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Trade: EOS/USDT/15/MIDPRICE/SINWMA/2142

Strategy
EOS/USDT/15/MIDPRICE/SINWMA/2142
Pair
EOS_USDT
Interval
15m
Score
551858
Daily Profit
0.718332
Profit Factor
1.562250
Profitability
72.580645
Streak
146.671136
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-10 00:21
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 99783.5017 59746.579 40036.9227 109441.1059 82210.2246 27230.8813
Total P&L (%) 99.7835 59.7466 40.0369 109.4411 82.2102 27.2309
Avg Daily Profit (%) 0.7183 0.4301 0.2882 0.5336 0.4329 0.1735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41904 -27836 -46947 -51691 -24147 -56999
Profit Factor 1.5623 1.877 1.3661 1.503 2.1599 1.1856
Total Trades 124 62 62 124 62 62
Winning Trades 90 42 48 90 42 48
Losing Trades 34 20 14 34 20 14
Profitability (%) 72.5806 67.7419 77.4194 72.5806 67.7419 77.4194
Ratio Avg Win / Avg Loss 0.5902 0.8938 0.3985 0.5678 1.0285 0.3458
Largest Winning Trade 13994 10377 13994 16014 11796 16014
Largest Losing Trade -32666 -16983 -32666 -46708 -15049 -46708
Avg Bars in Trades 104 98 110 104 98 110
Avg Bars in Winners 86 85 87 86 85 87
Avg Bars in Losers 152 127 187 152 127 187
Bars Traded 12955 6127 6828 12955 6127 6828
Profit Streak 146.6711 146.6711 151.4316 146.6711 146.6711 151.4316
Trades During Streak 8 4 7 8 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 551858 -142589 -145956 481986 -139670 -164909
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": 1736377200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760044886133,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 168,
            "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": [
        [
            99783.5017172433,
            59746.5789778964,
            40036.9227393468,
            109441.1058658149,
            82210.2245672944,
            27230.8812985207
        ],
        [
            99.783502,
            59.746579,
            40.036923,
            109.441106,
            82.210225,
            27.230881
        ],
        [
            0.718332,
            0.43011,
            0.288222,
            0.533614,
            0.432862,
            0.173524
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41904,
            -27836,
            -46947,
            -51691,
            -24147,
            -56999
        ],
        [
            1.56225,
            1.877034,
            1.366141,
            1.502997,
            2.159934,
            1.185619
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            72.580645,
            67.741935,
            77.419355,
            72.580645,
            67.741935,
            77.419355
        ],
        [
            0.590183,
            0.893826,
            0.398458,
            0.567799,
            1.02854,
            0.345806
        ],
        [
            13994,
            10377,
            13994,
            16014,
            11796,
            16014
        ],
        [
            -32666,
            -16983,
            -32666,
            -46708,
            -15049,
            -46708
        ],
        [
            104,
            98,
            110,
            104,
            98,
            110
        ],
        [
            86,
            85,
            87,
            86,
            85,
            87
        ],
        [
            152,
            127,
            187,
            152,
            127,
            187
        ],
        [
            12955,
            6127,
            6828,
            12955,
            6127,
            6828
        ],
        [
            146.671136,
            146.671136,
            151.431552,
            146.671136,
            146.671136,
            151.431552
        ],
        [
            8,
            4,
            7,
            8,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551858,
            -142589,
            -145956,
            481986,
            -139670,
            -164909
        ]
    ]
}
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": 1736377200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760044886133,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 168,
            "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)