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Trade: EOS/USDT/15/WMA/SMA/5642

Strategy
EOS/USDT/15/WMA/SMA/5642
Pair
EOS_USDT
Interval
15m
Score
450864
Daily Profit
0.585748
Profit Factor
1.481379
Profitability
75.471698
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 18:48
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 81366.2873 47481.9922 33884.2951 74173.5193 57630.8376 16542.6817
Total P&L (%) 81.3663 47.482 33.8843 74.1735 57.6308 16.5427
Avg Daily Profit (%) 0.5857 0.3418 0.2439 0.4003 0.3281 0.1103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50518 -22989 -50005 -63269 -21092 -70645
Profit Factor 1.4814 1.7825 1.3127 1.3628 1.8722 1.1196
Total Trades 106 53 53 106 53 53
Winning Trades 80 38 42 80 38 42
Losing Trades 26 15 11 26 15 11
Profitability (%) 75.4717 71.6981 79.2453 75.4717 71.6981 79.2453
Ratio Avg Win / Avg Loss 0.4814 0.7036 0.3438 0.4429 0.739 0.2932
Largest Winning Trade 10456 6501 10456 13053 8448 13053
Largest Losing Trade -35775 -17430 -35775 -43066 -16260 -43066
Avg Bars in Trades 122 118 126 122 118 126
Avg Bars in Winners 93 93 93 93 93 93
Avg Bars in Losers 212 183 251 212 183 251
Bars Traded 12993 6283 6710 12993 6283 6710
Profit Streak 0 0 146.1485 0 0 146.1485
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450864 -171145 -172875 367711 -170356 -322243
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": 1736361900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759592931989,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 151,
            "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": [
        [
            81366.2872917085,
            47481.992238578,
            33884.2950531306,
            74173.5192799966,
            57630.8376124708,
            16542.6816675258
        ],
        [
            81.366287,
            47.481992,
            33.884295,
            74.173519,
            57.630838,
            16.542682
        ],
        [
            0.585748,
            0.341818,
            0.24393,
            0.400253,
            0.328149,
            0.110267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50518,
            -22989,
            -50005,
            -63269,
            -21092,
            -70645
        ],
        [
            1.481379,
            1.782549,
            1.312726,
            1.36284,
            1.872192,
            1.119572
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            75.471698,
            71.698113,
            79.245283,
            75.471698,
            71.698113,
            79.245283
        ],
        [
            0.481448,
            0.703638,
            0.343809,
            0.442923,
            0.739023,
            0.293221
        ],
        [
            10456,
            6501,
            10456,
            13053,
            8448,
            13053
        ],
        [
            -35775,
            -17430,
            -35775,
            -43066,
            -16260,
            -43066
        ],
        [
            122,
            118,
            126,
            122,
            118,
            126
        ],
        [
            93,
            93,
            93,
            93,
            93,
            93
        ],
        [
            212,
            183,
            251,
            212,
            183,
            251
        ],
        [
            12993,
            6283,
            6710,
            12993,
            6283,
            6710
        ],
        [
            0,
            0,
            146.148518,
            0,
            0,
            146.148518
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450864,
            -171145,
            -172875,
            367711,
            -170356,
            -322243
        ]
    ]
}
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": 1736361900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759592931989,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 151,
            "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)