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Trade: EOS/USDT/15/SWMA/MIDPRICE/2739

Strategy
EOS/USDT/15/SWMA/MIDPRICE/2739
Pair
EOS_USDT
Interval
15m
Score
497125
Daily Profit
0.836590
Profit Factor
1.386731
Profitability
54.028436
Streak
133.448672
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 03:16
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 116210.6642 69261.2906 46949.3736 143888.2873 91808.5452 52079.7421
Total P&L (%) 116.2107 69.2613 46.9494 143.8883 91.8085 52.0797
Avg Daily Profit (%) 0.8366 0.4986 0.338 0.6439 0.47 0.3023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47854 -29325 -31466 -42523 -28257 -34379
Profit Factor 1.3867 1.4527 1.3183 1.3988 1.5292 1.2781
Total Trades 211 105 106 211 105 106
Winning Trades 114 59 55 114 59 55
Losing Trades 97 46 51 97 46 51
Profitability (%) 54.0284 56.1905 51.8868 54.0284 56.1905 51.8868
Ratio Avg Win / Avg Loss 1.1799 1.1326 1.2224 1.1902 1.1922 1.1852
Largest Winning Trade 18069 18069 13785 19158 19158 17612
Largest Losing Trade -27229 -27229 -21357 -26422 -26422 -22417
Avg Bars in Trades 61 62 60 61 62 60
Avg Bars in Winners 68 69 67 68 69 67
Avg Bars in Losers 52 52 51 52 52 51
Bars Traded 12897 6537 6360 12897 6537 6360
Profit Streak 133.4487 0 133.7299 133.4487 0 133.7299
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497125 355962 221461 450610 365745 216384
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": 1736350200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759536965271,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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": [
        [
            116210.664171446,
            69261.290592083,
            46949.373579363,
            143888.2872699614,
            91808.5451747817,
            52079.7420951796
        ],
        [
            116.210664,
            69.261291,
            46.949374,
            143.888287,
            91.808545,
            52.079742
        ],
        [
            0.83659,
            0.498606,
            0.337984,
            0.643875,
            0.469986,
            0.302259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47854,
            -29325,
            -31466,
            -42523,
            -28257,
            -34379
        ],
        [
            1.386731,
            1.452721,
            1.318288,
            1.398849,
            1.529161,
            1.278114
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            114,
            59,
            55,
            114,
            59,
            55
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            54.028436,
            56.190476,
            51.886792,
            54.028436,
            56.190476,
            51.886792
        ],
        [
            1.179938,
            1.13263,
            1.222413,
            1.190249,
            1.192227,
            1.18516
        ],
        [
            18069,
            18069,
            13785,
            19158,
            19158,
            17612
        ],
        [
            -27229,
            -27229,
            -21357,
            -26422,
            -26422,
            -22417
        ],
        [
            61,
            62,
            60,
            61,
            62,
            60
        ],
        [
            68,
            69,
            67,
            68,
            69,
            67
        ],
        [
            52,
            52,
            51,
            52,
            52,
            51
        ],
        [
            12897,
            6537,
            6360,
            12897,
            6537,
            6360
        ],
        [
            133.448672,
            0,
            133.729922,
            133.448672,
            0,
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        ],
        [
            1,
            0,
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            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497125,
            355962,
            221461,
            450610,
            365745,
            216384
        ]
    ]
}
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": 1736350200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759536965271,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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)