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Trade: EOS/USDT/15/LINREG/ZLMA/9887

Strategy
EOS/USDT/15/LINREG/ZLMA/9887
Pair
EOS_USDT
Interval
15m
Score
340938
Daily Profit
0.479029
Profit Factor
1.297746
Profitability
63.865546
Streak
132.094545
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 03:16
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 66541.9602 45356.201 21185.7592 46894.448 43699.2617 3195.1863
Total P&L (%) 66.542 45.3562 21.1858 46.8944 43.6993 3.1952
Avg Daily Profit (%) 0.479 0.3265 0.1525 0.2772 0.2613 0.0226
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52438 -32523 -40097 -44620 -23253 -32776
Profit Factor 1.2977 1.45 1.1727 1.2476 1.5643 1.0285
Total Trades 119 60 59 119 60 59
Winning Trades 76 38 38 76 38 38
Losing Trades 43 22 21 43 22 21
Profitability (%) 63.8655 63.3333 64.4068 63.8655 63.3333 64.4068
Ratio Avg Win / Avg Loss 0.7343 0.8395 0.6481 0.7059 0.9056 0.5684
Largest Winning Trade 15012 15012 13860 13577 13577 10757
Largest Losing Trade -28783 -21027 -28783 -27767 -13806 -27767
Avg Bars in Trades 106 102 111 106 102 111
Avg Bars in Winners 81 73 89 81 73 89
Avg Bars in Losers 152 152 152 152 152 152
Bars Traded 12715 6130 6585 12715 6130 6585
Profit Streak 132.0945 132.0945 139.6466 132.0945 132.0945 139.6466
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340938 -162374 -206348 218159 -162380 -694411
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": 1736438400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759536968685,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "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": [
        [
            66541.9601797231,
            45356.2010207201,
            21185.759159003,
            46894.4480106629,
            43699.2617242621,
            3195.1862864007
        ],
        [
            66.54196,
            45.356201,
            21.185759,
            46.894448,
            43.699262,
            3.195186
        ],
        [
            0.479029,
            0.326515,
            0.152514,
            0.277213,
            0.261339,
            0.022645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52438,
            -32523,
            -40097,
            -44620,
            -23253,
            -32776
        ],
        [
            1.297746,
            1.449996,
            1.172672,
            1.247554,
            1.564292,
            1.028531
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            63.865546,
            63.333333,
            64.40678,
            63.865546,
            63.333333,
            64.40678
        ],
        [
            0.734251,
            0.839471,
            0.648056,
            0.705853,
            0.905643,
            0.568399
        ],
        [
            15012,
            15012,
            13860,
            13577,
            13577,
            10757
        ],
        [
            -28783,
            -21027,
            -28783,
            -27767,
            -13806,
            -27767
        ],
        [
            106,
            102,
            111,
            106,
            102,
            111
        ],
        [
            81,
            73,
            89,
            81,
            73,
            89
        ],
        [
            152,
            152,
            152,
            152,
            152,
            152
        ],
        [
            12715,
            6130,
            6585,
            12715,
            6130,
            6585
        ],
        [
            132.094545,
            132.094545,
            139.646628,
            132.094545,
            132.094545,
            139.646628
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340938,
            -162374,
            -206348,
            218159,
            -162380,
            -694411
        ]
    ]
}
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": 1736438400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759536968685,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "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)