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Trade: EOS/USDT/720/ZLMA/HWMA/2519

Strategy
EOS/USDT/720/ZLMA/HWMA/2519
Pair
EOS_USDT
Interval
12h
Score
310371
Daily Profit
0.154553
Profit Factor
1.416390
Profitability
44.672131
Streak
0.000000
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-10-10 03:08
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 367604.9688 233692.1877 133912.7811 297611.5904 151432.7531 146178.8372
Total P&L (%) 367.605 233.6922 133.9128 297.6116 151.4328 146.1788
Avg Daily Profit (%) 0.1546 0.0983 0.0563 0.058 0.0388 0.0379
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153263 -136755 -50847 -1569248 -1119406 -522123
Profit Factor 1.4164 1.4683 1.3489 1.0594 1.0536 1.067
Total Trades 244 122 122 244 122 122
Winning Trades 109 50 59 109 50 59
Losing Trades 135 72 63 135 72 63
Profitability (%) 44.6721 40.9836 48.3607 44.6721 40.9836 48.3607
Ratio Avg Win / Avg Loss 1.7542 2.1143 1.4404 1.3122 1.5172 1.1393
Largest Winning Trade 122909 122909 46237 446540 446540 309542
Largest Losing Trade -25426 -25426 -18843 -287304 -287304 -240085
Avg Bars in Trades 18 20 16 18 20 16
Avg Bars in Winners 27 31 24 27 31 24
Avg Bars in Losers 11 13 9 11 13 9
Bars Traded 4557 2499 2058 4557 2499 2058
Profit Streak 0 0 161.5056 0 0 161.5056
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310371 -63039 -117367 -271066 -305014 -289144
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": 1550793600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1760054886033,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19548,
            "nb": 0.43992,
            "nc": 0.20822
        }
    }
}
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": [
        [
            367604.9688313267,
            233692.1876842328,
            133912.7811470939,
            297611.5903723838,
            151432.7531275405,
            146178.8372448431
        ],
        [
            367.604969,
            233.692188,
            133.912781,
            297.61159,
            151.432753,
            146.178837
        ],
        [
            0.154553,
            0.098252,
            0.056301,
            0.058049,
            0.038772,
            0.037883
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153263,
            -136755,
            -50847,
            -1569248,
            -1119406,
            -522123
        ],
        [
            1.41639,
            1.468288,
            1.34891,
            1.059442,
            1.05361,
            1.066991
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            109,
            50,
            59,
            109,
            50,
            59
        ],
        [
            135,
            72,
            63,
            135,
            72,
            63
        ],
        [
            44.672131,
            40.983607,
            48.360656,
            44.672131,
            40.983607,
            48.360656
        ],
        [
            1.754244,
            2.114335,
            1.440361,
            1.312152,
            1.517198,
            1.139329
        ],
        [
            122909,
            122909,
            46237,
            446540,
            446540,
            309542
        ],
        [
            -25426,
            -25426,
            -18843,
            -287304,
            -287304,
            -240085
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            27,
            31,
            24,
            27,
            31,
            24
        ],
        [
            11,
            13,
            9,
            11,
            13,
            9
        ],
        [
            4557,
            2499,
            2058,
            4557,
            2499,
            2058
        ],
        [
            0,
            0,
            161.505625,
            0,
            0,
            161.505625
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310371,
            -63039,
            -117367,
            -271066,
            -305014,
            -289144
        ]
    ]
}
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": 1550793600000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1760054886033,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19548,
            "nb": 0.43992,
            "nc": 0.20822
        }
    }
}

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)