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Trade: EOS/USDT/15/SSF/SINWMA/3666

Strategy
EOS/USDT/15/SSF/SINWMA/3666
Pair
EOS_USDT
Interval
15m
Score
466092
Daily Profit
0.501332
Profit Factor
1.469924
Profitability
73.809524
Streak
137.853689
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-01 11:29
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 69639.9834 41537.0632 28102.9202 64034.6779 49150.0094 14884.6685
Total P&L (%) 69.64 41.5371 28.1029 64.0347 49.15 14.8847
Avg Daily Profit (%) 0.5013 0.299 0.2023 0.3569 0.2882 0.0999
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39203 -20510 -40324 -45351 -20702 -45327
Profit Factor 1.4699 1.7161 1.3116 1.3917 1.8362 1.1421
Total Trades 84 42 42 84 42 42
Winning Trades 62 29 33 62 29 33
Losing Trades 22 13 9 22 13 9
Profitability (%) 73.8095 69.0476 78.5714 73.8095 69.0476 78.5714
Ratio Avg Win / Avg Loss 0.5216 0.7693 0.3577 0.4938 0.8231 0.3115
Largest Winning Trade 13959 13959 12052 18579 18579 11680
Largest Losing Trade -31020 -12632 -31020 -34565 -13544 -34565
Avg Bars in Trades 154 152 156 154 152 156
Avg Bars in Winners 114 119 110 114 119 110
Avg Bars in Losers 267 227 325 267 227 325
Bars Traded 12991 6420 6571 12991 6420 6571
Profit Streak 137.8537 137.8537 142.5204 137.8537 137.8537 142.5204
Trades During Streak 8 4 5 8 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466092 322948 224241 390986 352325 -135816
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": 1736419500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759307358744,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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": [
        [
            69639.9834226219,
            41537.0631815665,
            28102.9202410555,
            64034.6779253846,
            49150.0094115817,
            14884.6685138028
        ],
        [
            69.639983,
            41.537063,
            28.10292,
            64.034678,
            49.150009,
            14.884669
        ],
        [
            0.501332,
            0.299021,
            0.20231,
            0.356915,
            0.288214,
            0.099941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39203,
            -20510,
            -40324,
            -45351,
            -20702,
            -45327
        ],
        [
            1.469924,
            1.716104,
            1.311597,
            1.391663,
            1.83618,
            1.142145
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            73.809524,
            69.047619,
            78.571429,
            73.809524,
            69.047619,
            78.571429
        ],
        [
            0.521586,
            0.769288,
            0.357708,
            0.493816,
            0.823115,
            0.311494
        ],
        [
            13959,
            13959,
            12052,
            18579,
            18579,
            11680
        ],
        [
            -31020,
            -12632,
            -31020,
            -34565,
            -13544,
            -34565
        ],
        [
            154,
            152,
            156,
            154,
            152,
            156
        ],
        [
            114,
            119,
            110,
            114,
            119,
            110
        ],
        [
            267,
            227,
            325,
            267,
            227,
            325
        ],
        [
            12991,
            6420,
            6571,
            12991,
            6420,
            6571
        ],
        [
            137.853689,
            137.853689,
            142.520356,
            137.853689,
            137.853689,
            142.520356
        ],
        [
            8,
            4,
            5,
            8,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466092,
            322948,
            224241,
            390986,
            352325,
            -135816
        ]
    ]
}
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": 1736419500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759307358744,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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)