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Trade: EOS/USDT/15/VWAP/WMA/6021

Strategy
EOS/USDT/15/VWAP/WMA/6021
Pair
EOS_USDT
Interval
15m
Score
319576
Daily Profit
0.384061
Profit Factor
1.273910
Profitability
69.531250
Streak
143.353267
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-10 17:43
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 53349.9462 37831.9669 15517.9793 27728.7414 38892.3966 -11163.6552
Total P&L (%) 53.3499 37.832 15.518 27.7287 38.8924 -11.1637
Avg Daily Profit (%) 0.3841 0.2723 0.1117 0.1763 0.2368 -0.0852
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43529 -22957 -42510 -55575 -28190 -61400
Profit Factor 1.2739 1.5198 1.1272 1.1272 1.5096 0.9212
Total Trades 128 64 64 128 64 64
Winning Trades 89 43 46 89 43 46
Losing Trades 39 21 18 39 21 18
Profitability (%) 69.5313 67.1875 71.875 69.5313 67.1875 71.875
Ratio Avg Win / Avg Loss 0.5582 0.7422 0.4411 0.494 0.7372 0.3605
Largest Winning Trade 10122 8256 10122 9741 9741 8298
Largest Losing Trade -39275 -12413 -39275 -47447 -14484 -47447
Avg Bars in Trades 101 98 104 101 98 104
Avg Bars in Winners 66 67 65 66 67 65
Avg Bars in Losers 181 162 204 181 162 204
Bars Traded 12987 6314 6673 12987 6314 6673
Profit Streak 143.3533 143.3533 146.5199 143.3533 143.3533 146.5199
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319576 -131797 -272745 -75610 -132069 -717521
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": 1736403300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760107422256,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 21
        }
    }
}
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": [
        [
            53349.9462482376,
            37831.9669044076,
            15517.97934383,
            27728.7414034359,
            38892.3966173557,
            -11163.6552139197
        ],
        [
            53.349946,
            37.831967,
            15.517979,
            27.728741,
            38.892397,
            -11.163655
        ],
        [
            0.384061,
            0.272349,
            0.111712,
            0.17634,
            0.236785,
            -0.08518
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43529,
            -22957,
            -42510,
            -55575,
            -28190,
            -61400
        ],
        [
            1.27391,
            1.519816,
            1.127205,
            1.12722,
            1.50955,
            0.921179
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            89,
            43,
            46,
            89,
            43,
            46
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            69.53125,
            67.1875,
            71.875,
            69.53125,
            67.1875,
            71.875
        ],
        [
            0.55823,
            0.742236,
            0.44108,
            0.49395,
            0.737222,
            0.360461
        ],
        [
            10122,
            8256,
            10122,
            9741,
            9741,
            8298
        ],
        [
            -39275,
            -12413,
            -39275,
            -47447,
            -14484,
            -47447
        ],
        [
            101,
            98,
            104,
            101,
            98,
            104
        ],
        [
            66,
            67,
            65,
            66,
            67,
            65
        ],
        [
            181,
            162,
            204,
            181,
            162,
            204
        ],
        [
            12987,
            6314,
            6673,
            12987,
            6314,
            6673
        ],
        [
            143.353267,
            143.353267,
            146.519933,
            143.353267,
            143.353267,
            146.519933
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319576,
            -131797,
            -272745,
            -75610,
            -132069,
            -717521
        ]
    ]
}
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": 1736403300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760107422256,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 21
        }
    }
}

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)