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Trade: EOS/USDT/15/DCM/SWMA/4453

Strategy
EOS/USDT/15/DCM/SWMA/4453
Pair
EOS_USDT
Interval
15m
Score
548505
Daily Profit
0.685354
Profit Factor
1.616665
Profitability
70.909091
Streak
153.719545
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-12 12:16
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 95202.5664 56617.9902 38584.5761 110834.8821 72100.3581 38734.524
Total P&L (%) 95.2026 56.618 38.5846 110.8349 72.1004 38.7345
Avg Daily Profit (%) 0.6854 0.4076 0.2778 0.5384 0.3916 0.236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37756 -24222 -38993 -45965 -23783 -46739
Profit Factor 1.6167 1.922 1.415 1.6466 2.138 1.3585
Total Trades 110 55 55 110 55 55
Winning Trades 78 39 39 78 39 39
Losing Trades 32 16 16 32 16 16
Profitability (%) 70.9091 70.9091 70.9091 70.9091 70.9091 70.9091
Ratio Avg Win / Avg Loss 0.6632 0.7885 0.5805 0.6755 0.8771 0.5573
Largest Winning Trade 11454 11294 11454 13763 12859 13763
Largest Losing Trade -31890 -17966 -31890 -37571 -18586 -37571
Avg Bars in Trades 117 117 118 117 117 118
Avg Bars in Winners 86 91 81 86 91 81
Avg Bars in Losers 194 179 208 194 179 208
Bars Traded 12946 6442 6504 12946 6442 6504
Profit Streak 153.7195 163.5112 153.7195 153.7195 163.5112 153.7195
Trades During Streak 15 10 7 15 10 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 548505 -168195 -172596 505374 -167022 -173285
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": 1736448300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760260568715,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "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": [
        [
            95202.5663535819,
            56617.9902420042,
            38584.5761115777,
            110834.8821118193,
            72100.3580867501,
            38734.5240250693
        ],
        [
            95.202566,
            56.61799,
            38.584576,
            110.834882,
            72.100358,
            38.734524
        ],
        [
            0.685354,
            0.407588,
            0.277767,
            0.538414,
            0.391599,
            0.235964
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37756,
            -24222,
            -38993,
            -45965,
            -23783,
            -46739
        ],
        [
            1.616665,
            1.922044,
            1.414986,
            1.646618,
            2.138034,
            1.358481
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            70.909091,
            70.909091,
            70.909091,
            70.909091,
            70.909091,
            70.909091
        ],
        [
            0.663247,
            0.788531,
            0.580507,
            0.675536,
            0.877142,
            0.557325
        ],
        [
            11454,
            11294,
            11454,
            13763,
            12859,
            13763
        ],
        [
            -31890,
            -17966,
            -31890,
            -37571,
            -18586,
            -37571
        ],
        [
            117,
            117,
            118,
            117,
            117,
            118
        ],
        [
            86,
            91,
            81,
            86,
            91,
            81
        ],
        [
            194,
            179,
            208,
            194,
            179,
            208
        ],
        [
            12946,
            6442,
            6504,
            12946,
            6442,
            6504
        ],
        [
            153.719545,
            163.511212,
            153.719545,
            153.719545,
            163.511212,
            153.719545
        ],
        [
            15,
            10,
            7,
            15,
            10,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            548505,
            -168195,
            -172596,
            505374,
            -167022,
            -173285
        ]
    ]
}
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": 1736448300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760260568715,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "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)