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Trade: EOS/USDT/15/SSF/T3/8307

Strategy
EOS/USDT/15/SSF/T3/8307
Pair
EOS_USDT
Interval
15m
Score
405593
Daily Profit
0.333194
Profit Factor
1.835206
Profitability
72.972973
Streak
142.857954
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-08 19:50
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 75341.4545 44503.4762 30837.9783 76964.9208 58735.8096 18229.1111
Total P&L (%) 75.3415 44.5035 30.838 76.9649 58.7358 18.2291
Avg Daily Profit (%) 0.5424 0.3204 0.222 0.4117 0.3332 0.1206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48381 -16280 -42643 -68285 -19167 -59067
Profit Factor 1.5333 1.7694 1.3696 1.4153 1.8352 1.1585
Total Trades 74 37 37 74 37 37
Winning Trades 54 27 27 54 27 27
Losing Trades 20 10 10 20 10 10
Profitability (%) 72.973 72.973 72.973 72.973 72.973 72.973
Ratio Avg Win / Avg Loss 0.5679 0.6553 0.5073 0.5242 0.6797 0.4291
Largest Winning Trade 11943 10774 11943 16677 16677 13474
Largest Losing Trade -29171 -13813 -29171 -39920 -19167 -39920
Avg Bars in Trades 175 172 177 175 172 177
Avg Bars in Winners 125 135 115 125 135 115
Avg Bars in Losers 309 272 345 309 272 345
Bars Traded 12961 6385 6576 12961 6385 6576
Profit Streak 142.858 142.858 149.8475 142.858 142.858 149.8475
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55467 358525 224284 -57304 405593 -85251
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": 1736378100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759942227217,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.47368
        }
    }
}
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": [
        [
            75341.4544740203,
            44503.47620081,
            30837.9782732102,
            76964.9207623035,
            58735.8096205247,
            18229.1111417787
        ],
        [
            75.341454,
            44.503476,
            30.837978,
            76.964921,
            58.73581,
            18.229111
        ],
        [
            0.542376,
            0.320376,
            0.222,
            0.411745,
            0.333194,
            0.120621
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48381,
            -16280,
            -42643,
            -68285,
            -19167,
            -59067
        ],
        [
            1.533322,
            1.769439,
            1.36963,
            1.415311,
            1.835206,
            1.158523
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            72.972973,
            72.972973,
            72.972973,
            72.972973,
            72.972973,
            72.972973
        ],
        [
            0.567897,
            0.655348,
            0.50727,
            0.524189,
            0.679706,
            0.429082
        ],
        [
            11943,
            10774,
            11943,
            16677,
            16677,
            13474
        ],
        [
            -29171,
            -13813,
            -29171,
            -39920,
            -19167,
            -39920
        ],
        [
            175,
            172,
            177,
            175,
            172,
            177
        ],
        [
            125,
            135,
            115,
            125,
            135,
            115
        ],
        [
            309,
            272,
            345,
            309,
            272,
            345
        ],
        [
            12961,
            6385,
            6576,
            12961,
            6385,
            6576
        ],
        [
            142.857954,
            142.857954,
            149.847537,
            142.857954,
            142.857954,
            149.847537
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55467,
            358525,
            224284,
            -57304,
            405593,
            -85251
        ]
    ]
}
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": 1736378100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759942227217,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.47368
        }
    }
}

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)