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Trade: EOS/USDT/15/HMA/VWAP/6783

Strategy
EOS/USDT/15/HMA/VWAP/6783
Pair
EOS_USDT
Interval
15m
Score
489699
Daily Profit
0.797884
Profit Factor
1.284286
Profitability
49.196141
Streak
140.264417
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-12 09:20
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 110834.1273 67451.5705 43382.5568 132450.9237 87899.2697 44551.654
Total P&L (%) 110.8341 67.4516 43.3826 132.4509 87.8993 44.5517
Avg Daily Profit (%) 0.7979 0.4856 0.3123 0.6091 0.4551 0.2656
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45377 -32128 -30184 -43530 -27099 -35903
Profit Factor 1.2843 1.325 1.238 1.2646 1.329 1.1909
Total Trades 311 155 156 311 155 156
Winning Trades 153 74 79 153 74 79
Losing Trades 158 81 77 158 81 77
Profitability (%) 49.1961 47.7419 50.641 49.1961 47.7419 50.641
Ratio Avg Win / Avg Loss 1.3263 1.4503 1.2066 1.3059 1.4547 1.1607
Largest Winning Trade 22942 22942 11010 23609 23609 13433
Largest Losing Trade -14885 -14885 -12572 -16816 -16816 -15046
Avg Bars in Trades 42 41 42 42 41 42
Avg Bars in Winners 47 47 46 47 47 46
Avg Bars in Losers 37 35 39 37 35 39
Bars Traded 13095 6399 6697 13095 6399 6697
Profit Streak 140.2644 140.2644 141.1915 140.2644 140.2644 141.1915
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489699 298675 212008 427276 296304 -4675
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": 1736357400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760250045612,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            110834.127273709,
            67451.5704720567,
            43382.5568016523,
            132450.923730395,
            87899.2697256229,
            44551.6540047721
        ],
        [
            110.834127,
            67.45157,
            43.382557,
            132.450924,
            87.89927,
            44.551654
        ],
        [
            0.797884,
            0.485577,
            0.312307,
            0.609082,
            0.455093,
            0.265608
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45377,
            -32128,
            -30184,
            -43530,
            -27099,
            -35903
        ],
        [
            1.284286,
            1.324966,
            1.237969,
            1.264604,
            1.329021,
            1.190875
        ],
        [
            311,
            155,
            156,
            311,
            155,
            156
        ],
        [
            153,
            74,
            79,
            153,
            74,
            79
        ],
        [
            158,
            81,
            77,
            158,
            81,
            77
        ],
        [
            49.196141,
            47.741935,
            50.641026,
            49.196141,
            47.741935,
            50.641026
        ],
        [
            1.326256,
            1.450301,
            1.206628,
            1.305931,
            1.454739,
            1.160726
        ],
        [
            22942,
            22942,
            11010,
            23609,
            23609,
            13433
        ],
        [
            -14885,
            -14885,
            -12572,
            -16816,
            -16816,
            -15046
        ],
        [
            42,
            41,
            42,
            42,
            41,
            42
        ],
        [
            47,
            47,
            46,
            47,
            47,
            46
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            13095,
            6399,
            6697,
            13095,
            6399,
            6697
        ],
        [
            140.264417,
            140.264417,
            141.1915,
            140.264417,
            140.264417,
            141.1915
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489699,
            298675,
            212008,
            427276,
            296304,
            -4675
        ]
    ]
}
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": 1736357400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760250045612,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)