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Trade: OP/USDT/15/SSF/SWMA/8214

Strategy
OP/USDT/15/SSF/SWMA/8214
Pair
OP_USDT
Interval
15m
Score
395993
Daily Profit
0.277920
Profit Factor
1.461374
Profitability
74.117647
Streak
6.698311
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 09:45
Expiration Time
2025-12-25 08:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79525.3225 7149.4746 72375.8479 44784.1171 -28010.924 72795.0411
Total P&L (%) 79.5253 7.1495 72.3758 44.7841 -28.0109 72.795
Avg Daily Profit (%) 0.3054 0.0275 0.2779 0.1422 -0.1261 0.2102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82217 -45074 -53843 -149875 -86781 -90422
Profit Factor 1.2282 1.0373 1.4614 1.095 0.8949 1.3553
Total Trades 169 84 85 169 84 85
Winning Trades 113 50 63 113 50 63
Losing Trades 56 34 22 56 34 22
Profitability (%) 66.8639 59.5238 74.1176 66.8639 59.5238 74.1176
Ratio Avg Win / Avg Loss 0.6087 0.7054 0.5103 0.5427 0.6085 0.4733
Largest Winning Trade 30966 13355 30966 34233 24917 34233
Largest Losing Trade -36686 -18765 -36686 -57506 -26367 -57506
Avg Bars in Trades 145 144 145 145 144 145
Avg Bars in Winners 103 94 111 103 94 111
Avg Bars in Losers 228 217 245 228 217 245
Bars Traded 24530 12128 12402 24530 12128 12402
Profit Streak 6.6983 14.2191 6.6983 6.6983 14.2191 6.6983
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356662 -501721 395993 -119281 -579364 351828
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737666000000,
    "first_datapoint_time": 1737814500000,
    "last_datapoint_time": 1760165100000,
    "evaluation_time": 1760165134074,
    "expiration_time": 1766645100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 155,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "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": [
        [
            79525.3224873022,
            7149.474628095,
            72375.8478592073,
            44784.1170659361,
            -28010.9240470982,
            72795.0411130344
        ],
        [
            79.525322,
            7.149475,
            72.375848,
            44.784117,
            -28.010924,
            72.795041
        ],
        [
            0.305373,
            0.027454,
            0.27792,
            0.142207,
            -0.126123,
            0.210241
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82217,
            -45074,
            -53843,
            -149875,
            -86781,
            -90422
        ],
        [
            1.228188,
            1.037307,
            1.461374,
            1.094999,
            0.8949,
            1.355275
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            113,
            50,
            63,
            113,
            50,
            63
        ],
        [
            56,
            34,
            22,
            56,
            34,
            22
        ],
        [
            66.863905,
            59.52381,
            74.117647,
            66.863905,
            59.52381,
            74.117647
        ],
        [
            0.60866,
            0.705369,
            0.510321,
            0.542654,
            0.608532,
            0.473271
        ],
        [
            30966,
            13355,
            30966,
            34233,
            24917,
            34233
        ],
        [
            -36686,
            -18765,
            -36686,
            -57506,
            -26367,
            -57506
        ],
        [
            145,
            144,
            145,
            145,
            144,
            145
        ],
        [
            103,
            94,
            111,
            103,
            94,
            111
        ],
        [
            228,
            217,
            245,
            228,
            217,
            245
        ],
        [
            24530,
            12128,
            12402,
            24530,
            12128,
            12402
        ],
        [
            6.698311,
            14.219144,
            6.698311,
            6.698311,
            14.219144,
            6.698311
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356662,
            -501721,
            395993,
            -119281,
            -579364,
            351828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737666000000,
    "first_datapoint_time": 1737814500000,
    "last_datapoint_time": 1760165100000,
    "evaluation_time": 1760165134074,
    "expiration_time": 1766645100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 155,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "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)