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Trade: EOS/USDT/15/SWMA/DCM/5429

Strategy
EOS/USDT/15/SWMA/DCM/5429
Pair
EOS_USDT
Interval
15m
Score
474358
Daily Profit
0.830126
Profit Factor
1.392880
Profitability
52.968037
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 22:56
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 115312.8065 65565.5706 49747.2359 150182.0944 82186.0174 67996.077
Total P&L (%) 115.3128 65.5656 49.7472 150.1821 82.186 67.9961
Avg Daily Profit (%) 0.8301 0.472 0.3581 0.6623 0.4328 0.3742
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41919 -35272 -25204 -58386 -35391 -25762
Profit Factor 1.3929 1.4229 1.3593 1.4497 1.4697 1.4276
Total Trades 219 109 110 219 109 110
Winning Trades 116 58 58 116 58 58
Losing Trades 103 51 52 103 51 52
Profitability (%) 52.968 53.211 52.7273 52.968 53.211 52.7273
Ratio Avg Win / Avg Loss 1.2368 1.2512 1.2187 1.2872 1.2924 1.2799
Largest Winning Trade 19276 19276 14060 33435 33435 20003
Largest Losing Trade -19574 -19574 -9746 -35391 -35391 -21365
Avg Bars in Trades 59 61 57 59 61 57
Avg Bars in Winners 70 73 67 70 73 67
Avg Bars in Losers 47 47 46 47 47 46
Bars Traded 13042 6707 6335 13042 6707 6335
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 474358 318813 229454 443550 327695 293406
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": 1736346600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758916559948,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "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": [
        [
            115312.8065472068,
            65565.5706465152,
            49747.2359006916,
            150182.0943598601,
            82186.0174091938,
            67996.0769506664
        ],
        [
            115.312807,
            65.565571,
            49.747236,
            150.182094,
            82.186017,
            67.996077
        ],
        [
            0.830126,
            0.472,
            0.358126,
            0.662337,
            0.432766,
            0.374156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41919,
            -35272,
            -25204,
            -58386,
            -35391,
            -25762
        ],
        [
            1.39288,
            1.422881,
            1.359285,
            1.449659,
            1.469748,
            1.427558
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            52.968037,
            53.211009,
            52.727273,
            52.968037,
            53.211009,
            52.727273
        ],
        [
            1.236781,
            1.251154,
            1.218669,
            1.287197,
            1.292365,
            1.279879
        ],
        [
            19276,
            19276,
            14060,
            33435,
            33435,
            20003
        ],
        [
            -19574,
            -19574,
            -9746,
            -35391,
            -35391,
            -21365
        ],
        [
            59,
            61,
            57,
            59,
            61,
            57
        ],
        [
            70,
            73,
            67,
            70,
            73,
            67
        ],
        [
            47,
            47,
            46,
            47,
            47,
            46
        ],
        [
            13042,
            6707,
            6335,
            13042,
            6707,
            6335
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474358,
            318813,
            229454,
            443550,
            327695,
            293406
        ]
    ]
}
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": 1736346600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758916559948,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "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)