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Trade: EOS/USDT/15/DCL/VWMA/5144

Strategy
EOS/USDT/15/DCL/VWMA/5144
Pair
EOS_USDT
Interval
15m
Score
466561
Daily Profit
0.701995
Profit Factor
1.391388
Profitability
65.690377
Streak
135.807671
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-06 08:23
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 97514.0786 57810.0135 39704.0651 115028.9089 84912.1684 30116.7405
Total P&L (%) 97.5141 57.81 39.7041 115.0289 84.9122 30.1167
Avg Daily Profit (%) 0.702 0.4162 0.2858 0.5527 0.4435 0.1897
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25166 -30719 -24514 -69699 -52053 -64399
Profit Factor 1.3914 1.3952 1.3859 1.2736 1.3808 1.1525
Total Trades 239 119 120 239 119 120
Winning Trades 157 75 82 157 75 82
Losing Trades 82 44 38 82 44 38
Profitability (%) 65.6904 63.0252 68.3333 65.6904 63.0252 68.3333
Ratio Avg Win / Avg Loss 0.7267 0.8185 0.6423 0.6652 0.8101 0.5341
Largest Winning Trade 32483 32483 9939 34661 34661 14050
Largest Losing Trade -20569 -20569 -13008 -27084 -23723 -27084
Avg Bars in Trades 53 77 29 53 77 29
Avg Bars in Winners 40 55 26 40 55 26
Avg Bars in Losers 78 115 35 78 115 35
Bars Traded 12775 9262 3513 12775 9262 3513
Profit Streak 135.8077 0 135.9431 135.8077 0 135.9431
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466561 263677 225198 394700 298174 -48793
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": 1759728182764,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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": [
        [
            97514.078611407,
            57810.0135198323,
            39704.0650915747,
            115028.9089387364,
            84912.1684477609,
            30116.7404909754
        ],
        [
            97.514079,
            57.810014,
            39.704065,
            115.028909,
            84.912168,
            30.11674
        ],
        [
            0.701995,
            0.416169,
            0.285826,
            0.552672,
            0.443505,
            0.189699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25166,
            -30719,
            -24514,
            -69699,
            -52053,
            -64399
        ],
        [
            1.391388,
            1.395237,
            1.385916,
            1.27359,
            1.380826,
            1.15251
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            157,
            75,
            82,
            157,
            75,
            82
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            65.690377,
            63.02521,
            68.333333,
            65.690377,
            63.02521,
            68.333333
        ],
        [
            0.726712,
            0.818539,
            0.642254,
            0.665187,
            0.810085,
            0.53409
        ],
        [
            32483,
            32483,
            9939,
            34661,
            34661,
            14050
        ],
        [
            -20569,
            -20569,
            -13008,
            -27084,
            -23723,
            -27084
        ],
        [
            53,
            77,
            29,
            53,
            77,
            29
        ],
        [
            40,
            55,
            26,
            40,
            55,
            26
        ],
        [
            78,
            115,
            35,
            78,
            115,
            35
        ],
        [
            12775,
            9262,
            3513,
            12775,
            9262,
            3513
        ],
        [
            135.807671,
            0,
            135.943087,
            135.807671,
            0,
            135.943088
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466561,
            263677,
            225198,
            394700,
            298174,
            -48793
        ]
    ]
}
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": 1759728182764,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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)