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Trade: EOS/USDT/15/SINWMA/SINWMA/3186

Strategy
EOS/USDT/15/SINWMA/SINWMA/3186
Pair
EOS_USDT
Interval
15m
Score
451506
Daily Profit
0.601208
Profit Factor
1.462671
Profitability
75.471698
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 12:04
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 83513.7539 49774.8111 33738.9428 71205.1536 55627.6182 15577.5354
Total P&L (%) 83.5138 49.7748 33.7389 71.2052 55.6276 15.5775
Avg Daily Profit (%) 0.6012 0.3583 0.2429 0.3878 0.3189 0.1043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54564 -21915 -56757 -65932 -20539 -68174
Profit Factor 1.4627 1.7627 1.2928 1.3398 1.7937 1.1117
Total Trades 106 53 53 106 53 53
Winning Trades 80 39 41 80 39 41
Losing Trades 26 14 12 26 14 12
Profitability (%) 75.4717 73.5849 77.3585 75.4717 73.5849 77.3585
Ratio Avg Win / Avg Loss 0.4754 0.6328 0.3784 0.4354 0.6439 0.3254
Largest Winning Trade 10837 8497 10837 13247 7659 13247
Largest Losing Trade -42119 -15768 -42119 -47922 -14954 -47922
Avg Bars in Trades 122 118 126 122 118 126
Avg Bars in Winners 92 88 97 92 88 97
Avg Bars in Losers 213 204 225 213 204 225
Bars Traded 12994 6303 6691 12994 6303 6691
Profit Streak 0 0 137.826 0 0 137.826
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451506 -170593 -173261 358829 -170475 -339760

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": 1736383500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758877469631,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 67
        }
    }
}
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": [
        [
            83513.7539281178,
            49774.8110830021,
            33738.9428451157,
            71205.153569484,
            55627.6181915434,
            15577.5353779406
        ],
        [
            83.513754,
            49.774811,
            33.738943,
            71.205154,
            55.627618,
            15.577535
        ],
        [
            0.601208,
            0.358324,
            0.242883,
            0.38783,
            0.318912,
            0.104274
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54564,
            -21915,
            -56757,
            -65932,
            -20539,
            -68174
        ],
        [
            1.462671,
            1.762698,
            1.292766,
            1.339844,
            1.79372,
            1.111716
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            75.471698,
            73.584906,
            77.358491,
            75.471698,
            73.584906,
            77.358491
        ],
        [
            0.475368,
            0.632763,
            0.378371,
            0.435449,
            0.6439,
            0.32538
        ],
        [
            10837,
            8497,
            10837,
            13247,
            7659,
            13247
        ],
        [
            -42119,
            -15768,
            -42119,
            -47922,
            -14954,
            -47922
        ],
        [
            122,
            118,
            126,
            122,
            118,
            126
        ],
        [
            92,
            88,
            97,
            92,
            88,
            97
        ],
        [
            213,
            204,
            225,
            213,
            204,
            225
        ],
        [
            12994,
            6303,
            6691,
            12994,
            6303,
            6691
        ],
        [
            0,
            0,
            137.826037,
            0,
            0,
            137.826037
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451506,
            -170593,
            -173261,
            358829,
            -170475,
            -339760
        ]
    ]
}
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": 1736383500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758877469631,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 67
        }
    }
}

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)