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Trade: EOS/USDT/15/SSF/EMA/4717

Strategy
EOS/USDT/15/SSF/EMA/4717
Pair
EOS_USDT
Interval
15m
Score
419924
Daily Profit
0.353917
Profit Factor
1.710631
Profitability
60.416667
Streak
145.944313
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-07 13:24
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86889.9359 52659.5455 34230.3904 79374.3176 63355.4956 16018.822
Total P&L (%) 86.8899 52.6595 34.2304 79.3743 63.3555 16.0188
Avg Daily Profit (%) 0.6255 0.3791 0.2464 0.4215 0.3539 0.107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46748 -20248 -38003 -68219 -27428 -61923
Profit Factor 1.4506 1.6899 1.2939 1.3175 1.7106 1.0996
Total Trades 97 48 49 97 48 49
Winning Trades 60 29 31 60 29 31
Losing Trades 37 19 18 37 19 18
Profitability (%) 61.8557 60.4167 63.2653 61.8557 60.4167 63.2653
Ratio Avg Win / Avg Loss 0.8946 1.1072 0.7513 0.8125 1.1208 0.6385
Largest Winning Trade 20954 20954 13822 23012 23012 15784
Largest Losing Trade -37550 -18077 -37550 -59168 -22377 -59168
Avg Bars in Trades 131 134 129 131 134 129
Avg Bars in Winners 122 125 119 122 125 119
Avg Bars in Losers 146 148 145 146 148 145
Bars Traded 12773 6449 6323 12773 6449 6323
Profit Streak 138.7464 145.9443 138.7464 138.7464 145.9443 138.7464
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416534 400559 153624 324480 419924 -171691
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736371800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759832688659,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 191,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 162,
            "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": [
        [
            86889.9358775024,
            52659.5454923681,
            34230.3903851343,
            79374.3176310485,
            63355.4956019456,
            16018.8220291029
        ],
        [
            86.889936,
            52.659545,
            34.23039,
            79.374318,
            63.355496,
            16.018822
        ],
        [
            0.625512,
            0.379091,
            0.246421,
            0.421521,
            0.353917,
            0.10702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46748,
            -20248,
            -38003,
            -68219,
            -27428,
            -61923
        ],
        [
            1.450633,
            1.689893,
            1.293855,
            1.317503,
            1.710631,
            1.099594
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            61.85567,
            60.416667,
            63.265306,
            61.85567,
            60.416667,
            63.265306
        ],
        [
            0.894557,
            1.107172,
            0.751271,
            0.81246,
            1.120758,
            0.638474
        ],
        [
            20954,
            20954,
            13822,
            23012,
            23012,
            15784
        ],
        [
            -37550,
            -18077,
            -37550,
            -59168,
            -22377,
            -59168
        ],
        [
            131,
            134,
            129,
            131,
            134,
            129
        ],
        [
            122,
            125,
            119,
            122,
            125,
            119
        ],
        [
            146,
            148,
            145,
            146,
            148,
            145
        ],
        [
            12773,
            6449,
            6323,
            12773,
            6449,
            6323
        ],
        [
            138.746396,
            145.944313,
            138.746396,
            138.746396,
            145.944313,
            138.746396
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416534,
            400559,
            153624,
            324480,
            419924,
            -171691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736371800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759832688659,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 191,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 162,
            "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)