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Trade: EOS/USDT/60/SMA/MIDPRICE/5705

Strategy
EOS/USDT/60/SMA/MIDPRICE/5705
Pair
EOS_USDT
Interval
1h
Score
306109
Daily Profit
0.175129
Profit Factor
1.262646
Profitability
46.579805
Streak
152.563906
Best Strategy
Training Data Length
920.080000
Evaluation Time
2025-10-07 06:32
Expiration Time
2025-07-31 10:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 161132.8128 112419.4876 48713.3252 131132.6551 86634.4121 44498.2429
Total P&L (%) 161.1328 112.4195 48.7133 131.1327 86.6344 44.4982
Avg Daily Profit (%) 0.1751 0.1222 0.0529 0.0911 0.0678 0.04
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76858 -38092 -72653 -117637 -66942 -101981
Profit Factor 1.2626 1.4541 1.1331 1.155 1.2455 1.0903
Total Trades 307 153 154 307 153 154
Winning Trades 143 73 70 143 73 70
Losing Trades 164 80 84 164 80 84
Profitability (%) 46.5798 47.7124 45.4545 46.5798 47.7124 45.4545
Ratio Avg Win / Avg Loss 1.4481 1.5935 1.3598 1.3246 1.3649 1.3083
Largest Winning Trade 47145 47145 28805 55449 55449 46375
Largest Losing Trade -22386 -21965 -22386 -63596 -63596 -27071
Avg Bars in Trades 69 66 73 69 66 73
Avg Bars in Winners 83 80 86 83 80 86
Avg Bars in Losers 58 52 62 58 52 62
Bars Traded 21464 10125 11339 21464 10125 11339
Profit Streak 152.5639 154.2306 152.5639 152.5639 154.2306 152.5639
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306109 -27825 -198685 -120100 -102668 -263449
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22082,
    "evaluation_days": 920.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669395600000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759807921463,
    "expiration_time": 1753948454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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": [
        [
            161132.8128366158,
            112419.4876217534,
            48713.3252148623,
            131132.6550501143,
            86634.4121085952,
            44498.2429415191
        ],
        [
            161.132813,
            112.419488,
            48.713325,
            131.132655,
            86.634412,
            44.498243
        ],
        [
            0.175129,
            0.122184,
            0.052945,
            0.091101,
            0.067841,
            0.040015
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76858,
            -38092,
            -72653,
            -117637,
            -66942,
            -101981
        ],
        [
            1.262646,
            1.454053,
            1.133131,
            1.155024,
            1.245473,
            1.090268
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            143,
            73,
            70,
            143,
            73,
            70
        ],
        [
            164,
            80,
            84,
            164,
            80,
            84
        ],
        [
            46.579805,
            47.712418,
            45.454545,
            46.579805,
            47.712418,
            45.454545
        ],
        [
            1.44807,
            1.593483,
            1.359757,
            1.324642,
            1.364902,
            1.308321
        ],
        [
            47145,
            47145,
            28805,
            55449,
            55449,
            46375
        ],
        [
            -22386,
            -21965,
            -22386,
            -63596,
            -63596,
            -27071
        ],
        [
            69,
            66,
            73,
            69,
            66,
            73
        ],
        [
            83,
            80,
            86,
            83,
            80,
            86
        ],
        [
            58,
            52,
            62,
            58,
            52,
            62
        ],
        [
            21464,
            10125,
            11339,
            21464,
            10125,
            11339
        ],
        [
            152.563906,
            154.230572,
            152.563906,
            152.563906,
            154.230572,
            152.563906
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306109,
            -27825,
            -198685,
            -120100,
            -102668,
            -263449
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22082,
    "evaluation_days": 920.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669395600000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759807921463,
    "expiration_time": 1753948454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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)