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Trade: EOS/USDT/15/ZLMA/MIDPRICE/7748

Strategy
EOS/USDT/15/ZLMA/MIDPRICE/7748
Pair
EOS_USDT
Interval
15m
Score
335790
Daily Profit
0.462168
Profit Factor
1.280462
Profitability
64.497041
Streak
141.644790
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-12 01:58
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 64199.7936 38591.4641 25608.3295 56138.581 50796.752 5341.8291
Total P&L (%) 64.1998 38.5915 25.6083 56.1386 50.7968 5.3418
Avg Daily Profit (%) 0.4622 0.2778 0.1844 0.3213 0.2961 0.0375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35369 -29713 -30669 -50178 -28889 -54956
Profit Factor 1.2805 1.3371 1.2238 1.2022 1.411 1.0347
Total Trades 169 84 85 169 84 85
Winning Trades 109 53 56 109 53 56
Losing Trades 60 31 29 60 31 29
Profitability (%) 64.497 63.0952 65.8824 64.497 63.0952 65.8824
Ratio Avg Win / Avg Loss 0.7048 0.7821 0.6337 0.6617 0.8253 0.5358
Largest Winning Trade 19041 19041 12016 15876 15876 12985
Largest Losing Trade -21154 -16011 -21154 -35828 -13794 -35828
Avg Bars in Trades 75 75 75 75 75 75
Avg Bars in Winners 59 50 67 59 50 67
Avg Bars in Losers 106 119 91 106 119 91
Bars Traded 12803 6359 6444 12803 6359 6444
Profit Streak 141.6448 0 141.676 141.6448 0 141.676
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335790 160112 98538 255867 220431 -491887
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": 1736377200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760223509873,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            64199.7936403651,
            38591.464123475,
            25608.3295168899,
            56138.5810186523,
            50796.7519627428,
            5341.8290559094
        ],
        [
            64.199794,
            38.591464,
            25.60833,
            56.138581,
            50.796752,
            5.341829
        ],
        [
            0.462168,
            0.277816,
            0.184352,
            0.321279,
            0.296142,
            0.03747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35369,
            -29713,
            -30669,
            -50178,
            -28889,
            -54956
        ],
        [
            1.280462,
            1.337134,
            1.223775,
            1.202167,
            1.411045,
            1.034664
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            109,
            53,
            56,
            109,
            53,
            56
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            64.497041,
            63.095238,
            65.882353,
            64.497041,
            63.095238,
            65.882353
        ],
        [
            0.704842,
            0.782097,
            0.633741,
            0.661743,
            0.825328,
            0.535808
        ],
        [
            19041,
            19041,
            12016,
            15876,
            15876,
            12985
        ],
        [
            -21154,
            -16011,
            -21154,
            -35828,
            -13794,
            -35828
        ],
        [
            75,
            75,
            75,
            75,
            75,
            75
        ],
        [
            59,
            50,
            67,
            59,
            50,
            67
        ],
        [
            106,
            119,
            91,
            106,
            119,
            91
        ],
        [
            12803,
            6359,
            6444,
            12803,
            6359,
            6444
        ],
        [
            141.64479,
            0,
            141.67604,
            141.64479,
            0,
            141.67604
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335790,
            160112,
            98538,
            255867,
            220431,
            -491887
        ]
    ]
}
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": 1736377200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760223509873,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)