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Trade: EOS/USDT/15/ZLMA/MIDPRICE/4990

Strategy
EOS/USDT/15/ZLMA/MIDPRICE/4990
Pair
EOS_USDT
Interval
15m
Score
321803
Daily Profit
0.453454
Profit Factor
1.232982
Profitability
61.170213
Streak
135.427418
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 21:15
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 62989.2522 42685.7002 20303.552 46060.8962 56655.3355 -10594.4392
Total P&L (%) 62.9893 42.6857 20.3036 46.0609 56.6553 -10.5944
Avg Daily Profit (%) 0.4535 0.3073 0.1462 0.2731 0.3237 -0.0806
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47384 -38743 -35748 -83302 -33430 -66919
Profit Factor 1.233 1.3309 1.1436 1.1398 1.4219 0.9457
Total Trades 188 94 94 188 94 94
Winning Trades 115 55 60 115 55 60
Losing Trades 73 39 34 73 39 34
Profitability (%) 61.1702 58.5106 63.8298 61.1702 58.5106 63.8298
Ratio Avg Win / Avg Loss 0.7827 0.9438 0.648 0.7235 1.0083 0.5359
Largest Winning Trade 28590 28590 9889 22877 22877 10175
Largest Losing Trade -23548 -17829 -23548 -44456 -13514 -44456
Avg Bars in Trades 69 72 67 69 72 67
Avg Bars in Winners 56 57 55 56 57 55
Avg Bars in Losers 91 93 88 91 93 88
Bars Traded 13144 6791 6353 13144 6791 6353
Profit Streak 135.4274 135.4274 135.4795 135.4274 135.4274 135.4795
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321803 170962 -68278 -60244 295392 -580222
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": 1736331300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759688128923,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "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": [
        [
            62989.2522053862,
            42685.700236096,
            20303.5519692902,
            46060.8962291807,
            56655.3354683486,
            -10594.4392391679
        ],
        [
            62.989252,
            42.6857,
            20.303552,
            46.060896,
            56.655335,
            -10.594439
        ],
        [
            0.453454,
            0.30729,
            0.146163,
            0.273105,
            0.323666,
            -0.080586
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47384,
            -38743,
            -35748,
            -83302,
            -33430,
            -66919
        ],
        [
            1.232982,
            1.330949,
            1.143608,
            1.139796,
            1.421915,
            0.945727
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            115,
            55,
            60,
            115,
            55,
            60
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            61.170213,
            58.510638,
            63.829787,
            61.170213,
            58.510638,
            63.829787
        ],
        [
            0.782675,
            0.943764,
            0.648044,
            0.723522,
            1.008267,
            0.535912
        ],
        [
            28590,
            28590,
            9889,
            22877,
            22877,
            10175
        ],
        [
            -23548,
            -17829,
            -23548,
            -44456,
            -13514,
            -44456
        ],
        [
            69,
            72,
            67,
            69,
            72,
            67
        ],
        [
            56,
            57,
            55,
            56,
            57,
            55
        ],
        [
            91,
            93,
            88,
            91,
            93,
            88
        ],
        [
            13144,
            6791,
            6353,
            13144,
            6791,
            6353
        ],
        [
            135.427418,
            135.427418,
            135.479501,
            135.427418,
            135.427418,
            135.479501
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321803,
            170962,
            -68278,
            -60244,
            295392,
            -580222
        ]
    ]
}
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": 1736331300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759688128923,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "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)