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Trade: EOS/USDT/15/MIDPRICE/SWMA/7599

Strategy
EOS/USDT/15/MIDPRICE/SWMA/7599
Pair
EOS_USDT
Interval
15m
Score
334938
Daily Profit
0.437161
Profit Factor
1.275055
Profitability
65.540541
Streak
129.763372
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 10:34
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 60726.0337 41027.021 19699.0127 40723.9005 31320.196 9403.7045
Total P&L (%) 60.726 41.027 19.699 40.7239 31.3202 9.4037
Avg Daily Profit (%) 0.4372 0.2954 0.1418 0.2462 0.1963 0.0647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68411 -30103 -48231 -58798 -30067 -37426
Profit Factor 1.2751 1.4332 1.1563 1.202 1.3615 1.0818
Total Trades 148 74 74 148 74 74
Winning Trades 97 50 47 97 50 47
Losing Trades 51 24 27 51 24 27
Profitability (%) 65.5405 67.5676 63.5135 65.5405 67.5676 63.5135
Ratio Avg Win / Avg Loss 0.6704 0.6879 0.6642 0.632 0.6535 0.6215
Largest Winning Trade 11672 10510 11672 11319 10306 11319
Largest Losing Trade -30726 -24497 -30726 -28993 -21967 -28993
Avg Bars in Trades 87 85 89 87 85 89
Avg Bars in Winners 69 69 69 69 69 69
Avg Bars in Losers 122 120 123 122 120 123
Bars Traded 12955 6350 6605 12955 6350 6605
Profit Streak 129.7634 129.7634 130.18 129.7634 129.7634 130.18
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334938 -57188 -124375 204702 -59335 -467740
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": 1736382600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758958455335,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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": [
        [
            60726.0336556589,
            41027.0210036859,
            19699.012651973,
            40723.90052594,
            31320.1960099945,
            9403.7045159455
        ],
        [
            60.726034,
            41.027021,
            19.699013,
            40.723901,
            31.320196,
            9.403705
        ],
        [
            0.437161,
            0.29535,
            0.141811,
            0.246239,
            0.19634,
            0.064721
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68411,
            -30103,
            -48231,
            -58798,
            -30067,
            -37426
        ],
        [
            1.275055,
            1.433183,
            1.156258,
            1.20203,
            1.361536,
            1.081812
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            97,
            50,
            47,
            97,
            50,
            47
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            65.540541,
            67.567568,
            63.513514,
            65.540541,
            67.567568,
            63.513514
        ],
        [
            0.67039,
            0.687928,
            0.664233,
            0.631995,
            0.653537,
            0.621466
        ],
        [
            11672,
            10510,
            11672,
            11319,
            10306,
            11319
        ],
        [
            -30726,
            -24497,
            -30726,
            -28993,
            -21967,
            -28993
        ],
        [
            87,
            85,
            89,
            87,
            85,
            89
        ],
        [
            69,
            69,
            69,
            69,
            69,
            69
        ],
        [
            122,
            120,
            123,
            122,
            120,
            123
        ],
        [
            12955,
            6350,
            6605,
            12955,
            6350,
            6605
        ],
        [
            129.763372,
            129.763372,
            130.180038,
            129.763372,
            129.763372,
            130.180039
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334938,
            -57188,
            -124375,
            204702,
            -59335,
            -467740
        ]
    ]
}
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": 1736382600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758958455335,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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)