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Trade: EOS/USDT/15/HMA/HILO/3884

Strategy
EOS/USDT/15/HMA/HILO/3884
Pair
EOS_USDT
Interval
15m
Score
532940
Daily Profit
0.716435
Profit Factor
1.202951
Profitability
51.797386
Streak
139.368668
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-11 22:50
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 99519.9901 59491.8857 40028.1045 110763.8841 80330.1943 30433.6899
Total P&L (%) 99.52 59.4919 40.0281 110.7639 80.3302 30.4337
Avg Daily Profit (%) 0.7164 0.4283 0.2882 0.5382 0.4254 0.1915
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77612 -23905 -55792 -116466 -37409 -87251
Profit Factor 1.203 1.2569 1.1547 1.1522 1.238 1.078
Total Trades 612 306 306 612 306 306
Winning Trades 317 153 164 317 153 164
Losing Trades 295 153 142 295 153 142
Profitability (%) 51.7974 50 53.5948 51.7974 50 53.5948
Ratio Avg Win / Avg Loss 1.1195 1.2569 0.9998 1.0722 1.238 0.9334
Largest Winning Trade 23920 23920 10761 37412 37412 14771
Largest Losing Trade -18782 -10790 -18782 -26930 -14930 -26930
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 18 14 22 18 14 22
Bars Traded 13139 5857 7282 13139 5857 7282
Profit Streak 139.3687 139.7645 139.3687 139.3687 139.7645 139.3687
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532940 345051 -45345 -39322 365202 -131348
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": 1736360100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760212252977,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            99519.990122918,
            59491.885655146,
            40028.104467772,
            110763.8841337265,
            80330.1942593589,
            30433.6898743676
        ],
        [
            99.51999,
            59.491886,
            40.028104,
            110.763884,
            80.330194,
            30.43369
        ],
        [
            0.716435,
            0.428276,
            0.288159,
            0.538171,
            0.425364,
            0.191454
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77612,
            -23905,
            -55792,
            -116466,
            -37409,
            -87251
        ],
        [
            1.202951,
            1.256943,
            1.154651,
            1.152196,
            1.237975,
            1.077993
        ],
        [
            612,
            306,
            306,
            612,
            306,
            306
        ],
        [
            317,
            153,
            164,
            317,
            153,
            164
        ],
        [
            295,
            153,
            142,
            295,
            153,
            142
        ],
        [
            51.797386,
            50,
            53.594771,
            51.797386,
            50,
            53.594771
        ],
        [
            1.119465,
            1.256943,
            0.999759,
            1.072233,
            1.237975,
            0.933384
        ],
        [
            23920,
            23920,
            10761,
            37412,
            37412,
            14771
        ],
        [
            -18782,
            -10790,
            -18782,
            -26930,
            -14930,
            -26930
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            18,
            14,
            22,
            18,
            14,
            22
        ],
        [
            13139,
            5857,
            7282,
            13139,
            5857,
            7282
        ],
        [
            139.368668,
            139.764502,
            139.368668,
            139.368669,
            139.764502,
            139.368669
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532940,
            345051,
            -45345,
            -39322,
            365202,
            -131348
        ]
    ]
}
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": 1736360100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760212252977,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)