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Trade: EOS/USDT/15/SWMA/WMA/8422

Strategy
EOS/USDT/15/SWMA/WMA/8422
Pair
EOS_USDT
Interval
15m
Score
406663
Daily Profit
0.644444
Profit Factor
1.409012
Profitability
63.025210
Streak
137.732274
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-08 07:04
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 89519.6898 53708.9516 35810.7382 88011.0518 63647.3643 24363.6875
Total P&L (%) 89.5197 53.709 35.8107 88.0111 63.6474 24.3637
Avg Daily Profit (%) 0.6444 0.3866 0.2578 0.4555 0.3552 0.1571
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42567 -32073 -30807 -51100 -32944 -44265
Profit Factor 1.409 1.6318 1.2675 1.3408 1.6919 1.1466
Total Trades 119 59 60 119 59 60
Winning Trades 75 38 37 75 38 37
Losing Trades 44 21 23 44 21 23
Profitability (%) 63.0252 64.4068 61.6667 63.0252 64.4068 61.6667
Ratio Avg Win / Avg Loss 0.8266 0.9018 0.7879 0.7866 0.935 0.7127
Largest Winning Trade 17965 17965 16585 20284 20284 15282
Largest Losing Trade -28397 -19509 -28397 -37847 -22027 -37847
Avg Bars in Trades 107 105 110 107 105 110
Avg Bars in Winners 98 99 97 98 99 97
Avg Bars in Losers 123 115 131 123 115 131
Bars Traded 12810 6206 6604 12810 6206 6604
Profit Streak 137.7323 0 137.8573 137.7323 0 137.8573
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406663 -168152 -165139 333534 -167641 -226580
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": 1736444700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759896268467,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 243,
            "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": [
        [
            89519.6897928232,
            53708.9516415859,
            35810.7381512374,
            88011.0518005207,
            63647.3642883589,
            24363.6875121618
        ],
        [
            89.51969,
            53.708952,
            35.810738,
            88.011052,
            63.647364,
            24.363688
        ],
        [
            0.644444,
            0.386646,
            0.257798,
            0.455523,
            0.355207,
            0.157088
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42567,
            -32073,
            -30807,
            -51100,
            -32944,
            -44265
        ],
        [
            1.409012,
            1.631759,
            1.267538,
            1.340837,
            1.691933,
            1.146562
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            63.02521,
            64.40678,
            61.666667,
            63.02521,
            64.40678,
            61.666667
        ],
        [
            0.826621,
            0.901762,
            0.787929,
            0.786625,
            0.935016,
            0.712727
        ],
        [
            17965,
            17965,
            16585,
            20284,
            20284,
            15282
        ],
        [
            -28397,
            -19509,
            -28397,
            -37847,
            -22027,
            -37847
        ],
        [
            107,
            105,
            110,
            107,
            105,
            110
        ],
        [
            98,
            99,
            97,
            98,
            99,
            97
        ],
        [
            123,
            115,
            131,
            123,
            115,
            131
        ],
        [
            12810,
            6206,
            6604,
            12810,
            6206,
            6604
        ],
        [
            137.732274,
            0,
            137.857274,
            137.732274,
            0,
            137.857274
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406663,
            -168152,
            -165139,
            333534,
            -167641,
            -226580
        ]
    ]
}
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": 1736444700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759896268467,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 243,
            "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)