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Trade: LINK/USDT/15/SSF/T3/2350

Strategy
LINK/USDT/15/SSF/T3/2350
Pair
LINK_USDT
Interval
15m
Score
312754
Daily Profit
0.244525
Profit Factor
1.250719
Profitability
68.217054
Streak
8.687435
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 21:44
Expiration Time
2025-12-26 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63679.1112 33947.8712 29731.24 44265.7713 23536.1833 20729.5881
Total P&L (%) 63.6791 33.9479 29.7312 44.2658 23.5362 20.7296
Avg Daily Profit (%) 0.2445 0.1304 0.1142 0.1408 0.0812 0.0724
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50748 -24496 -59308 -78051 -38952 -81887
Profit Factor 1.2507 1.268 1.2335 1.1317 1.1392 1.1241
Total Trades 129 64 65 129 64 65
Winning Trades 88 43 45 88 43 45
Losing Trades 41 21 20 41 21 20
Profitability (%) 68.2171 67.1875 69.2308 68.2171 67.1875 69.2308
Ratio Avg Win / Avg Loss 0.5827 0.6193 0.5482 0.5273 0.5563 0.4996
Largest Winning Trade 16276 16276 11995 22210 22210 11995
Largest Losing Trade -25734 -18487 -25734 -29573 -29455 -29573
Avg Bars in Trades 191 190 192 191 190 192
Avg Bars in Winners 120 119 121 120 119 121
Avg Bars in Losers 343 335 351 343 335 351
Bars Traded 24681 12167 12514 24681 12167 12514
Profit Streak 8.6874 15.5937 8.6874 8.6874 15.5937 8.6874
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312754 -160291 -174739 -81203 -294925 -317398
Evaluation Data
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737794700000,
    "first_datapoint_time": 1737838800000,
    "last_datapoint_time": 1760293800000,
    "evaluation_time": 1760294694413,
    "expiration_time": 1766773800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 50,
            "offset": 0,
            "a": 0.05783
        }
    }
}
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": [
        [
            63679.1112026246,
            33947.8711966311,
            29731.2400059935,
            44265.7713472718,
            23536.1832665007,
            20729.5880807712
        ],
        [
            63.679111,
            33.947871,
            29.73124,
            44.265771,
            23.536183,
            20.729588
        ],
        [
            0.244525,
            0.130358,
            0.114167,
            0.140828,
            0.081196,
            0.072364
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50748,
            -24496,
            -59308,
            -78051,
            -38952,
            -81887
        ],
        [
            1.250719,
            1.268035,
            1.233495,
            1.131707,
            1.139184,
            1.124136
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            68.217054,
            67.1875,
            69.230769,
            68.217054,
            67.1875,
            69.230769
        ],
        [
            0.582722,
            0.619273,
            0.54822,
            0.527273,
            0.556345,
            0.499616
        ],
        [
            16276,
            16276,
            11995,
            22210,
            22210,
            11995
        ],
        [
            -25734,
            -18487,
            -25734,
            -29573,
            -29455,
            -29573
        ],
        [
            191,
            190,
            192,
            191,
            190,
            192
        ],
        [
            120,
            119,
            121,
            120,
            119,
            121
        ],
        [
            343,
            335,
            351,
            343,
            335,
            351
        ],
        [
            24681,
            12167,
            12514,
            24681,
            12167,
            12514
        ],
        [
            8.687435,
            15.593685,
            8.687435,
            8.687435,
            15.593685,
            8.687435
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312754,
            -160291,
            -174739,
            -81203,
            -294925,
            -317398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LINK_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737794700000,
    "first_datapoint_time": 1737838800000,
    "last_datapoint_time": 1760293800000,
    "evaluation_time": 1760294694413,
    "expiration_time": 1766773800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 50,
            "offset": 0,
            "a": 0.05783
        }
    }
}

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)