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Trade: EOS/USDT/15/ALMA/MIDPRICE/2038

Strategy
EOS/USDT/15/ALMA/MIDPRICE/2038
Pair
EOS_USDT
Interval
15m
Score
481205
Daily Profit
0.792886
Profit Factor
1.376158
Profitability
55.411255
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-11 01:25
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 110139.7653 66587.3146 43552.4507 127996.252 93574.2354 34422.0166
Total P&L (%) 110.1398 66.5873 43.5525 127.9963 93.5742 34.422
Avg Daily Profit (%) 0.7929 0.4794 0.3135 0.5951 0.4766 0.2132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42694 -27850 -36457 -70136 -33753 -62793
Profit Factor 1.3762 1.4351 1.3116 1.276 1.4015 1.1492
Total Trades 231 115 116 231 115 116
Winning Trades 128 60 68 128 60 68
Losing Trades 103 55 48 103 55 48
Profitability (%) 55.4113 52.1739 58.6207 55.4113 52.1739 58.6207
Ratio Avg Win / Avg Loss 1.1074 1.3155 0.9259 1.0267 1.2847 0.8112
Largest Winning Trade 19130 19130 15251 27949 27949 20187
Largest Losing Trade -26182 -26182 -19696 -33701 -31860 -33701
Avg Bars in Trades 55 55 55 55 55 55
Avg Bars in Winners 59 65 54 59 65 54
Avg Bars in Losers 50 45 56 50 45 56
Bars Traded 12841 6427 6414 12841 6427 6414
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481205 321934 153493 398294 321902 -54017
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": 1736394300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760135106350,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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": [
        [
            110139.765312191,
            66587.3145805981,
            43552.4507315929,
            127996.2519907028,
            93574.2354167516,
            34422.0165739513
        ],
        [
            110.139765,
            66.587315,
            43.552451,
            127.996252,
            93.574235,
            34.422017
        ],
        [
            0.792886,
            0.479356,
            0.31353,
            0.595068,
            0.476613,
            0.213181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42694,
            -27850,
            -36457,
            -70136,
            -33753,
            -62793
        ],
        [
            1.376158,
            1.435069,
            1.31164,
            1.275958,
            1.40153,
            1.149155
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            128,
            60,
            68,
            128,
            60,
            68
        ],
        [
            103,
            55,
            48,
            103,
            55,
            48
        ],
        [
            55.411255,
            52.173913,
            58.62069,
            55.411255,
            52.173913,
            58.62069
        ],
        [
            1.107377,
            1.31548,
            0.925864,
            1.026747,
            1.284736,
            0.811168
        ],
        [
            19130,
            19130,
            15251,
            27949,
            27949,
            20187
        ],
        [
            -26182,
            -26182,
            -19696,
            -33701,
            -31860,
            -33701
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            59,
            65,
            54,
            59,
            65,
            54
        ],
        [
            50,
            45,
            56,
            50,
            45,
            56
        ],
        [
            12841,
            6427,
            6414,
            12841,
            6427,
            6414
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481205,
            321934,
            153493,
            398294,
            321902,
            -54017
        ]
    ]
}
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": 1736394300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760135106350,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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)