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Trade: EOS/USDT/15/SSF/VWMA/3888

Strategy
EOS/USDT/15/SSF/VWMA/3888
Pair
EOS_USDT
Interval
15m
Score
573021
Daily Profit
0.791382
Profit Factor
1.595042
Profitability
70.873786
Streak
136.109965
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 15:38
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 109930.8616 62784.9165 47145.9451 136240.7734 91428.3321 44812.4414
Total P&L (%) 109.9309 62.7849 47.1459 136.2408 91.4283 44.8124
Avg Daily Profit (%) 0.7914 0.452 0.3394 0.6208 0.4686 0.2669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30049 -28419 -29944 -45939 -31793 -57930
Profit Factor 1.595 1.7355 1.4744 1.5351 1.8653 1.3009
Total Trades 103 51 52 103 51 52
Winning Trades 73 36 37 73 36 37
Losing Trades 30 15 15 30 15 15
Profitability (%) 70.8738 70.5882 71.1538 70.8738 70.5882 71.1538
Ratio Avg Win / Avg Loss 0.6555 0.7231 0.5977 0.6309 0.7772 0.5274
Largest Winning Trade 16876 16876 12281 29436 29436 14034
Largest Losing Trade -28419 -28419 -21302 -45157 -31793 -45157
Avg Bars in Trades 124 120 128 124 120 128
Avg Bars in Winners 104 102 106 104 102 106
Avg Bars in Losers 172 163 181 172 163 181
Bars Traded 12816 6145 6671 12816 6145 6671
Profit Streak 136.11 136.11 140.287 136.11 136.11 140.287
Trades During Streak 9 4 7 9 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 573021 -167978 -170908 507350 -167105 -172795
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": 1736398800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758976701022,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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": [
        [
            109930.8616275267,
            62784.9165261909,
            47145.9451013357,
            136240.7734363665,
            91428.3320760047,
            44812.4413603618
        ],
        [
            109.930862,
            62.784917,
            47.145945,
            136.240773,
            91.428332,
            44.812441
        ],
        [
            0.791382,
            0.451983,
            0.339399,
            0.620795,
            0.46855,
            0.266909
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30049,
            -28419,
            -29944,
            -45939,
            -31793,
            -57930
        ],
        [
            1.595042,
            1.735547,
            1.47437,
            1.535116,
            1.865311,
            1.300874
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            70.873786,
            70.588235,
            71.153846,
            70.873786,
            70.588235,
            71.153846
        ],
        [
            0.655497,
            0.723144,
            0.597717,
            0.630869,
            0.777213,
            0.527381
        ],
        [
            16876,
            16876,
            12281,
            29436,
            29436,
            14034
        ],
        [
            -28419,
            -28419,
            -21302,
            -45157,
            -31793,
            -45157
        ],
        [
            124,
            120,
            128,
            124,
            120,
            128
        ],
        [
            104,
            102,
            106,
            104,
            102,
            106
        ],
        [
            172,
            163,
            181,
            172,
            163,
            181
        ],
        [
            12816,
            6145,
            6671,
            12816,
            6145,
            6671
        ],
        [
            136.109965,
            136.109965,
            140.287049,
            136.109965,
            136.109966,
            140.287049
        ],
        [
            9,
            4,
            7,
            9,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            573021,
            -167978,
            -170908,
            507350,
            -167105,
            -172795
        ]
    ]
}
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": 1736398800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758976701022,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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)