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Trade: EOS/USDT/15/ZLMA/PWMA/8975

Strategy
EOS/USDT/15/ZLMA/PWMA/8975
Pair
EOS_USDT
Interval
15m
Score
534855
Daily Profit
0.740526
Profit Factor
1.593096
Profitability
68.939394
Streak
131.352580
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-29 18:42
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 102866.4028 58548.8367 44317.5661 120339.3345 85667.1416 34672.1929
Total P&L (%) 102.8664 58.5488 44.3176 120.3393 85.6671 34.6722
Avg Daily Profit (%) 0.7405 0.4215 0.319 0.5703 0.4465 0.2145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35460 -21939 -33368 -51201 -20699 -61606
Profit Factor 1.5931 1.8059 1.4397 1.5438 2.0957 1.2423
Total Trades 132 66 66 132 66 66
Winning Trades 91 46 45 91 46 45
Losing Trades 41 20 21 41 20 21
Profitability (%) 68.9394 69.697 68.1818 68.9394 69.697 68.1818
Ratio Avg Win / Avg Loss 0.7178 0.7852 0.6719 0.6956 0.9112 0.5797
Largest Winning Trade 13830 13830 12349 16626 16626 15286
Largest Losing Trade -32717 -16323 -32717 -48467 -15346 -48467
Avg Bars in Trades 98 98 98 98 98 98
Avg Bars in Winners 79 80 78 79 80 78
Avg Bars in Losers 139 138 140 139 138 140
Bars Traded 12968 6490 6478 12968 6490 6478
Profit Streak 131.3526 131.3526 132.0713 131.3526 131.3526 132.0713
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 534855 -113050 -116182 471651 -111514 -119139
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": 1736416800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759160562931,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "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": [
        [
            102866.4027975606,
            58548.836693972,
            44317.5661035888,
            120339.3344941941,
            85667.141559612,
            34672.1929345822
        ],
        [
            102.866403,
            58.548837,
            44.317566,
            120.339334,
            85.667142,
            34.672193
        ],
        [
            0.740526,
            0.421488,
            0.319038,
            0.570333,
            0.446451,
            0.214522
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35460,
            -21939,
            -33368,
            -51201,
            -20699,
            -61606
        ],
        [
            1.593096,
            1.805876,
            1.439714,
            1.543837,
            2.095733,
            1.242301
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            68.939394,
            69.69697,
            68.181818,
            68.939394,
            69.69697,
            68.181818
        ],
        [
            0.717769,
            0.785164,
            0.671867,
            0.695575,
            0.911188,
            0.57974
        ],
        [
            13830,
            13830,
            12349,
            16626,
            16626,
            15286
        ],
        [
            -32717,
            -16323,
            -32717,
            -48467,
            -15346,
            -48467
        ],
        [
            98,
            98,
            98,
            98,
            98,
            98
        ],
        [
            79,
            80,
            78,
            79,
            80,
            78
        ],
        [
            139,
            138,
            140,
            139,
            138,
            140
        ],
        [
            12968,
            6490,
            6478,
            12968,
            6490,
            6478
        ],
        [
            131.35258,
            131.35258,
            132.07133,
            131.35258,
            131.35258,
            132.07133
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534855,
            -113050,
            -116182,
            471651,
            -111514,
            -119139
        ]
    ]
}
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": 1736416800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759160562931,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "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)