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Trade: EOS/USDT/15/SSF/MIDPRICE/9027

Strategy
EOS/USDT/15/SSF/MIDPRICE/9027
Pair
EOS_USDT
Interval
15m
Score
405621
Daily Profit
0.646373
Profit Factor
1.344115
Profitability
61.016949
Streak
138.869318
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-09 08:21
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 89787.6524 53927.3459 35860.3065 95787.0584 75429.521 20357.5374
Total P&L (%) 89.7877 53.9273 35.8603 95.7871 75.4295 20.3575
Avg Daily Profit (%) 0.6464 0.3882 0.2582 0.4848 0.4054 0.1335
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35934 -21212 -30675 -75323 -24246 -63376
Profit Factor 1.3441 1.4172 1.2723 1.2517 1.4349 1.0983
Total Trades 177 88 89 177 88 89
Winning Trades 108 52 56 108 52 56
Losing Trades 69 36 33 69 36 33
Profitability (%) 61.0169 59.0909 62.9213 61.0169 59.0909 62.9213
Ratio Avg Win / Avg Loss 0.8587 0.9812 0.7498 0.7997 0.9934 0.6472
Largest Winning Trade 25014 25014 10583 25939 25939 15748
Largest Losing Trade -19894 -15646 -19894 -23420 -17986 -23420
Avg Bars in Trades 72 74 71 72 74 71
Avg Bars in Winners 65 61 70 65 61 70
Avg Bars in Losers 83 92 72 83 92 72
Bars Traded 12850 6524 6327 12850 6524 6327
Profit Streak 138.8693 0 138.9422 138.8693 0 138.9422
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405621 229330 151260 335594 277090 -135102
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": 1736366400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759987309051,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            89787.6523863471,
            53927.3459003199,
            35860.3064860272,
            95787.0583629509,
            75429.5209925546,
            20357.5373703963
        ],
        [
            89.787652,
            53.927346,
            35.860306,
            95.787058,
            75.429521,
            20.357537
        ],
        [
            0.646373,
            0.388218,
            0.258155,
            0.484835,
            0.405447,
            0.133482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35934,
            -21212,
            -30675,
            -75323,
            -24246,
            -63376
        ],
        [
            1.344115,
            1.417248,
            1.272332,
            1.251738,
            1.434907,
            1.098315
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            61.016949,
            59.090909,
            62.921348,
            61.016949,
            59.090909,
            62.921348
        ],
        [
            0.85874,
            0.981172,
            0.749767,
            0.799721,
            0.993397,
            0.647221
        ],
        [
            25014,
            25014,
            10583,
            25939,
            25939,
            15748
        ],
        [
            -19894,
            -15646,
            -19894,
            -23420,
            -17986,
            -23420
        ],
        [
            72,
            74,
            71,
            72,
            74,
            71
        ],
        [
            65,
            61,
            70,
            65,
            61,
            70
        ],
        [
            83,
            92,
            72,
            83,
            92,
            72
        ],
        [
            12850,
            6524,
            6327,
            12850,
            6524,
            6327
        ],
        [
            138.869318,
            0,
            138.942234,
            138.869318,
            0,
            138.942234
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405621,
            229330,
            151260,
            335594,
            277090,
            -135102
        ]
    ]
}
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": 1736366400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759987309051,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)