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Trade: EOS/USDT/15/ZLMA/WMA/3669

Strategy
EOS/USDT/15/ZLMA/WMA/3669
Pair
EOS_USDT
Interval
15m
Score
331480
Daily Profit
0.448549
Profit Factor
1.323377
Profitability
55.238095
Streak
141.891023
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-12 14:08
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 62307.8798 37884.5934 24423.2864 49440.5234 42945.9868 6494.5366
Total P&L (%) 62.3079 37.8846 24.4233 49.4405 42.946 6.4945
Avg Daily Profit (%) 0.4485 0.2727 0.1758 0.2896 0.2575 0.0453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35946 -19982 -31335 -50857 -23377 -46689
Profit Factor 1.3234 1.4283 1.2343 1.1925 1.3918 1.0441
Total Trades 105 52 53 105 52 53
Winning Trades 58 27 31 58 27 31
Losing Trades 47 25 22 47 25 22
Profitability (%) 55.2381 51.9231 58.4906 55.2381 51.9231 58.4906
Ratio Avg Win / Avg Loss 1.0724 1.3225 0.876 0.9664 1.2887 0.741
Largest Winning Trade 17185 17185 11453 26304 26304 11410
Largest Losing Trade -30566 -19800 -30566 -45318 -23206 -45318
Avg Bars in Trades 120 123 117 120 123 117
Avg Bars in Winners 106 113 99 106 113 99
Avg Bars in Losers 138 134 142 138 134 142
Bars Traded 12643 6422 6221 12643 6422 6221
Profit Streak 141.891 0 142.1619 141.891 0 142.1619
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331480 -174887 -178674 -3639 -174789 -651989
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": 1736381700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760267284420,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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": [
        [
            62307.8797945608,
            37884.5934109615,
            24423.2863835992,
            49440.5233579562,
            42945.9867846337,
            6494.5365733225
        ],
        [
            62.30788,
            37.884593,
            24.423286,
            49.440523,
            42.945987,
            6.494537
        ],
        [
            0.448549,
            0.272728,
            0.175821,
            0.289619,
            0.257546,
            0.045308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35946,
            -19982,
            -31335,
            -50857,
            -23377,
            -46689
        ],
        [
            1.323377,
            1.428283,
            1.234339,
            1.192547,
            1.391843,
            1.044129
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            55.238095,
            51.923077,
            58.490566,
            55.238095,
            51.923077,
            58.490566
        ],
        [
            1.072391,
            1.322485,
            0.875982,
            0.966375,
            1.288743,
            0.740995
        ],
        [
            17185,
            17185,
            11453,
            26304,
            26304,
            11410
        ],
        [
            -30566,
            -19800,
            -30566,
            -45318,
            -23206,
            -45318
        ],
        [
            120,
            123,
            117,
            120,
            123,
            117
        ],
        [
            106,
            113,
            99,
            106,
            113,
            99
        ],
        [
            138,
            134,
            142,
            138,
            134,
            142
        ],
        [
            12643,
            6422,
            6221,
            12643,
            6422,
            6221
        ],
        [
            141.891023,
            0,
            142.161857,
            141.891023,
            0,
            142.161857
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331480,
            -174887,
            -178674,
            -3639,
            -174789,
            -651989
        ]
    ]
}
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": 1736381700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760267284420,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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)