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Trade: EOS/USDT/15/FWMA/SINWMA/6386

Strategy
EOS/USDT/15/FWMA/SINWMA/6386
Pair
EOS_USDT
Interval
15m
Score
398089
Daily Profit
0.372942
Profit Factor
1.212464
Profitability
80.612245
Streak
129.456993
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-28 18:43
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 51805.3517 31724.1275 20081.2242 30765.1963 27918.5523 2846.644
Total P&L (%) 51.8054 31.7241 20.0812 30.7652 27.9186 2.8466
Avg Daily Profit (%) 0.3729 0.2284 0.1446 0.1933 0.1774 0.0202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48707 -33009 -40438 -53606 -31992 -46172
Profit Factor 1.2125 1.286 1.1511 1.1294 1.274 1.0209
Total Trades 294 147 147 294 147 147
Winning Trades 237 118 119 237 118 119
Losing Trades 57 29 28 57 29 28
Profitability (%) 80.6122 80.2721 80.9524 80.6122 80.2721 80.9524
Ratio Avg Win / Avg Loss 0.2916 0.3161 0.2708 0.2716 0.3131 0.2402
Largest Winning Trade 7959 7056 7959 9549 7907 9549
Largest Losing Trade -29724 -17611 -29724 -31536 -14667 -31536
Avg Bars in Trades 44 43 45 44 43 45
Avg Bars in Winners 20 17 23 20 17 23
Avg Bars in Losers 144 151 136 144 151 136
Bars Traded 13058 6406 6652 13058 6406 6652
Profit Streak 129.457 129.457 134.5716 129.457 129.457 134.5716
Trades During Streak 10 5 13 10 5 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398089 248485 -58922 -70075 217971 -526818
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": 1736386200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759074184208,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 178,
            "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": [
        [
            51805.351686691,
            31724.1274664041,
            20081.2242202869,
            30765.1962971611,
            27918.5523464776,
            2846.6439506834
        ],
        [
            51.805352,
            31.724127,
            20.081224,
            30.765196,
            27.918552,
            2.846644
        ],
        [
            0.372942,
            0.228379,
            0.144563,
            0.193285,
            0.177411,
            0.020209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48707,
            -33009,
            -40438,
            -53606,
            -31992,
            -46172
        ],
        [
            1.212464,
            1.286026,
            1.15108,
            1.129371,
            1.273969,
            1.020946
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            80.612245,
            80.272109,
            80.952381,
            80.612245,
            80.272109,
            80.952381
        ],
        [
            0.291605,
            0.316057,
            0.270842,
            0.271621,
            0.313094,
            0.240223
        ],
        [
            7959,
            7056,
            7959,
            9549,
            7907,
            9549
        ],
        [
            -29724,
            -17611,
            -29724,
            -31536,
            -14667,
            -31536
        ],
        [
            44,
            43,
            45,
            44,
            43,
            45
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            144,
            151,
            136,
            144,
            151,
            136
        ],
        [
            13058,
            6406,
            6652,
            13058,
            6406,
            6652
        ],
        [
            129.456993,
            129.456993,
            134.571576,
            129.456993,
            129.456993,
            134.571576
        ],
        [
            10,
            5,
            13,
            10,
            5,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398089,
            248485,
            -58922,
            -70075,
            217971,
            -526818
        ]
    ]
}
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": 1736386200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759074184208,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 178,
            "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)