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Trade: EOS/USDT/15/MIDPRICE/ALMA/2676

Strategy
EOS/USDT/15/MIDPRICE/ALMA/2676
Pair
EOS_USDT
Interval
15m
Score
307298
Daily Profit
0.388752
Profit Factor
1.266119
Profitability
65.289256
Streak
153.082821
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-11 16:14
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 54001.5841 39645.3532 14356.2309 30681.9421 32592.2307 -1910.2886
Total P&L (%) 54.0016 39.6454 14.3562 30.6819 32.5922 -1.9103
Avg Daily Profit (%) 0.3888 0.2854 0.1033 0.1928 0.2033 -0.0139
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44076 -27378 -45748 -45883 -26684 -50631
Profit Factor 1.2661 1.4915 1.1174 1.1556 1.4231 0.9841
Total Trades 121 61 60 121 61 60
Winning Trades 79 41 38 79 41 38
Losing Trades 42 20 22 42 20 22
Profitability (%) 65.2893 67.2131 63.3333 65.2893 67.2131 63.3333
Ratio Avg Win / Avg Loss 0.6731 0.7276 0.6469 0.6144 0.6942 0.5697
Largest Winning Trade 13128 13128 12707 10363 10363 9738
Largest Losing Trade -32464 -23079 -32464 -29327 -22588 -29327
Avg Bars in Trades 108 105 111 108 105 111
Avg Bars in Winners 87 88 84 87 88 84
Avg Bars in Losers 148 139 157 148 139 157
Bars Traded 13129 6435 6694 13129 6435 6694
Profit Streak 153.0828 160.4995 153.0828 153.0828 160.4995 153.0828
Trades During Streak 13 9 6 13 9 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307298 -154016 -346084 -44406 -155764 -748568
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": 1736356500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760188455715,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "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": [
        [
            54001.584092524,
            39645.3532018209,
            14356.230890703,
            30681.9420589408,
            32592.230692641,
            -1910.2886337003
        ],
        [
            54.001584,
            39.645353,
            14.356231,
            30.681942,
            32.592231,
            -1.910289
        ],
        [
            0.388752,
            0.285403,
            0.103349,
            0.192826,
            0.203293,
            -0.013884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44076,
            -27378,
            -45748,
            -45883,
            -26684,
            -50631
        ],
        [
            1.266119,
            1.49154,
            1.117417,
            1.155564,
            1.423074,
            0.984107
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            65.289256,
            67.213115,
            63.333333,
            65.289256,
            67.213115,
            63.333333
        ],
        [
            0.673127,
            0.727581,
            0.646926,
            0.61435,
            0.694183,
            0.569746
        ],
        [
            13128,
            13128,
            12707,
            10363,
            10363,
            9738
        ],
        [
            -32464,
            -23079,
            -32464,
            -29327,
            -22588,
            -29327
        ],
        [
            108,
            105,
            111,
            108,
            105,
            111
        ],
        [
            87,
            88,
            84,
            87,
            88,
            84
        ],
        [
            148,
            139,
            157,
            148,
            139,
            157
        ],
        [
            13129,
            6435,
            6694,
            13129,
            6435,
            6694
        ],
        [
            153.082821,
            160.499487,
            153.082821,
            153.082821,
            160.499487,
            153.082821
        ],
        [
            13,
            9,
            6,
            13,
            9,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307298,
            -154016,
            -346084,
            -44406,
            -155764,
            -748568
        ]
    ]
}
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": 1736356500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760188455715,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "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)