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Trade: EOS/USDT/15/SSF/KCL/4959

Strategy
EOS/USDT/15/SSF/KCL/4959
Pair
EOS_USDT
Interval
15m
Score
415340
Daily Profit
0.369387
Profit Factor
1.960539
Profitability
76.923077
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-01 06:06
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 91184.9243 52655.51 38529.4142 98030.1373 66890.9328 31139.2045
Total P&L (%) 91.1849 52.6555 38.5294 98.0301 66.8909 31.1392
Avg Daily Profit (%) 0.6564 0.3791 0.2774 0.4931 0.3694 0.1953
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44261 -21393 -41703 -54631 -26765 -53600
Profit Factor 1.5928 1.8835 1.4089 1.5041 1.9605 1.2494
Total Trades 78 39 39 78 39 39
Winning Trades 57 30 27 57 30 27
Losing Trades 21 9 12 21 9 12
Profitability (%) 73.0769 76.9231 69.2308 73.0769 76.9231 69.2308
Ratio Avg Win / Avg Loss 0.5868 0.565 0.6262 0.5541 0.5882 0.5553
Largest Winning Trade 16648 11590 16648 13818 13170 13818
Largest Losing Trade -33481 -15151 -33481 -43233 -19074 -43233
Avg Bars in Trades 166 111 221 166 111 221
Avg Bars in Winners 116 87 147 116 87 147
Avg Bars in Losers 302 188 388 302 188 388
Bars Traded 12974 4332 8642 12974 4332 8642
Profit Streak 0 0 140.9005 0 0 140.9005
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25561 378799 257713 -27499 415340 173746
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": 1736388900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759288006575,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            91184.9242524164,
            52655.5100476804,
            38529.4142047361,
            98030.1373359172,
            66890.9328327704,
            31139.2045031468
        ],
        [
            91.184924,
            52.65551,
            38.529414,
            98.030137,
            66.890933,
            31.139205
        ],
        [
            0.656432,
            0.379062,
            0.27737,
            0.493076,
            0.369387,
            0.195345
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44261,
            -21393,
            -41703,
            -54631,
            -26765,
            -53600
        ],
        [
            1.592761,
            1.883494,
            1.40888,
            1.504067,
            1.960539,
            1.249434
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            21,
            9,
            12,
            21,
            9,
            12
        ],
        [
            73.076923,
            76.923077,
            69.230769,
            73.076923,
            76.923077,
            69.230769
        ],
        [
            0.586807,
            0.565048,
            0.626169,
            0.55413,
            0.588162,
            0.555304
        ],
        [
            16648,
            11590,
            16648,
            13818,
            13170,
            13818
        ],
        [
            -33481,
            -15151,
            -33481,
            -43233,
            -19074,
            -43233
        ],
        [
            166,
            111,
            221,
            166,
            111,
            221
        ],
        [
            116,
            87,
            147,
            116,
            87,
            147
        ],
        [
            302,
            188,
            388,
            302,
            188,
            388
        ],
        [
            12974,
            4332,
            8642,
            12974,
            4332,
            8642
        ],
        [
            0,
            0,
            140.900539,
            0,
            0,
            140.900539
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25561,
            378799,
            257713,
            -27499,
            415340,
            173746
        ]
    ]
}
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": 1736388900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759288006575,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)