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Trade: EOS/USDT/15/PWMA/KCL/6532

Strategy
EOS/USDT/15/PWMA/KCL/6532
Pair
EOS_USDT
Interval
15m
Score
325365
Daily Profit
0.356226
Profit Factor
1.263833
Profitability
68.279570
Streak
133.941668
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-29 23:51
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 49483.4181 32856.2633 16627.1548 35850.2746 34995.7301 854.5445
Total P&L (%) 49.4834 32.8563 16.6272 35.8503 34.9957 0.8545
Avg Daily Profit (%) 0.3562 0.2365 0.1197 0.2208 0.2163 0.0061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37890 -17232 -50052 -54887 -19770 -69545
Profit Factor 1.2638 1.4688 1.1415 1.1602 1.4355 1.006
Total Trades 186 93 93 186 93 93
Winning Trades 127 61 66 127 61 66
Losing Trades 59 32 27 59 32 27
Profitability (%) 68.2796 65.5914 70.9677 68.2796 65.5914 70.9677
Ratio Avg Win / Avg Loss 0.5871 0.7705 0.467 0.539 0.7531 0.4115
Largest Winning Trade 10285 10285 8703 12144 12144 9589
Largest Losing Trade -26453 -17232 -26453 -33139 -19770 -33139
Avg Bars in Trades 70 29 110 70 29 110
Avg Bars in Winners 41 19 62 41 19 62
Avg Bars in Losers 131 49 227 131 49 227
Bars Traded 13034 2772 10262 13034 2772 10262
Profit Streak 133.9417 133.9417 133.9729 133.9417 133.9417 133.9729
Trades During Streak 16 8 8 16 8 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325365 235034 -106422 -37468 228320 -563631
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": 1736412300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759179060121,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            49483.4181411792,
            32856.2633125402,
            16627.1548286389,
            35850.2745646668,
            34995.730113367,
            854.5444512997
        ],
        [
            49.483418,
            32.856263,
            16.627155,
            35.850275,
            34.99573,
            0.854544
        ],
        [
            0.356226,
            0.236529,
            0.119697,
            0.220806,
            0.216253,
            0.006126
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37890,
            -17232,
            -50052,
            -54887,
            -19770,
            -69545
        ],
        [
            1.263833,
            1.46881,
            1.141542,
            1.16023,
            1.435528,
            1.00596
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            68.27957,
            65.591398,
            70.967742,
            68.27957,
            65.591398,
            70.967742
        ],
        [
            0.587135,
            0.770523,
            0.466994,
            0.539004,
            0.753064,
            0.411529
        ],
        [
            10285,
            10285,
            8703,
            12144,
            12144,
            9589
        ],
        [
            -26453,
            -17232,
            -26453,
            -33139,
            -19770,
            -33139
        ],
        [
            70,
            29,
            110,
            70,
            29,
            110
        ],
        [
            41,
            19,
            62,
            41,
            19,
            62
        ],
        [
            131,
            49,
            227,
            131,
            49,
            227
        ],
        [
            13034,
            2772,
            10262,
            13034,
            2772,
            10262
        ],
        [
            133.941668,
            133.941668,
            133.972918,
            133.941668,
            133.941668,
            133.972918
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325365,
            235034,
            -106422,
            -37468,
            228320,
            -563631
        ]
    ]
}
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": 1736412300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759179060121,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)