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Trade: EOS/USDT/15/SSF/SMA/3550

Strategy
EOS/USDT/15/SSF/SMA/3550
Pair
EOS_USDT
Interval
15m
Score
456749
Daily Profit
0.721370
Profit Factor
1.494604
Profitability
61.818182
Streak
138.330562
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-08 05:41
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 100205.554 62093.3877 38112.1662 94584.6539 78449.5021 16135.1518
Total P&L (%) 100.2056 62.0934 38.1122 94.5847 78.4495 16.1352
Avg Daily Profit (%) 0.7214 0.447 0.2744 0.4804 0.4178 0.1077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41473 -29851 -40531 -58819 -28969 -67190
Profit Factor 1.4946 1.7778 1.3104 1.3878 1.9538 1.0998
Total Trades 110 55 55 110 55 55
Winning Trades 68 35 33 68 35 33
Losing Trades 42 20 22 42 20 22
Profitability (%) 61.8182 63.6364 60 61.8182 63.6364 60
Ratio Avg Win / Avg Loss 0.9231 1.0159 0.8736 0.8572 1.1164 0.7332
Largest Winning Trade 24037 24037 11690 21427 21427 12186
Largest Losing Trade -40531 -19741 -40531 -58018 -20573 -58018
Avg Bars in Trades 118 115 121 118 115 121
Avg Bars in Winners 102 105 99 102 105 99
Avg Bars in Losers 143 133 153 143 133 153
Bars Traded 12998 6339 6659 12998 6339 6659
Profit Streak 138.3306 138.3306 150.8306 138.3306 138.3306 150.8306
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456749 -168033 -174719 359103 -167416 -350073
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": 1736391600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759891260536,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 184,
            "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": [
        [
            100205.5539733641,
            62093.3877233801,
            38112.1662499841,
            94584.6538875917,
            78449.5020518363,
            16135.1518357554
        ],
        [
            100.205554,
            62.093388,
            38.112166,
            94.584654,
            78.449502,
            16.135152
        ],
        [
            0.72137,
            0.447004,
            0.274366,
            0.480379,
            0.417784,
            0.107742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41473,
            -29851,
            -40531,
            -58819,
            -28969,
            -67190
        ],
        [
            1.494604,
            1.777826,
            1.31044,
            1.38781,
            1.953765,
            1.099821
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            61.818182,
            63.636364,
            60,
            61.818182,
            63.636364,
            60
        ],
        [
            0.923138,
            1.015901,
            0.873626,
            0.857177,
            1.116437,
            0.733214
        ],
        [
            24037,
            24037,
            11690,
            21427,
            21427,
            12186
        ],
        [
            -40531,
            -19741,
            -40531,
            -58018,
            -20573,
            -58018
        ],
        [
            118,
            115,
            121,
            118,
            115,
            121
        ],
        [
            102,
            105,
            99,
            102,
            105,
            99
        ],
        [
            143,
            133,
            153,
            143,
            133,
            153
        ],
        [
            12998,
            6339,
            6659,
            12998,
            6339,
            6659
        ],
        [
            138.330562,
            138.330562,
            150.830562,
            138.330562,
            138.330562,
            150.830562
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456749,
            -168033,
            -174719,
            359103,
            -167416,
            -350073
        ]
    ]
}
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": 1736391600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759891260536,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 184,
            "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)