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Trade: EOS/USDT/720/HWMA/HWMA/3543

Strategy
EOS/USDT/720/HWMA/HWMA/3543
Pair
EOS_USDT
Interval
12h
Score
351706
Daily Profit
0.173211
Profit Factor
1.320043
Profitability
53.992395
Streak
0.000000
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-09-28 21:57
Expiration Time
2025-08-05 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411982.7744 281555.5311 130427.2433 -34425.0585 382713.2951 -417138.3537
Total P&L (%) 411.9828 281.5555 130.4272 -34.4251 382.7133 -417.1384
Avg Daily Profit (%) 0.1732 0.1184 0.0548 -0.0177 0.0662 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135487 -103072 -124084 -610712 -132919 -561013
Profit Factor 1.32 1.471 1.1892 0.9839 1.4722 0.6852
Total Trades 263 132 131 263 132 131
Winning Trades 142 70 72 142 70 72
Losing Trades 121 62 59 121 62 59
Profitability (%) 53.9924 53.0303 54.9618 53.9924 53.0303 54.9618
Ratio Avg Win / Avg Loss 1.1248 1.3029 0.9744 0.8384 1.3039 0.5615
Largest Winning Trade 55039 55039 52830 204494 204494 53934
Largest Losing Trade -93149 -32525 -93149 -403535 -88296 -403535
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 17 18 18 17 18
Bars Traded 4752 2383 2369 4752 2383 2369
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 351706 -33377 -133104 -578606 -102925 -580063
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1542758400000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759085879088,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.32789
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.30684,
            "nb": 0.26135,
            "nc": 0.1
        }
    }
}
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": [
        [
            411982.7743941063,
            281555.531116106,
            130427.2432780007,
            -34425.0585374504,
            382713.2951453549,
            -417138.3536828057
        ],
        [
            411.982774,
            281.555531,
            130.427243,
            -34.425059,
            382.713295,
            -417.138354
        ],
        [
            0.173211,
            0.118375,
            0.054836,
            -0.01774,
            0.066209,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135487,
            -103072,
            -124084,
            -610712,
            -132919,
            -561013
        ],
        [
            1.320043,
            1.471038,
            1.189152,
            0.983881,
            1.472184,
            0.685206
        ],
        [
            263,
            132,
            131,
            263,
            132,
            131
        ],
        [
            142,
            70,
            72,
            142,
            70,
            72
        ],
        [
            121,
            62,
            59,
            121,
            62,
            59
        ],
        [
            53.992395,
            53.030303,
            54.961832,
            53.992395,
            53.030303,
            54.961832
        ],
        [
            1.124826,
            1.302919,
            0.974444,
            0.838377,
            1.303934,
            0.561488
        ],
        [
            55039,
            55039,
            52830,
            204494,
            204494,
            53934
        ],
        [
            -93149,
            -32525,
            -93149,
            -403535,
            -88296,
            -403535
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            4752,
            2383,
            2369,
            4752,
            2383,
            2369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351706,
            -33377,
            -133104,
            -578606,
            -102925,
            -580063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1542758400000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759085879088,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.32789
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.30684,
            "nb": 0.26135,
            "nc": 0.1
        }
    }
}

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)