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Trade: EOS/USDT/120/FWMA/ZLMA/6850

Strategy
EOS/USDT/120/FWMA/ZLMA/6850
Pair
EOS_USDT
Interval
2h
Score
368803
Daily Profit
0.191105
Profit Factor
1.363885
Profitability
44.938272
Streak
160.947391
Best Strategy
Training Data Length
1961.000000
Evaluation Time
2025-09-29 09:44
Expiration Time
2025-08-04 19:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374756.5564 231657.8015 143098.7549 351058.6211 190336.1871 160722.434
Total P&L (%) 374.7566 231.6578 143.0988 351.0586 190.3362 160.7224
Avg Daily Profit (%) 0.1911 0.1181 0.073 0.0768 0.0544 0.0489
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124371 -98791 -74058 -279043 -244005 -157203
Profit Factor 1.3639 1.4088 1.309 1.1755 1.1742 1.177
Total Trades 405 203 202 405 203 202
Winning Trades 182 90 92 182 90 92
Losing Trades 223 113 110 223 113 110
Profitability (%) 44.9383 44.335 45.5446 44.9383 44.335 45.5446
Ratio Avg Win / Avg Loss 1.6711 1.7688 1.5651 1.4403 1.4743 1.4073
Largest Winning Trade 120301 120301 40685 158226 158226 66637
Largest Losing Trade -34621 -34621 -19032 -79460 -79460 -51521
Avg Bars in Trades 57 55 59 57 55 59
Avg Bars in Winners 80 80 81 80 80 81
Avg Bars in Losers 38 34 41 38 34 41
Bars Traded 23241 11166 12075 23241 11166 12075
Profit Streak 160.9474 160.9474 161.0307 160.9474 160.9474 161.0307
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368803 -34555 -94913 -116725 -150326 -154107
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23532,
    "evaluation_days": 1961,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759128254601,
    "expiration_time": 1754324294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 85,
            "offset": 85
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "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": [
        [
            374756.5563881255,
            231657.8015210743,
            143098.7548670515,
            351058.6210879422,
            190336.1870730445,
            160722.4340148978
        ],
        [
            374.756556,
            231.657802,
            143.098755,
            351.058621,
            190.336187,
            160.722434
        ],
        [
            0.191105,
            0.118132,
            0.072972,
            0.076849,
            0.054368,
            0.048879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124371,
            -98791,
            -74058,
            -279043,
            -244005,
            -157203
        ],
        [
            1.363885,
            1.408776,
            1.308959,
            1.175481,
            1.174213,
            1.177006
        ],
        [
            405,
            203,
            202,
            405,
            203,
            202
        ],
        [
            182,
            90,
            92,
            182,
            90,
            92
        ],
        [
            223,
            113,
            110,
            223,
            113,
            110
        ],
        [
            44.938272,
            44.334975,
            45.544554,
            44.938272,
            44.334975,
            45.544554
        ],
        [
            1.671134,
            1.768797,
            1.565059,
            1.440287,
            1.474289,
            1.40729
        ],
        [
            120301,
            120301,
            40685,
            158226,
            158226,
            66637
        ],
        [
            -34621,
            -34621,
            -19032,
            -79460,
            -79460,
            -51521
        ],
        [
            57,
            55,
            59,
            57,
            55,
            59
        ],
        [
            80,
            80,
            81,
            80,
            80,
            81
        ],
        [
            38,
            34,
            41,
            38,
            34,
            41
        ],
        [
            23241,
            11166,
            12075,
            23241,
            11166,
            12075
        ],
        [
            160.947391,
            160.947391,
            161.030724,
            160.947391,
            160.947391,
            161.030725
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368803,
            -34555,
            -94913,
            -116725,
            -150326,
            -154107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23532,
    "evaluation_days": 1961,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759128254601,
    "expiration_time": 1754324294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 85,
            "offset": 85
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "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)