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Trade: EOS/USDT/720/BBM/FWMA/4332

Strategy
EOS/USDT/720/BBM/FWMA/4332
Pair
EOS_USDT
Interval
12h
Score
331407
Daily Profit
0.271607
Profit Factor
1.644250
Profitability
36.686391
Streak
151.958097
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-10-06 01:59
Expiration Time
2025-08-05 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 646017.4617 402929.1454 243088.3163 4548083.916 2155039.2172 2393044.6987
Total P&L (%) 646.0175 402.9291 243.0883 4548.0839 2155.0392 2393.0447
Avg Daily Profit (%) 0.2716 0.1694 0.1022 0.1615 0.1311 0.1353
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106243 -105221 -63214 -2581409 -2192004 -767821
Profit Factor 1.6443 1.7926 1.4917 1.3712 1.3295 1.419
Total Trades 338 169 169 338 169 169
Winning Trades 124 57 67 124 57 67
Losing Trades 214 112 102 214 112 102
Profitability (%) 36.6864 33.7278 39.645 36.6864 33.7278 39.645
Ratio Avg Win / Avg Loss 2.8377 3.5224 2.2709 2.3665 2.6124 2.1603
Largest Winning Trade 160822 160822 44215 2586815 2586815 1212745
Largest Losing Trade -19574 -17025 -19574 -602410 -602410 -436153
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 24 25 22 24 25 22
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 4558 2304 2254 4558 2304 2254
Profit Streak 151.9581 203.9581 0 151.9581 203.9581 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331407 231295 -57590 244134 -20573 -13477
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1549713600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759705179574,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 1.02318
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 162,
            "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": [
        [
            646017.4617075545,
            402929.1453863375,
            243088.3163212167,
            4548083.915954346,
            2155039.2172184046,
            2393044.6987359407
        ],
        [
            646.017462,
            402.929145,
            243.088316,
            4548.083916,
            2155.039217,
            2393.044699
        ],
        [
            0.271607,
            0.169405,
            0.102202,
            0.161536,
            0.131082,
            0.135307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106243,
            -105221,
            -63214,
            -2581409,
            -2192004,
            -767821
        ],
        [
            1.64425,
            1.79264,
            1.491678,
            1.371222,
            1.329503,
            1.418996
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            124,
            57,
            67,
            124,
            57,
            67
        ],
        [
            214,
            112,
            102,
            214,
            112,
            102
        ],
        [
            36.686391,
            33.727811,
            39.64497,
            36.686391,
            33.727811,
            39.64497
        ],
        [
            2.837657,
            3.522381,
            2.270913,
            2.366463,
            2.612356,
            2.160262
        ],
        [
            160822,
            160822,
            44215,
            2586815,
            2586815,
            1212745
        ],
        [
            -19574,
            -17025,
            -19574,
            -602410,
            -602410,
            -436153
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            24,
            25,
            22,
            24,
            25,
            22
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            4558,
            2304,
            2254,
            4558,
            2304,
            2254
        ],
        [
            151.958097,
            203.958097,
            0,
            151.958097,
            203.958097,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331407,
            231295,
            -57590,
            244134,
            -20573,
            -13477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1549713600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759705179574,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 1.02318
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 162,
            "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)