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Trade: EOS/USDT/15/KCL/PWMA/2522

Strategy
EOS/USDT/15/KCL/PWMA/2522
Pair
EOS_USDT
Interval
15m
Score
569830
Daily Profit
0.362545
Profit Factor
3.837592
Profitability
68.571429
Streak
132.886643
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 14:46
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 127667.2481 77306.0879 50361.1602 190954.7328 125312.8438 65641.889
Total P&L (%) 127.6672 77.3061 50.3612 190.9547 125.3128 65.6419
Avg Daily Profit (%) 0.9191 0.5565 0.3625 0.7718 0.5865 0.364
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35702 -44541 -8005 -38896 -51043 -24141
Profit Factor 2.0995 1.7859 3.8376 2.0887 1.8973 2.8369
Total Trades 69 34 35 69 34 35
Winning Trades 45 21 24 45 21 24
Losing Trades 24 13 11 24 13 11
Profitability (%) 65.2174 61.7647 68.5714 65.2174 61.7647 68.5714
Ratio Avg Win / Avg Loss 1.1197 1.1056 1.7589 1.114 1.1745 1.3002
Largest Winning Trade 30131 30131 11116 37952 37952 18697
Largest Losing Trade -18655 -18655 -8005 -25240 -25240 -24141
Avg Bars in Trades 170 310 34 170 310 34
Avg Bars in Winners 149 281 34 149 281 34
Avg Bars in Losers 209 358 34 209 358 34
Bars Traded 11778 10573 1205 11778 10573 1205
Profit Streak 132.8866 133.1887 132.8866 132.8866 133.1887 132.8866
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89114 476616 569830 -89480 493578 511959

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": 1736394300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758887205948,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 152,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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": [
        [
            127667.2481062333,
            77306.0878603223,
            50361.160245911,
            190954.7328122113,
            125312.8438450305,
            65641.8889671807
        ],
        [
            127.667248,
            77.306088,
            50.36116,
            190.954733,
            125.312844,
            65.641889
        ],
        [
            0.919064,
            0.556519,
            0.362545,
            0.771805,
            0.586494,
            0.363959
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35702,
            -44541,
            -8005,
            -38896,
            -51043,
            -24141
        ],
        [
            2.099486,
            1.78589,
            3.837592,
            2.088712,
            1.897273,
            2.836886
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            65.217391,
            61.764706,
            68.571429,
            65.217391,
            61.764706,
            68.571429
        ],
        [
            1.119726,
            1.105551,
            1.758896,
            1.11398,
            1.174502,
            1.300239
        ],
        [
            30131,
            30131,
            11116,
            37952,
            37952,
            18697
        ],
        [
            -18655,
            -18655,
            -8005,
            -25240,
            -25240,
            -24141
        ],
        [
            170,
            310,
            34,
            170,
            310,
            34
        ],
        [
            149,
            281,
            34,
            149,
            281,
            34
        ],
        [
            209,
            358,
            34,
            209,
            358,
            34
        ],
        [
            11778,
            10573,
            1205,
            11778,
            10573,
            1205
        ],
        [
            132.886643,
            133.188726,
            132.886643,
            132.886643,
            133.188726,
            132.886643
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89114,
            476616,
            569830,
            -89480,
            493578,
            511959
        ]
    ]
}
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": 1736394300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758887205948,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 152,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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)