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Trade: EOS/USDT/15/KCL/SWMA/7217

Strategy
EOS/USDT/15/KCL/SWMA/7217
Pair
EOS_USDT
Interval
15m
Score
336857
Daily Profit
0.529622
Profit Factor
1.385432
Profitability
61.206897
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 03:47
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 73569.7888 43315.5513 30254.2375 73103.4129 50230.1047 22873.3082
Total P&L (%) 73.5698 43.3156 30.2542 73.1034 50.2301 22.8733
Avg Daily Profit (%) 0.5296 0.3118 0.2178 0.3958 0.2934 0.1484
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32685 -34682 -22255 -48248 -40652 -44955
Profit Factor 1.3854 1.3429 1.4686 1.2633 1.2874 1.2224
Total Trades 116 58 58 116 58 58
Winning Trades 71 33 38 71 33 38
Losing Trades 45 25 20 45 25 20
Profitability (%) 61.2069 56.8966 65.5172 61.2069 56.8966 65.5172
Ratio Avg Win / Avg Loss 0.8781 1.0174 0.7729 0.8007 0.9753 0.6434
Largest Winning Trade 17906 17906 8932 29278 29278 12591
Largest Losing Trade -18173 -18173 -17852 -35532 -26992 -35532
Avg Bars in Trades 113 168 58 113 168 58
Avg Bars in Winners 83 126 46 83 126 46
Avg Bars in Losers 160 223 81 160 223 81
Bars Traded 13146 9764 3382 13146 9764 3382
Profit Streak 0 0 133.0226 0 0 133.0226
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336857 -173947 -174341 268815 -175501 -180449
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": 1736358300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758934049904,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "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": [
        [
            73569.7887867673,
            43315.5513137529,
            30254.2374730144,
            73103.4129409034,
            50230.1047289591,
            22873.3082119442
        ],
        [
            73.569789,
            43.315551,
            30.254237,
            73.103413,
            50.230105,
            22.873308
        ],
        [
            0.529622,
            0.311825,
            0.217797,
            0.395799,
            0.293424,
            0.148396
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32685,
            -34682,
            -22255,
            -48248,
            -40652,
            -44955
        ],
        [
            1.385432,
            1.342922,
            1.468601,
            1.263318,
            1.287379,
            1.222424
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            61.206897,
            56.896552,
            65.517241,
            61.206897,
            56.896552,
            65.517241
        ],
        [
            0.878091,
            1.017365,
            0.772948,
            0.800695,
            0.975287,
            0.643381
        ],
        [
            17906,
            17906,
            8932,
            29278,
            29278,
            12591
        ],
        [
            -18173,
            -18173,
            -17852,
            -35532,
            -26992,
            -35532
        ],
        [
            113,
            168,
            58,
            113,
            168,
            58
        ],
        [
            83,
            126,
            46,
            83,
            126,
            46
        ],
        [
            160,
            223,
            81,
            160,
            223,
            81
        ],
        [
            13146,
            9764,
            3382,
            13146,
            9764,
            3382
        ],
        [
            0,
            0,
            133.022568,
            0,
            0,
            133.022568
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336857,
            -173947,
            -174341,
            268815,
            -175501,
            -180449
        ]
    ]
}
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": 1736358300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758934049904,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "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)