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Trade: EOS/USDT/15/ZLMA/JMA/5783

Strategy
EOS/USDT/15/ZLMA/JMA/5783
Pair
EOS_USDT
Interval
15m
Score
317066
Daily Profit
0.571489
Profit Factor
1.249512
Profitability
46.640316
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 20:31
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 79385.4721 49334.8268 30050.6453 78151.5706 56701.9384 21449.6322
Total P&L (%) 79.3855 49.3348 30.0506 78.1516 56.7019 21.4496
Avg Daily Profit (%) 0.5715 0.3552 0.2163 0.4166 0.3239 0.14
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56366 -19396 -53041 -97631 -29749 -91482
Profit Factor 1.2495 1.3218 1.1823 1.1639 1.2524 1.0851
Total Trades 253 126 127 253 126 127
Winning Trades 118 60 58 118 60 58
Losing Trades 135 66 69 135 66 69
Profitability (%) 46.6403 47.619 45.6693 46.6403 47.619 45.6693
Ratio Avg Win / Avg Loss 1.4295 1.4539 1.4065 1.3316 1.3776 1.2909
Largest Winning Trade 21055 21055 13891 30891 30891 21725
Largest Losing Trade -14555 -11121 -14555 -23555 -16053 -23555
Avg Bars in Trades 51 52 50 51 52 50
Avg Bars in Winners 63 66 60 63 66 60
Avg Bars in Losers 41 39 42 41 39 42
Bars Traded 13052 6585 6467 13052 6585 6467
Profit Streak 0 132.6468 0 0 132.6468 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317066 194870 -19013 -32516 188195 -142690
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": 1736337600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759599087221,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "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": [
        [
            79385.4721169079,
            49334.8268371719,
            30050.6452797361,
            78151.5706047276,
            56701.938368538,
            21449.6322361899
        ],
        [
            79.385472,
            49.334827,
            30.050645,
            78.151571,
            56.701938,
            21.449632
        ],
        [
            0.571489,
            0.355157,
            0.216332,
            0.416577,
            0.32388,
            0.139994
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56366,
            -19396,
            -53041,
            -97631,
            -29749,
            -91482
        ],
        [
            1.249512,
            1.321755,
            1.182311,
            1.163912,
            1.252365,
            1.085081
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            135,
            66,
            69,
            135,
            66,
            69
        ],
        [
            46.640316,
            47.619048,
            45.669291,
            46.640316,
            47.619048,
            45.669291
        ],
        [
            1.429527,
            1.45393,
            1.406542,
            1.331594,
            1.377601,
            1.290872
        ],
        [
            21055,
            21055,
            13891,
            30891,
            30891,
            21725
        ],
        [
            -14555,
            -11121,
            -14555,
            -23555,
            -16053,
            -23555
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            63,
            66,
            60,
            63,
            66,
            60
        ],
        [
            41,
            39,
            42,
            41,
            39,
            42
        ],
        [
            13052,
            6585,
            6467,
            13052,
            6585,
            6467
        ],
        [
            0,
            132.646843,
            0,
            0,
            132.646843,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317066,
            194870,
            -19013,
            -32516,
            188195,
            -142690
        ]
    ]
}
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": 1736337600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759599087221,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "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)