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Trade: EOS/USDT/15/WMA/MIDPRICE/6326

Strategy
EOS/USDT/15/WMA/MIDPRICE/6326
Pair
EOS_USDT
Interval
15m
Score
325957
Daily Profit
0.508395
Profit Factor
1.214231
Profitability
49.377593
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-29 07:24
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 70621.1653 48756.0424 21865.1229 58697.9542 53406.4059 5291.5483
Total P&L (%) 70.6212 48.756 21.8651 58.698 53.4064 5.2915
Avg Daily Profit (%) 0.5084 0.351 0.1574 0.333 0.3085 0.0371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36994 -32867 -25641 -52099 -46202 -47520
Profit Factor 1.2142 1.2699 1.1467 1.1355 1.2309 1.0262
Total Trades 241 120 121 241 120 121
Winning Trades 119 57 62 119 57 62
Losing Trades 122 63 59 122 63 59
Profitability (%) 49.3776 47.5 51.2397 49.3776 47.5 51.2397
Ratio Avg Win / Avg Loss 1.2448 1.4036 1.0912 1.1641 1.3605 0.9765
Largest Winning Trade 16779 16779 12794 18495 18495 13310
Largest Losing Trade -27536 -27536 -10770 -37230 -37230 -14086
Avg Bars in Trades 53 57 49 53 57 49
Avg Bars in Winners 63 68 58 63 68 58
Avg Bars in Losers 43 47 39 43 47 39
Bars Traded 12870 6896 5974 12870 6896 5974
Profit Streak 0 131.1629 0 0 131.1629 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325957 178090 -59383 -64270 168593 -504313
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": 1736348400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759119873941,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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": [
        [
            70621.1652947159,
            48756.04240203,
            21865.1228926858,
            58697.9541584616,
            53406.4058624259,
            5291.5482960356
        ],
        [
            70.621165,
            48.756042,
            21.865123,
            58.697954,
            53.406406,
            5.291548
        ],
        [
            0.508395,
            0.35099,
            0.157405,
            0.333022,
            0.308531,
            0.037127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36994,
            -32867,
            -25641,
            -52099,
            -46202,
            -47520
        ],
        [
            1.214231,
            1.26994,
            1.146714,
            1.135468,
            1.230898,
            1.026196
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            49.377593,
            47.5,
            51.239669,
            49.377593,
            47.5,
            51.239669
        ],
        [
            1.244841,
            1.403617,
            1.091228,
            1.164094,
            1.360466,
            0.976541
        ],
        [
            16779,
            16779,
            12794,
            18495,
            18495,
            13310
        ],
        [
            -27536,
            -27536,
            -10770,
            -37230,
            -37230,
            -14086
        ],
        [
            53,
            57,
            49,
            53,
            57,
            49
        ],
        [
            63,
            68,
            58,
            63,
            68,
            58
        ],
        [
            43,
            47,
            39,
            43,
            47,
            39
        ],
        [
            12870,
            6896,
            5974,
            12870,
            6896,
            5974
        ],
        [
            0,
            131.162893,
            0,
            0,
            131.162893,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325957,
            178090,
            -59383,
            -64270,
            168593,
            -504313
        ]
    ]
}
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": 1736348400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759119873941,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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)