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Trade: SOL/USDT/15/SSF/EMA/8701

Strategy
SOL/USDT/15/SSF/EMA/8701
Pair
SOL_USDT
Interval
15m
Score
327862
Daily Profit
0.275508
Profit Factor
1.299325
Profitability
66.055046
Streak
28.097875
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-09 11:35
Expiration Time
2025-11-23 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71747.8777 53854.5806 17893.2971 54651.0853 45955.2662 8695.8192
Total P&L (%) 71.7479 53.8546 17.8933 54.6511 45.9553 8.6958
Avg Daily Profit (%) 0.2755 0.2068 0.0687 0.1676 0.1453 0.032
Buy And Hold Return (%) 10.9407 10.9407 10.9407 10.9407 10.9407 10.9407
Max Trade Drawdown -54502 -45160 -36457 -60268 -47942 -32045
Profit Factor 1.2993 1.4674 1.1437 1.2444 1.4166 1.0768
Total Trades 109 55 54 109 55 54
Winning Trades 72 36 36 72 36 36
Losing Trades 37 19 18 37 19 18
Profitability (%) 66.055 65.4545 66.6667 66.055 65.4545 66.6667
Ratio Avg Win / Avg Loss 0.6677 0.7745 0.5719 0.6395 0.7476 0.5384
Largest Winning Trade 21892 11950 21892 14131 12699 14131
Largest Losing Trade -27455 -16906 -27455 -30931 -16049 -30931
Avg Bars in Trades 224 231 217 224 231 217
Avg Bars in Winners 168 162 174 168 162 174
Avg Bars in Losers 333 362 304 333 362 304
Bars Traded 24508 12737 11771 24508 12737 11771
Profit Streak 28.0979 35.2541 28.0979 28.0979 35.2541 28.0979
Trades During Streak 13 8 6 13 8 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327862 -172100 -352302 245027 -179797 -631346

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734907500000,
    "first_datapoint_time": 1735124400000,
    "last_datapoint_time": 1757406600000,
    "evaluation_time": 1757406956447,
    "expiration_time": 1763886600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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": [
        [
            71747.8776804278,
            53854.5805719095,
            17893.2971085184,
            54651.0853190418,
            45955.2661683475,
            8695.8191506944
        ],
        [
            71.747878,
            53.854581,
            17.893297,
            54.651085,
            45.955266,
            8.695819
        ],
        [
            0.275508,
            0.206799,
            0.068709,
            0.167563,
            0.145306,
            0.032024
        ],
        [
            10.940742,
            10.940742,
            10.940742,
            10.940742,
            10.940742,
            10.940742
        ],
        [
            -54502,
            -45160,
            -36457,
            -60268,
            -47942,
            -32045
        ],
        [
            1.299325,
            1.467404,
            1.143746,
            1.244426,
            1.416567,
            1.076771
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            66.055046,
            65.454545,
            66.666667,
            66.055046,
            65.454545,
            66.666667
        ],
        [
            0.667709,
            0.774463,
            0.571873,
            0.639497,
            0.747632,
            0.538385
        ],
        [
            21892,
            11950,
            21892,
            14131,
            12699,
            14131
        ],
        [
            -27455,
            -16906,
            -27455,
            -30931,
            -16049,
            -30931
        ],
        [
            224,
            231,
            217,
            224,
            231,
            217
        ],
        [
            168,
            162,
            174,
            168,
            162,
            174
        ],
        [
            333,
            362,
            304,
            333,
            362,
            304
        ],
        [
            24508,
            12737,
            11771,
            24508,
            12737,
            11771
        ],
        [
            28.097875,
            35.254125,
            28.097875,
            28.097875,
            35.254126,
            28.097876
        ],
        [
            13,
            8,
            6,
            13,
            8,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327862,
            -172100,
            -352302,
            245027,
            -179797,
            -631346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734907500000,
    "first_datapoint_time": 1735124400000,
    "last_datapoint_time": 1757406600000,
    "evaluation_time": 1757406956447,
    "expiration_time": 1763886600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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)