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Trade: EOS/USDT/15/VWAP/SMA/1406

Strategy
EOS/USDT/15/VWAP/SMA/1406
Pair
EOS_USDT
Interval
15m
Score
474622
Daily Profit
0.539285
Profit Factor
1.449792
Profitability
74.166667
Streak
142.294418
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-10 06:33
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 74912.1314 45428.1587 29483.9727 71992.106 52316.7799 19675.3261
Total P&L (%) 74.9121 45.4282 29.484 71.9921 52.3168 19.6753
Avg Daily Profit (%) 0.5393 0.327 0.2123 0.3911 0.3034 0.1294
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42141 -25592 -37309 -49772 -30211 -41254
Profit Factor 1.4498 1.6995 1.2902 1.3694 1.7092 1.1625
Total Trades 120 60 60 120 60 60
Winning Trades 89 42 47 89 42 47
Losing Trades 31 18 13 31 18 13
Profitability (%) 74.1667 70 78.3333 74.1667 70 78.3333
Ratio Avg Win / Avg Loss 0.505 0.7284 0.3569 0.477 0.7325 0.3215
Largest Winning Trade 14085 8256 14085 13117 13117 10553
Largest Losing Trade -31510 -12624 -31510 -34538 -15255 -34538
Avg Bars in Trades 108 105 110 108 105 110
Avg Bars in Winners 72 67 75 72 67 75
Avg Bars in Losers 211 193 237 211 193 237
Bars Traded 12978 6325 6653 12978 6325 6653
Profit Streak 142.2944 142.2944 151.4819 142.2944 142.2944 151.4819
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 474622 -159997 -162889 411364 -159620 -236684
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": 1736393400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760067237734,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 186,
            "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": [
        [
            74912.131412108,
            45428.1586904834,
            29483.9727216246,
            71992.1060146183,
            52316.7799049726,
            19675.3261096457
        ],
        [
            74.912131,
            45.428159,
            29.483973,
            71.992106,
            52.31678,
            19.675326
        ],
        [
            0.539285,
            0.327033,
            0.212252,
            0.391144,
            0.303384,
            0.129385
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42141,
            -25592,
            -37309,
            -49772,
            -30211,
            -41254
        ],
        [
            1.449792,
            1.699519,
            1.290179,
            1.369446,
            1.709202,
            1.162476
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            74.166667,
            70,
            78.333333,
            74.166667,
            70,
            78.333333
        ],
        [
            0.504984,
            0.728365,
            0.356858,
            0.476998,
            0.732515,
            0.321536
        ],
        [
            14085,
            8256,
            14085,
            13117,
            13117,
            10553
        ],
        [
            -31510,
            -12624,
            -31510,
            -34538,
            -15255,
            -34538
        ],
        [
            108,
            105,
            110,
            108,
            105,
            110
        ],
        [
            72,
            67,
            75,
            72,
            67,
            75
        ],
        [
            211,
            193,
            237,
            211,
            193,
            237
        ],
        [
            12978,
            6325,
            6653,
            12978,
            6325,
            6653
        ],
        [
            142.294418,
            142.294418,
            151.481918,
            142.294418,
            142.294418,
            151.481918
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474622,
            -159997,
            -162889,
            411364,
            -159620,
            -236684
        ]
    ]
}
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": 1736393400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760067237734,
    "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": "sma",
        "factors": {
            "length": 186,
            "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)