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Trade: EOS/USDT/15/SUPERTREND/VWMA/5462

Strategy
EOS/USDT/15/SUPERTREND/VWMA/5462
Pair
EOS_USDT
Interval
15m
Score
317160
Daily Profit
0.422550
Profit Factor
1.213968
Profitability
60.849057
Streak
142.459127
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-11 07:31
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 58696.3799 41224.7039 17471.676 37213.487 40019.4112 -2805.9242
Total P&L (%) 58.6964 41.2247 17.4717 37.2135 40.0194 -2.8059
Avg Daily Profit (%) 0.4226 0.2968 0.1258 0.228 0.2426 -0.0205
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51265 -22029 -55438 -66392 -21918 -74240
Profit Factor 1.214 1.3401 1.1141 1.1232 1.3075 0.9837
Total Trades 212 106 106 212 106 106
Winning Trades 129 64 65 129 64 65
Losing Trades 83 42 41 83 42 41
Profitability (%) 60.8491 60.3774 61.3208 60.8491 60.3774 61.3208
Ratio Avg Win / Avg Loss 0.7811 0.8794 0.7027 0.7227 0.858 0.6205
Largest Winning Trade 8781 8781 8054 10126 10126 7842
Largest Losing Trade -36980 -16501 -36980 -45337 -16128 -45337
Avg Bars in Trades 61 61 61 61 61 61
Avg Bars in Winners 53 53 53 53 53 53
Avg Bars in Losers 74 74 75 74 74 75
Bars Traded 13082 6553 6529 13082 6553 6529
Profit Streak 142.4591 142.4695 142.4591 142.4591 142.4695 142.4591
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317160 203054 -129971 -79172 175361 -580402
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": 1736405100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760157068569,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 181,
            "offset": 0,
            "multiplier": 3.18933
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "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": [
        [
            58696.3799482182,
            41224.7039282765,
            17471.6760199417,
            37213.4869987589,
            40019.4112278044,
            -2805.9242290455
        ],
        [
            58.69638,
            41.224704,
            17.471676,
            37.213487,
            40.019411,
            -2.805924
        ],
        [
            0.42255,
            0.296773,
            0.125777,
            0.22801,
            0.242617,
            -0.020486
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51265,
            -22029,
            -55438,
            -66392,
            -21918,
            -74240
        ],
        [
            1.213968,
            1.340096,
            1.114113,
            1.123165,
            1.307489,
            0.983686
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            60.849057,
            60.377358,
            61.320755,
            60.849057,
            60.377358,
            61.320755
        ],
        [
            0.78108,
            0.879438,
            0.702748,
            0.722657,
            0.85804,
            0.620479
        ],
        [
            8781,
            8781,
            8054,
            10126,
            10126,
            7842
        ],
        [
            -36980,
            -16501,
            -36980,
            -45337,
            -16128,
            -45337
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            53,
            53,
            53,
            53,
            53,
            53
        ],
        [
            74,
            74,
            75,
            74,
            74,
            75
        ],
        [
            13082,
            6553,
            6529,
            13082,
            6553,
            6529
        ],
        [
            142.459127,
            142.469544,
            142.459127,
            142.459127,
            142.469544,
            142.459127
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317160,
            203054,
            -129971,
            -79172,
            175361,
            -580402
        ]
    ]
}
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": 1736405100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760157068569,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 181,
            "offset": 0,
            "multiplier": 3.18933
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "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)