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Trade: EOS/USDT/15/HMA/HILO/4326

Strategy
EOS/USDT/15/HMA/HILO/4326
Pair
EOS_USDT
Interval
15m
Score
379886
Daily Profit
0.453260
Profit Factor
1.240040
Profitability
50.000000
Streak
124.660842
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 20:06
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 97069.2938 58305.7752 38763.5186 104835.8051 87423.6792 17412.126
Total P&L (%) 97.0693 58.3058 38.7635 104.8358 87.4237 17.4121
Avg Daily Profit (%) 0.6988 0.4197 0.2791 0.5175 0.4533 0.1156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60382 -26527 -48086 -102003 -42714 -90858
Profit Factor 1.1901 1.2418 1.1439 1.1324 1.24 1.0407
Total Trades 672 336 336 672 336 336
Winning Trades 355 168 187 355 168 187
Losing Trades 317 168 149 317 168 149
Profitability (%) 52.8274 50 55.6548 52.8274 50 55.6548
Ratio Avg Win / Avg Loss 1.0627 1.2418 0.9114 1.0112 1.24 0.8292
Largest Winning Trade 24511 24511 11239 38356 38356 15097
Largest Losing Trade -17851 -11252 -17851 -29829 -13684 -29829
Avg Bars in Trades 19 17 21 19 17 21
Avg Bars in Winners 22 21 22 22 21 22
Avg Bars in Losers 16 12 20 16 12 20
Bars Traded 13137 5774 7362 13137 5774 7362
Profit Streak 124.6608 124.6608 126.5983 124.6608 124.6608 126.5983
Trades During Streak 6 3 6 6 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 154959 341891 -56104 -60737 379886 -222781
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": 1736352000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758906396738,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            97069.2938286212,
            58305.7752106604,
            38763.5186179608,
            104835.8051497022,
            87423.6791980099,
            17412.1259516925
        ],
        [
            97.069294,
            58.305775,
            38.763519,
            104.835805,
            87.423679,
            17.412126
        ],
        [
            0.698793,
            0.419738,
            0.279055,
            0.517524,
            0.45326,
            0.115624
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60382,
            -26527,
            -48086,
            -102003,
            -42714,
            -90858
        ],
        [
            1.190109,
            1.241795,
            1.143856,
            1.132388,
            1.24004,
            1.040713
        ],
        [
            672,
            336,
            336,
            672,
            336,
            336
        ],
        [
            355,
            168,
            187,
            355,
            168,
            187
        ],
        [
            317,
            168,
            149,
            317,
            168,
            149
        ],
        [
            52.827381,
            50,
            55.654762,
            52.827381,
            50,
            55.654762
        ],
        [
            1.062717,
            1.241795,
            0.911414,
            1.011175,
            1.24004,
            0.829231
        ],
        [
            24511,
            24511,
            11239,
            38356,
            38356,
            15097
        ],
        [
            -17851,
            -11252,
            -17851,
            -29829,
            -13684,
            -29829
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            22,
            21,
            22,
            22,
            21,
            22
        ],
        [
            16,
            12,
            20,
            16,
            12,
            20
        ],
        [
            13137,
            5774,
            7362,
            13137,
            5774,
            7362
        ],
        [
            124.660842,
            124.660842,
            126.598342,
            124.660842,
            124.660842,
            126.598342
        ],
        [
            6,
            3,
            6,
            6,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            154959,
            341891,
            -56104,
            -60737,
            379886,
            -222781
        ]
    ]
}
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": 1736352000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758906396738,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)