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Trade: EOS/USDT/15/DCM/MIDPRICE/3436

Strategy
EOS/USDT/15/DCM/MIDPRICE/3436
Pair
EOS_USDT
Interval
15m
Score
519569
Daily Profit
0.799918
Profit Factor
1.462692
Profitability
63.535912
Streak
139.360529
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-09 18:09
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 111116.5713 63123.8054 47992.7659 133235.1471 89862.735 43372.412
Total P&L (%) 111.1166 63.1238 47.9928 133.2351 89.8627 43.3724
Avg Daily Profit (%) 0.7999 0.4544 0.3455 0.6115 0.4626 0.2597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46664 -29618 -40862 -63520 -35779 -58572
Profit Factor 1.4627 1.6036 1.354 1.4086 1.7054 1.2183
Total Trades 181 91 90 181 91 90
Winning Trades 115 60 55 115 60 55
Losing Trades 66 31 35 66 31 35
Profitability (%) 63.5359 65.9341 61.1111 63.5359 65.9341 61.1111
Ratio Avg Win / Avg Loss 0.8395 0.8285 0.8616 0.8084 0.8811 0.7753
Largest Winning Trade 13228 8983 13228 23211 13953 23211
Largest Losing Trade -35025 -18817 -35025 -49329 -21541 -49329
Avg Bars in Trades 71 73 69 71 73 69
Avg Bars in Winners 59 67 51 59 67 51
Avg Bars in Losers 91 85 96 91 85 96
Bars Traded 12904 6683 6221 12904 6683 6221
Profit Streak 139.3605 140.1939 139.3605 139.3605 140.1939 139.3605
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519569 389041 216574 449689 415134 145528
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": 1736421300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760022549700,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 97
        }
    }
}
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": [
        [
            111116.5713244414,
            63123.8054052077,
            47992.7659192337,
            133235.1470693175,
            89862.735026938,
            43372.4120423795
        ],
        [
            111.116571,
            63.123805,
            47.992766,
            133.235147,
            89.862735,
            43.372412
        ],
        [
            0.799918,
            0.454422,
            0.345495,
            0.611521,
            0.462611,
            0.259695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46664,
            -29618,
            -40862,
            -63520,
            -35779,
            -58572
        ],
        [
            1.462692,
            1.603617,
            1.35399,
            1.40855,
            1.705383,
            1.218258
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            115,
            60,
            55,
            115,
            60,
            55
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            63.535912,
            65.934066,
            61.111111,
            63.535912,
            65.934066,
            61.111111
        ],
        [
            0.839458,
            0.828535,
            0.86163,
            0.808385,
            0.881115,
            0.775255
        ],
        [
            13228,
            8983,
            13228,
            23211,
            13953,
            23211
        ],
        [
            -35025,
            -18817,
            -35025,
            -49329,
            -21541,
            -49329
        ],
        [
            71,
            73,
            69,
            71,
            73,
            69
        ],
        [
            59,
            67,
            51,
            59,
            67,
            51
        ],
        [
            91,
            85,
            96,
            91,
            85,
            96
        ],
        [
            12904,
            6683,
            6221,
            12904,
            6683,
            6221
        ],
        [
            139.360529,
            140.193862,
            139.360529,
            139.360529,
            140.193862,
            139.360529
        ],
        [
            3,
            2,
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            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519569,
            389041,
            216574,
            449689,
            415134,
            145528
        ]
    ]
}
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": 1736421300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760022549700,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 97
        }
    }
}

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)