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Trade: EOS/USDT/15/HMA/WMA/4394

Strategy
EOS/USDT/15/HMA/WMA/4394
Pair
EOS_USDT
Interval
15m
Score
434618
Daily Profit
0.497206
Profit Factor
1.411348
Profitability
70.212766
Streak
141.932869
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 09:38
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 69066.9256 41373.4667 27693.4589 58019.1673 45249.3829 12769.7844
Total P&L (%) 69.0669 41.3735 27.6935 58.0192 45.2494 12.7698
Avg Daily Profit (%) 0.4972 0.2978 0.1994 0.3299 0.2691 0.0866
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41292 -27118 -43525 -45360 -25198 -48340
Profit Factor 1.4113 1.6524 1.265 1.3335 1.7597 1.1116
Total Trades 94 47 47 94 47 47
Winning Trades 66 30 36 66 30 36
Losing Trades 28 17 11 28 17 11
Profitability (%) 70.2128 63.8298 76.5957 70.2128 63.8298 76.5957
Ratio Avg Win / Avg Loss 0.5988 0.9364 0.3865 0.5657 0.9972 0.3397
Largest Winning Trade 10756 8734 10756 9366 8733 9366
Largest Losing Trade -34942 -21139 -34942 -38165 -19949 -38165
Avg Bars in Trades 138 132 144 138 132 144
Avg Bars in Winners 98 99 96 98 99 96
Avg Bars in Losers 232 189 298 232 189 298
Bars Traded 12998 6223 6775 12998 6223 6775
Profit Streak 141.9329 141.9329 146.61 141.9329 141.9329 146.61
Trades During Streak 8 4 6 8 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434618 294633 205005 339502 305642 -253242
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": 1736439300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759646299869,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "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": [
        [
            69066.9256152481,
            41373.4666904684,
            27693.4589247797,
            58019.1673310789,
            45249.3829167244,
            12769.7844143545
        ],
        [
            69.066926,
            41.373467,
            27.693459,
            58.019167,
            45.249383,
            12.769784
        ],
        [
            0.497206,
            0.297844,
            0.199363,
            0.329926,
            0.269084,
            0.086553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41292,
            -27118,
            -43525,
            -45360,
            -25198,
            -48340
        ],
        [
            1.411348,
            1.652421,
            1.265038,
            1.333488,
            1.759723,
            1.111608
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            28,
            17,
            11,
            28,
            17,
            11
        ],
        [
            70.212766,
            63.829787,
            76.595745,
            70.212766,
            63.829787,
            76.595745
        ],
        [
            0.598754,
            0.936372,
            0.38654,
            0.565722,
            0.997177,
            0.339658
        ],
        [
            10756,
            8734,
            10756,
            9366,
            8733,
            9366
        ],
        [
            -34942,
            -21139,
            -34942,
            -38165,
            -19949,
            -38165
        ],
        [
            138,
            132,
            144,
            138,
            132,
            144
        ],
        [
            98,
            99,
            96,
            98,
            99,
            96
        ],
        [
            232,
            189,
            298,
            232,
            189,
            298
        ],
        [
            12998,
            6223,
            6775,
            12998,
            6223,
            6775
        ],
        [
            141.932869,
            141.932869,
            146.609952,
            141.932869,
            141.932869,
            146.609952
        ],
        [
            8,
            4,
            6,
            8,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434618,
            294633,
            205005,
            339502,
            305642,
            -253242
        ]
    ]
}
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": 1736439300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759646299869,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "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)