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Trade: EOS/USDT/15/VWMA/ALMA/9271

Strategy
EOS/USDT/15/VWMA/ALMA/9271
Pair
EOS_USDT
Interval
15m
Score
483807
Daily Profit
0.690452
Profit Factor
1.487578
Profitability
65.217391
Streak
146.636343
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-09 23:01
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 95910.6851 59315.3594 36595.3257 98253.6708 75435.5961 22818.0747
Total P&L (%) 95.9107 59.3154 36.5953 98.2537 75.4356 22.8181
Avg Daily Profit (%) 0.6905 0.427 0.2634 0.4939 0.4055 0.1481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35084 -23172 -38858 -41094 -22387 -46676
Profit Factor 1.4876 1.7137 1.3221 1.4511 1.9355 1.1664
Total Trades 138 69 69 138 69 69
Winning Trades 90 46 44 90 46 44
Losing Trades 48 23 25 48 23 25
Profitability (%) 65.2174 66.6667 63.7681 65.2174 66.6667 63.7681
Ratio Avg Win / Avg Loss 0.7934 0.8569 0.7512 0.7739 0.9677 0.6627
Largest Winning Trade 14518 14518 10577 14774 14774 12961
Largest Losing Trade -35084 -17197 -35084 -40992 -15620 -40992
Avg Bars in Trades 93 92 95 93 92 95
Avg Bars in Winners 75 72 78 75 72 78
Avg Bars in Losers 128 132 125 128 132 125
Bars Traded 12959 6359 6600 12959 6359 6600
Profit Streak 146.6363 146.6363 151.4801 146.6363 146.6363 151.4801
Trades During Streak 8 4 7 8 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483807 -90599 -96013 415307 -89643 -139784
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": 1736339400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760040080085,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 124,
            "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": [
        [
            95910.6850990003,
            59315.3594139542,
            36595.3256850461,
            98253.6707716439,
            75435.5960571118,
            22818.074714532
        ],
        [
            95.910685,
            59.315359,
            36.595326,
            98.253671,
            75.435596,
            22.818075
        ],
        [
            0.690452,
            0.427006,
            0.263446,
            0.493892,
            0.405472,
            0.148072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35084,
            -23172,
            -38858,
            -41094,
            -22387,
            -46676
        ],
        [
            1.487578,
            1.713746,
            1.32213,
            1.451124,
            1.935465,
            1.166364
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            65.217391,
            66.666667,
            63.768116,
            65.217391,
            66.666667,
            63.768116
        ],
        [
            0.793375,
            0.856873,
            0.75121,
            0.773933,
            0.967733,
            0.662707
        ],
        [
            14518,
            14518,
            10577,
            14774,
            14774,
            12961
        ],
        [
            -35084,
            -17197,
            -35084,
            -40992,
            -15620,
            -40992
        ],
        [
            93,
            92,
            95,
            93,
            92,
            95
        ],
        [
            75,
            72,
            78,
            75,
            72,
            78
        ],
        [
            128,
            132,
            125,
            128,
            132,
            125
        ],
        [
            12959,
            6359,
            6600,
            12959,
            6359,
            6600
        ],
        [
            146.636343,
            146.636343,
            151.480093,
            146.636344,
            146.636344,
            151.480094
        ],
        [
            8,
            4,
            7,
            8,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483807,
            -90599,
            -96013,
            415307,
            -89643,
            -139784
        ]
    ]
}
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": 1736339400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760040080085,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 124,
            "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)