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Trade: EOS/USDT/360/SSF/JMA/3171

Strategy
EOS/USDT/360/SSF/JMA/3171
Pair
EOS_USDT
Interval
6h
Score
414271
Daily Profit
0.200452
Profit Factor
1.557638
Profitability
49.112426
Streak
147.082695
Best Strategy
Training Data Length
2378.250000
Evaluation Time
2025-09-27 04:59
Expiration Time
2025-08-05 11:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476726.0644 323932.6367 152793.4278 762758.3341 545130.0851 217628.249
Total P&L (%) 476.7261 323.9326 152.7934 762.7583 545.1301 217.6282
Avg Daily Profit (%) 0.2005 0.1362 0.0642 0.0907 0.0784 0.0486
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99787 -57957 -87942 -625234 -288076 -478989
Profit Factor 1.5576 1.7671 1.3532 1.2229 1.3356 1.1211
Total Trades 169 85 84 169 85 84
Winning Trades 83 44 39 83 44 39
Losing Trades 86 41 45 86 41 45
Profitability (%) 49.1124 51.7647 46.4286 49.1124 51.7647 46.4286
Ratio Avg Win / Avg Loss 1.6139 1.6466 1.5614 1.2671 1.2445 1.2936
Largest Winning Trade 123148 123148 47682 428870 428870 237402
Largest Losing Trade -31525 -21896 -31525 -227072 -93582 -227072
Avg Bars in Trades 55 46 64 55 46 64
Avg Bars in Winners 71 56 88 71 56 88
Avg Bars in Losers 40 34 44 40 34 44
Bars Traded 9361 3917 5444 9361 3917 5444
Profit Streak 147.0827 206.0827 0 147.0827 206.0827 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414271 -6969 -107343 -70794 -86650 -217024
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9513,
    "evaluation_days": 2378.25,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1543989600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758938344819,
    "expiration_time": 1754382024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 59,
            "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": [
        [
            476726.0644355805,
            323932.6366832018,
            152793.427752379,
            762758.3340991694,
            545130.0851343104,
            217628.2489648589
        ],
        [
            476.726064,
            323.932637,
            152.793428,
            762.758334,
            545.130085,
            217.628249
        ],
        [
            0.200452,
            0.136206,
            0.064246,
            0.090652,
            0.07842,
            0.048607
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99787,
            -57957,
            -87942,
            -625234,
            -288076,
            -478989
        ],
        [
            1.557638,
            1.767104,
            1.35318,
            1.22293,
            1.335561,
            1.121107
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            49.112426,
            51.764706,
            46.428571,
            49.112426,
            51.764706,
            46.428571
        ],
        [
            1.613938,
            1.64662,
            1.561361,
            1.267132,
            1.2445,
            1.293585
        ],
        [
            123148,
            123148,
            47682,
            428870,
            428870,
            237402
        ],
        [
            -31525,
            -21896,
            -31525,
            -227072,
            -93582,
            -227072
        ],
        [
            55,
            46,
            64,
            55,
            46,
            64
        ],
        [
            71,
            56,
            88,
            71,
            56,
            88
        ],
        [
            40,
            34,
            44,
            40,
            34,
            44
        ],
        [
            9361,
            3917,
            5444,
            9361,
            3917,
            5444
        ],
        [
            147.082695,
            206.082695,
            0,
            147.082695,
            206.082695,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414271,
            -6969,
            -107343,
            -70794,
            -86650,
            -217024
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9513,
    "evaluation_days": 2378.25,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1543989600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758938344819,
    "expiration_time": 1754382024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 59,
            "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)