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Trade: OP/USDT/15/SSF/RMA/1205

Strategy
OP/USDT/15/SSF/RMA/1205
Pair
OP_USDT
Interval
15m
Score
394148
Daily Profit
0.405143
Profit Factor
1.495944
Profitability
64.705882
Streak
5.462244
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 01:05
Expiration Time
2025-12-19 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105507.3956 21877.0802 83630.3154 119483.1033 23713.2106 95769.8927
Total P&L (%) 105.5074 21.8771 83.6303 119.4831 23.7132 95.7699
Avg Daily Profit (%) 0.4051 0.084 0.3211 0.3023 0.0817 0.2583
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52829 -37444 -32326 -93673 -57749 -61867
Profit Factor 1.4959 1.1875 1.8706 1.3293 1.1255 1.5508
Total Trades 102 51 51 102 51 51
Winning Trades 66 33 33 66 33 33
Losing Trades 36 18 18 36 18 18
Profitability (%) 64.7059 64.7059 64.7059 64.7059 64.7059 64.7059
Ratio Avg Win / Avg Loss 0.816 0.6477 1.0203 0.7251 0.6139 0.8459
Largest Winning Trade 17944 9638 17944 24418 18550 24418
Largest Losing Trade -25079 -25079 -20182 -46216 -46216 -40704
Avg Bars in Trades 239 274 205 239 274 205
Avg Bars in Winners 157 165 149 157 165 149
Avg Bars in Losers 390 473 307 390 473 307
Bars Traded 24436 13981 10455 24436 13981 10455
Profit Streak 5.4622 5.4622 16.9622 5.4622 5.4622 16.9622
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394148 -281226 -166969 325839 -351242 -169996
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737116100000,
    "first_datapoint_time": 1737286200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759615537917,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 150,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 190,
            "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": [
        [
            105507.3956418081,
            21877.080236449,
            83630.3154053591,
            119483.1033161313,
            23713.2105847644,
            95769.8927313669
        ],
        [
            105.507396,
            21.87708,
            83.630315,
            119.483103,
            23.713211,
            95.769893
        ],
        [
            0.405143,
            0.084007,
            0.321136,
            0.302317,
            0.081746,
            0.258289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52829,
            -37444,
            -32326,
            -93673,
            -57749,
            -61867
        ],
        [
            1.495944,
            1.18749,
            1.870633,
            1.329263,
            1.125467,
            1.550778
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            64.705882,
            64.705882,
            64.705882,
            64.705882,
            64.705882,
            64.705882
        ],
        [
            0.815969,
            0.647722,
            1.020345,
            0.725053,
            0.613891,
            0.845879
        ],
        [
            17944,
            9638,
            17944,
            24418,
            18550,
            24418
        ],
        [
            -25079,
            -25079,
            -20182,
            -46216,
            -46216,
            -40704
        ],
        [
            239,
            274,
            205,
            239,
            274,
            205
        ],
        [
            157,
            165,
            149,
            157,
            165,
            149
        ],
        [
            390,
            473,
            307,
            390,
            473,
            307
        ],
        [
            24436,
            13981,
            10455,
            24436,
            13981,
            10455
        ],
        [
            5.462244,
            5.462244,
            16.962244,
            5.462244,
            5.462244,
            16.962244
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394148,
            -281226,
            -166969,
            325839,
            -351242,
            -169996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737116100000,
    "first_datapoint_time": 1737286200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759615537917,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 150,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 190,
            "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)