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Trade: EOS/USDT/15/MIDPOINT/ZLMA/2685

Strategy
EOS/USDT/15/MIDPOINT/ZLMA/2685
Pair
EOS_USDT
Interval
15m
Score
567339
Daily Profit
1.112079
Profit Factor
1.759242
Profitability
65.445026
Streak
136.830797
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-06 12:41
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 154478.9027 82750.6726 71728.23 284726.4709 171233.2042 113493.2668
Total P&L (%) 154.4789 82.7507 71.7282 284.7265 171.2332 113.4933
Avg Daily Profit (%) 1.1121 0.5957 0.5164 0.9747 0.7209 0.5475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25332 -24827 -25917 -66375 -27240 -82441
Profit Factor 1.7592 1.8633 1.6665 1.8182 2.3008 1.5246
Total Trades 191 96 95 191 96 95
Winning Trades 125 61 64 125 61 64
Losing Trades 66 35 31 66 35 31
Profitability (%) 65.445 63.5417 67.3684 65.445 63.5417 67.3684
Ratio Avg Win / Avg Loss 0.9289 1.0691 0.8072 0.96 1.3201 0.7385
Largest Winning Trade 13833 13833 12707 31908 26741 31908
Largest Losing Trade -20497 -18211 -20497 -54238 -19579 -54238
Avg Bars in Trades 67 65 69 67 65 69
Avg Bars in Winners 57 58 56 57 58 56
Avg Bars in Losers 86 78 94 86 78 94
Bars Traded 12904 6329 6575 12904 6329 6575
Profit Streak 136.8308 136.8308 142.0079 136.8308 136.8308 142.0079
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 567339 492282 450094 567142 561189 438453
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": 1736426700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759743680877,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "offset": 107
        }
    }
}
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": [
        [
            154478.902652951,
            82750.6726402089,
            71728.230012742,
            284726.4709377633,
            171233.2041858691,
            113493.2667518942
        ],
        [
            154.478903,
            82.750673,
            71.72823,
            284.726471,
            171.233204,
            113.493267
        ],
        [
            1.112079,
            0.595714,
            0.516365,
            0.974673,
            0.720899,
            0.547484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25332,
            -24827,
            -25917,
            -66375,
            -27240,
            -82441
        ],
        [
            1.759242,
            1.863338,
            1.666526,
            1.818192,
            2.300761,
            1.524572
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            125,
            61,
            64,
            125,
            61,
            64
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            65.445026,
            63.541667,
            67.368421,
            65.445026,
            63.541667,
            67.368421
        ],
        [
            0.92888,
            1.069128,
            0.807224,
            0.960005,
            1.320109,
            0.738465
        ],
        [
            13833,
            13833,
            12707,
            31908,
            26741,
            31908
        ],
        [
            -20497,
            -18211,
            -20497,
            -54238,
            -19579,
            -54238
        ],
        [
            67,
            65,
            69,
            67,
            65,
            69
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            86,
            78,
            94,
            86,
            78,
            94
        ],
        [
            12904,
            6329,
            6575,
            12904,
            6329,
            6575
        ],
        [
            136.830797,
            136.830797,
            142.00788,
            136.830797,
            136.830797,
            142.00788
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            567339,
            492282,
            450094,
            567142,
            561189,
            438453
        ]
    ]
}
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": 1736426700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759743680877,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "offset": 107
        }
    }
}

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)