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Trade: EOS/USDT/15/SMA/MIDPRICE/2237

Strategy
EOS/USDT/15/SMA/MIDPRICE/2237
Pair
EOS_USDT
Interval
15m
Score
310831
Daily Profit
0.531372
Profit Factor
1.249442
Profitability
56.345178
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-03 18:34
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 73812.8933 52670.6215 21142.2718 58981.6991 57678.5569 1303.1423
Total P&L (%) 73.8129 52.6706 21.1423 58.9817 57.6786 1.3031
Avg Daily Profit (%) 0.5314 0.3792 0.1522 0.3343 0.3284 0.0093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45620 -33936 -38827 -54417 -29447 -48057
Profit Factor 1.2494 1.367 1.1387 1.187 1.4061 1.0075
Total Trades 197 98 99 197 98 99
Winning Trades 111 57 54 111 57 54
Losing Trades 86 41 45 86 41 45
Profitability (%) 56.3452 58.1633 54.5455 56.3452 58.1633 54.5455
Ratio Avg Win / Avg Loss 0.968 0.9833 0.949 0.9197 1.0114 0.8396
Largest Winning Trade 19404 19404 13006 19333 19333 12919
Largest Losing Trade -25792 -25792 -23881 -24775 -22105 -24775
Avg Bars in Trades 65 66 63 65 66 63
Avg Bars in Winners 69 73 65 69 73 65
Avg Bars in Losers 59 56 61 59 56 61
Bars Traded 12806 6506 6300 12806 6506 6300
Profit Streak 0 137.4612 0 0 137.4612 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310831 243659 -69975 -8338 308647 -561560
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": 1736378100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759505644311,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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": [
        [
            73812.8932597808,
            52670.6215048247,
            21142.2717549561,
            58981.6991464189,
            57678.5568504911,
            1303.1422959278
        ],
        [
            73.812893,
            52.670622,
            21.142272,
            58.981699,
            57.678557,
            1.303142
        ],
        [
            0.531372,
            0.379171,
            0.152201,
            0.334312,
            0.328368,
            0.009321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45620,
            -33936,
            -38827,
            -54417,
            -29447,
            -48057
        ],
        [
            1.249442,
            1.366976,
            1.138741,
            1.187044,
            1.406067,
            1.00752
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            56.345178,
            58.163265,
            54.545455,
            56.345178,
            58.163265,
            54.545455
        ],
        [
            0.968036,
            0.983263,
            0.948951,
            0.919691,
            1.011381,
            0.8396
        ],
        [
            19404,
            19404,
            13006,
            19333,
            19333,
            12919
        ],
        [
            -25792,
            -25792,
            -23881,
            -24775,
            -22105,
            -24775
        ],
        [
            65,
            66,
            63,
            65,
            66,
            63
        ],
        [
            69,
            73,
            65,
            69,
            73,
            65
        ],
        [
            59,
            56,
            61,
            59,
            56,
            61
        ],
        [
            12806,
            6506,
            6300,
            12806,
            6506,
            6300
        ],
        [
            0,
            137.461161,
            0,
            0,
            137.461161,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310831,
            243659,
            -69975,
            -8338,
            308647,
            -561560
        ]
    ]
}
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": 1736378100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759505644311,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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)