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Trade: EOS/USDT/720/HWMA/JMA/4992

Strategy
EOS/USDT/720/HWMA/JMA/4992
Pair
EOS_USDT
Interval
12h
Score
491999
Daily Profit
0.167196
Profit Factor
2.044638
Profitability
74.213836
Streak
169.232567
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-10-04 08:34
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 397676.7044 148365.5225 249311.1819 1594525.0678 -1019006.496 2613531.5637
Total P&L (%) 397.6767 148.3655 249.3112 1594.5251 -1019.0065 2613.5316
Avg Daily Profit (%) 0.1672 0.0624 0.1048 0.1191 0 0.1389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69814 -109828 -36690 -3057580 -4028427 -641434
Profit Factor 2.0446 1.625 2.7397 1.1754 0.827 1.8167
Total Trades 159 80 79 159 80 79
Winning Trades 118 60 58 118 60 58
Losing Trades 41 20 21 41 20 21
Profitability (%) 74.2138 75 73.4177 74.2138 75 73.4177
Ratio Avg Win / Avg Loss 0.7104 0.5417 0.992 0.4084 0.2757 0.6578
Largest Winning Trade 50072 37696 50072 654087 496911 654087
Largest Losing Trade -41070 -41070 -29642 -1521532 -1521532 -603964
Avg Bars in Trades 26 30 22 26 30 22
Avg Bars in Winners 13 11 15 13 11 15
Avg Bars in Losers 64 88 41 64 88 41
Bars Traded 4250 2453 1797 4250 2453 1797
Profit Streak 169.2326 169.2326 244.2326 169.2326 169.2326 244.2326
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491999 -124695 -72611 -57693 -596136 -28568
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": 1553212800000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759556093834,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3671,
            "nb": 0.79537,
            "nc": 0.64886
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "offset": 132
        }
    }
}
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": [
        [
            397676.7043566186,
            148365.5224963637,
            249311.1818602546,
            1594525.0677504572,
            -1019006.495965417,
            2613531.563715874
        ],
        [
            397.676704,
            148.365522,
            249.311182,
            1594.525068,
            -1019.006496,
            2613.531564
        ],
        [
            0.167196,
            0.062378,
            0.104819,
            0.119053,
            0,
            0.138874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69814,
            -109828,
            -36690,
            -3057580,
            -4028427,
            -641434
        ],
        [
            2.044638,
            1.625026,
            2.739676,
            1.175396,
            0.827022,
            1.816728
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            74.213836,
            75,
            73.417722,
            74.213836,
            75,
            73.417722
        ],
        [
            0.710425,
            0.541675,
            0.991952,
            0.4084,
            0.275674,
            0.657781
        ],
        [
            50072,
            37696,
            50072,
            654087,
            496911,
            654087
        ],
        [
            -41070,
            -41070,
            -29642,
            -1521532,
            -1521532,
            -603964
        ],
        [
            26,
            30,
            22,
            26,
            30,
            22
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            64,
            88,
            41,
            64,
            88,
            41
        ],
        [
            4250,
            2453,
            1797,
            4250,
            2453,
            1797
        ],
        [
            169.232567,
            169.232567,
            244.232567,
            169.232567,
            169.232568,
            244.232568
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491999,
            -124695,
            -72611,
            -57693,
            -596136,
            -28568
        ]
    ]
}
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": 1553212800000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759556093834,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3671,
            "nb": 0.79537,
            "nc": 0.64886
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "offset": 132
        }
    }
}

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)