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Trade: EOS/USDT/15/HMA/MIDPRICE/2008

Strategy
EOS/USDT/15/HMA/MIDPRICE/2008
Pair
EOS_USDT
Interval
15m
Score
376062
Daily Profit
0.837971
Profit Factor
1.274133
Profitability
38.135593
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 15:38
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 116402.5237 68046.5329 48355.9909 153364.5206 103261.0425 50103.4782
Total P&L (%) 116.4025 68.0465 48.356 153.3645 103.261 50.1035
Avg Daily Profit (%) 0.838 0.4899 0.3481 0.6715 0.5119 0.2928
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40341 -20258 -38319 -72045 -32305 -67517
Profit Factor 1.2741 1.3238 1.2255 1.2326 1.3182 1.1496
Total Trades 472 236 236 472 236 236
Winning Trades 180 89 91 180 89 91
Losing Trades 292 147 145 292 147 145
Profitability (%) 38.1356 37.7119 38.5593 38.1356 37.7119 38.5593
Ratio Avg Win / Avg Loss 2.0669 2.1865 1.9527 1.9995 2.1773 1.8318
Largest Winning Trade 22545 22545 17072 39184 39184 23523
Largest Losing Trade -4981 -4981 -4965 -11760 -8757 -11760
Avg Bars in Trades 27 27 28 27 27 28
Avg Bars in Winners 48 50 47 48 50 47
Avg Bars in Losers 14 13 16 14 13 16
Bars Traded 13149 6508 6641 13149 6508 6641
Profit Streak 0 125.5683 0 0 125.5683 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376062 235797 113458 316190 236051 -53055
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": 1736361000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758976701750,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 6,
            "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": [
        [
            116402.5237406421,
            68046.5328599671,
            48355.990880675,
            153364.5206156631,
            103261.0424539751,
            50103.4781616879
        ],
        [
            116.402524,
            68.046533,
            48.355991,
            153.364521,
            103.261042,
            50.103478
        ],
        [
            0.837971,
            0.489861,
            0.34811,
            0.671497,
            0.511939,
            0.292815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40341,
            -20258,
            -38319,
            -72045,
            -32305,
            -67517
        ],
        [
            1.274133,
            1.323783,
            1.225479,
            1.232561,
            1.318204,
            1.149587
        ],
        [
            472,
            236,
            236,
            472,
            236,
            236
        ],
        [
            180,
            89,
            91,
            180,
            89,
            91
        ],
        [
            292,
            147,
            145,
            292,
            147,
            145
        ],
        [
            38.135593,
            37.711864,
            38.559322,
            38.135593,
            37.711864,
            38.559322
        ],
        [
            2.066927,
            2.186473,
            1.952686,
            1.999488,
            2.177258,
            1.831759
        ],
        [
            22545,
            22545,
            17072,
            39184,
            39184,
            23523
        ],
        [
            -4981,
            -4981,
            -4965,
            -11760,
            -8757,
            -11760
        ],
        [
            27,
            27,
            28,
            27,
            27,
            28
        ],
        [
            48,
            50,
            47,
            48,
            50,
            47
        ],
        [
            14,
            13,
            16,
            14,
            13,
            16
        ],
        [
            13149,
            6508,
            6641,
            13149,
            6508,
            6641
        ],
        [
            0,
            125.568307,
            0,
            0,
            125.568307,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376062,
            235797,
            113458,
            316190,
            236051,
            -53055
        ]
    ]
}
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": 1736361000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758976701750,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 6,
            "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)