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Trade: EOS/USDT/15/ZLMA/MIDPOINT/4256

Strategy
EOS/USDT/15/ZLMA/MIDPOINT/4256
Pair
EOS_USDT
Interval
15m
Score
339677
Daily Profit
0.514222
Profit Factor
1.265981
Profitability
50.261780
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-29 18:42
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 71430.6098 50559.106 20871.5037 59313.1445 63701.1941 -4388.0497
Total P&L (%) 71.4306 50.5591 20.8715 59.3131 63.7012 -4.3881
Avg Daily Profit (%) 0.5142 0.364 0.1503 0.3358 0.3554 -0.0323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33662 -29708 -29122 -52894 -29018 -50817
Profit Factor 1.266 1.4016 1.1463 1.1861 1.474 0.9762
Total Trades 191 95 96 191 95 96
Winning Trades 96 51 45 96 51 45
Losing Trades 95 44 51 95 44 51
Profitability (%) 50.2618 53.6842 46.875 50.2618 53.6842 46.875
Ratio Avg Win / Avg Loss 1.2528 1.2092 1.2992 1.1737 1.2717 1.1064
Largest Winning Trade 23059 23059 14602 22579 22579 12376
Largest Losing Trade -27536 -27536 -17737 -30701 -26976 -30701
Avg Bars in Trades 65 67 63 65 67 63
Avg Bars in Winners 70 72 67 70 72 67
Avg Bars in Losers 60 60 60 60 60 60
Bars Traded 12491 6389 6102 12491 6389 6102
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 339677 245763 -61992 -8517 290615 -582405
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": 1736415900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759160555388,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "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": [
        [
            71430.6097661193,
            50559.1060331172,
            20871.5037330022,
            59313.1444619494,
            63701.1941145704,
            -4388.0496526211
        ],
        [
            71.43061,
            50.559106,
            20.871504,
            59.313144,
            63.701194,
            -4.38805
        ],
        [
            0.514222,
            0.36397,
            0.150252,
            0.335817,
            0.355445,
            -0.032298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33662,
            -29708,
            -29122,
            -52894,
            -29018,
            -50817
        ],
        [
            1.265981,
            1.401572,
            1.14631,
            1.18608,
            1.474002,
            0.976199
        ],
        [
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            95,
            96,
            191,
            95,
            96
        ],
        [
            96,
            51,
            45,
            96,
            51,
            45
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            50.26178,
            53.684211,
            46.875,
            50.26178,
            53.684211,
            46.875
        ],
        [
            1.252794,
            1.2092,
            1.299152,
            1.173725,
            1.271688,
            1.106358
        ],
        [
            23059,
            23059,
            14602,
            22579,
            22579,
            12376
        ],
        [
            -27536,
            -27536,
            -17737,
            -30701,
            -26976,
            -30701
        ],
        [
            65,
            67,
            63,
            65,
            67,
            63
        ],
        [
            70,
            72,
            67,
            70,
            72,
            67
        ],
        [
            60,
            60,
            60,
            60,
            60,
            60
        ],
        [
            12491,
            6389,
            6102,
            12491,
            6389,
            6102
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339677,
            245763,
            -61992,
            -8517,
            290615,
            -582405
        ]
    ]
}
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": 1736415900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759160555388,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "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)