44.3325 43.9394 44.7236
Ratio Avg Win / Avg Loss 1.5135 1.8624 1.1641 1.2282 1.5208 0.9267
Largest Winning Trade 200071 200071 44987 467493 467493 79661
Largest Losing Trade -49017 -36423 -49017 -215622 -215622 -116503
Avg Bars in Trades 55 49 60 55 49 60
Avg Bars in Winners 63 53 73 63 53 73
Avg Bars in Losers 49 47 50 49 47 50
Bars Traded 21991 9894 12097 21991 9894 12097
Profit Streak 5.9004 0 8.067 5.9004 0 8.067
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310372 285915 -580002 -578540 -109431 -581669

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599969600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758836192532,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 122,
            "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": [
        [
            329169.953416032,
            374964.0379640866,
            -45794.0845480546,
            -58561.5743499927,
            265144.8142813002,
            -323706.3886312931
        ],
        [
            329.169953,
            374.964038,
            -45.794085,
            -58.561574,
            265.144814,
            -323.706389
        ],
        [
            0.178211,
            0.203004,
            -0.024793,
            -0.047683,
            0.070142,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222001,
            -128963,
            -216216,
            -744179,
            -498685,
            -455138
        ],
        [
            1.205302,
            1.459743,
            0.941867,
            0.978107,
            1.191949,
            0.749755
        ],
        [
            397,
            198,
            199,
            397,
            198,
            199
        ],
        [
            176,
            87,
            89,
            176,
            87,
            89
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            44.332494,
            43.939394,
            44.723618,
            44.332494,
            43.939394,
            44.723618
        ],
        [
            1.513475,
            1.86243,
            1.164106,
            1.228191,
            1.520763,
            0.926663
        ],
        [
            200071,
            200071,
            44987,
            467493,
            467493,
            79661
        ],
        [
            -49017,
            -36423,
            -49017,
            -215622,
            -215622,
            -116503
        ],
        [
            55,
            49,
            60,
            55,
            49,
            60
        ],
        [
            63,
            53,
            73,
            63,
            53,
            73
        ],
        [
            49,
            47,
            50,
            49,
            47,
            50
        ],
        [
            21991,
            9894,
            12097,
            21991,
            9894,
            12097
        ],
        [
            5.900376,
            0,
            8.067043,
            5.900376,
            0,
            8.067043
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310372,
            285915,
            -580002,
            -578540,
            -109431,
            -581669
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1599969600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758836192532,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 122,
            "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)