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Trade: EOS/USDT/15/HMA/HILO/3375

Strategy
EOS/USDT/15/HMA/HILO/3375
Pair
EOS_USDT
Interval
15m
Score
598597
Daily Profit
0.867202
Profit Factor
1.594995
Profitability
60.638298
Streak
126.674104
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 01:10
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 120463.0924 72130.1825 48332.9099 145107.9083 111700.7186 33407.1897
Total P&L (%) 120.4631 72.1302 48.3329 145.1079 111.7007 33.4072
Avg Daily Profit (%) 0.8672 0.5193 0.3479 0.6475 0.5414 0.2077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40202 -24627 -41678 -61074 -23274 -70378
Profit Factor 1.595 1.9961 1.3717 1.5295 2.4134 1.1713
Total Trades 188 94 94 188 94 94
Winning Trades 114 56 58 114 56 58
Losing Trades 74 38 36 74 38 36
Profitability (%) 60.6383 59.5745 61.7021 60.6383 59.5745 61.7021
Ratio Avg Win / Avg Loss 1.0353 1.3545 0.8514 0.9928 1.6377 0.727
Largest Winning Trade 16150 16150 12705 19716 19716 16600
Largest Losing Trade -40202 -15037 -40202 -61074 -13976 -61074
Avg Bars in Trades 69 65 73 69 65 73
Avg Bars in Winners 63 60 66 63 60 66
Avg Bars in Losers 78 73 83 78 73 83
Bars Traded 13063 6170 6894 13063 6170 6894
Profit Streak 126.6741 127.2158 126.6741 126.6741 127.2158 126.6741
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 598597 473293 225297 475168 549093 -28869

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": 1736451000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758924642635,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 91
        }
    }
}
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": [
        [
            120463.0924301462,
            72130.1824869161,
            48332.9099432301,
            145107.9083383459,
            111700.7186421468,
            33407.1896961991
        ],
        [
            120.463092,
            72.130182,
            48.33291,
            145.107908,
            111.700719,
            33.40719
        ],
        [
            0.867202,
            0.519258,
            0.347944,
            0.64749,
            0.541381,
            0.207714
        ],
        [
            10,
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            10,
            10,
            10
        ],
        [
            -40202,
            -24627,
            -41678,
            -61074,
            -23274,
            -70378
        ],
        [
            1.594995,
            1.996083,
            1.371658,
            1.529525,
            2.413401,
            1.171315
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            114,
            56,
            58,
            114,
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        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            60.638298,
            59.574468,
            61.702128,
            60.638298,
            59.574468,
            61.702128
        ],
        [
            1.035348,
            1.354485,
            0.851374,
            0.992849,
            1.637665,
            0.727023
        ],
        [
            16150,
            16150,
            12705,
            19716,
            19716,
            16600
        ],
        [
            -40202,
            -15037,
            -40202,
            -61074,
            -13976,
            -61074
        ],
        [
            69,
            65,
            73,
            69,
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        ],
        [
            63,
            60,
            66,
            63,
            60,
            66
        ],
        [
            78,
            73,
            83,
            78,
            73,
            83
        ],
        [
            13063,
            6170,
            6894,
            13063,
            6170,
            6894
        ],
        [
            126.674104,
            127.215771,
            126.674105,
            126.674105,
            127.215771,
            126.674105
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            598597,
            473293,
            225297,
            475168,
            549093,
            -28869
        ]
    ]
}
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": 1736451000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758924642635,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 91
        }
    }
}

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)