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Trade: EOS/USDT/15/DCM/PWMA/3289

Strategy
EOS/USDT/15/DCM/PWMA/3289
Pair
EOS_USDT
Interval
15m
Score
516575
Daily Profit
0.858097
Profit Factor
1.473294
Profitability
61.194030
Streak
127.276572
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 15:38
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 119198.2083 67824.4412 51373.7671 156548.7564 93232.9191 63315.8374
Total P&L (%) 119.1982 67.8244 51.3738 156.5488 93.2329 63.3158
Avg Daily Profit (%) 0.8581 0.4883 0.3698 0.6805 0.4753 0.3537
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42941 -34783 -48161 -51454 -36854 -48965
Profit Factor 1.4733 1.6065 1.3669 1.5283 1.7686 1.3618
Total Trades 201 101 100 201 101 100
Winning Trades 123 63 60 123 63 60
Losing Trades 78 38 40 78 38 40
Profitability (%) 61.194 62.3762 60 61.194 62.3762 60
Ratio Avg Win / Avg Loss 0.9343 0.969 0.9113 0.9692 1.0668 0.9078
Largest Winning Trade 13711 13711 12838 23270 18914 23270
Largest Losing Trade -27406 -22637 -27406 -33163 -22712 -33163
Avg Bars in Trades 64 63 65 64 63 65
Avg Bars in Winners 58 60 56 58 60 56
Avg Bars in Losers 73 69 77 73 69 77
Bars Traded 12910 6409 6502 12910 6409 6502
Profit Streak 127.2766 127.912 127.2766 127.2766 127.912 127.2766
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516575 385206 232246 490106 457710 254824
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": 1736441100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758976695874,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 239,
            "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": [
        [
            119198.2083394824,
            67824.4412063202,
            51373.7671331621,
            156548.7564288484,
            93232.9190659991,
            63315.8373628492
        ],
        [
            119.198208,
            67.824441,
            51.373767,
            156.548756,
            93.232919,
            63.315837
        ],
        [
            0.858097,
            0.488262,
            0.369835,
            0.680549,
            0.475337,
            0.353742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42941,
            -34783,
            -48161,
            -51454,
            -36854,
            -48965
        ],
        [
            1.473294,
            1.606499,
            1.366906,
            1.528302,
            1.768585,
            1.361763
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            61.19403,
            62.376238,
            60,
            61.19403,
            62.376238,
            60
        ],
        [
            0.934284,
            0.968999,
            0.911271,
            0.969167,
            1.066766,
            0.907842
        ],
        [
            13711,
            13711,
            12838,
            23270,
            18914,
            23270
        ],
        [
            -27406,
            -22637,
            -27406,
            -33163,
            -22712,
            -33163
        ],
        [
            64,
            63,
            65,
            64,
            63,
            65
        ],
        [
            58,
            60,
            56,
            58,
            60,
            56
        ],
        [
            73,
            69,
            77,
            73,
            69,
            77
        ],
        [
            12910,
            6409,
            6502,
            12910,
            6409,
            6502
        ],
        [
            127.276572,
            127.911989,
            127.276572,
            127.276573,
            127.911989,
            127.276573
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516575,
            385206,
            232246,
            490106,
            457710,
            254824
        ]
    ]
}
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": 1736441100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758976695874,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 239,
            "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)