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Trade: EOS/USDT/15/KCL/VWMA/2481

Strategy
EOS/USDT/15/KCL/VWMA/2481
Pair
EOS_USDT
Interval
15m
Score
495585
Daily Profit
0.601083
Profit Factor
1.451006
Profitability
74.789916
Streak
141.142439
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-11 01:25
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 83496.4621 47761.1394 35735.3226 89115.2186 79327.3786 9787.8401
Total P&L (%) 83.4965 47.7611 35.7353 89.1152 79.3274 9.7878
Avg Daily Profit (%) 0.6011 0.3438 0.2573 0.4598 0.4213 0.0672
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42456 -29250 -28802 -79049 -25292 -67399
Profit Factor 1.451 1.4939 1.4041 1.3488 1.7406 1.066
Total Trades 119 59 60 119 59 60
Winning Trades 89 40 49 89 40 49
Losing Trades 30 19 11 30 19 11
Profitability (%) 74.7899 67.7966 81.6667 74.7899 67.7966 81.6667
Ratio Avg Win / Avg Loss 0.4891 0.7096 0.3152 0.4546 0.8268 0.2393
Largest Winning Trade 25411 25411 10426 26269 26269 11436
Largest Losing Trade -19471 -19471 -19428 -37536 -16294 -37536
Avg Bars in Trades 107 133 81 107 133 81
Avg Bars in Winners 59 59 58 59 59 58
Avg Bars in Losers 250 289 182 250 289 182
Bars Traded 12782 7884 4897 12782 7884 4897
Profit Streak 141.1424 141.1424 152.6216 141.1424 141.1424 152.6216
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 495585 -168663 -160966 429609 -165548 -584096
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": 1736398800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760135106776,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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": [
        [
            83496.4620668612,
            47761.1394204349,
            35735.3226464264,
            89115.2186361859,
            79327.378575232,
            9787.8400609539
        ],
        [
            83.496462,
            47.761139,
            35.735323,
            89.115219,
            79.327379,
            9.78784
        ],
        [
            0.601083,
            0.343828,
            0.257255,
            0.459758,
            0.421332,
            0.067246
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42456,
            -29250,
            -28802,
            -79049,
            -25292,
            -67399
        ],
        [
            1.451006,
            1.493917,
            1.404087,
            1.348771,
            1.740644,
            1.065953
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            30,
            19,
            11,
            30,
            19,
            11
        ],
        [
            74.789916,
            67.79661,
            81.666667,
            74.789916,
            67.79661,
            81.666667
        ],
        [
            0.489103,
            0.70961,
            0.315203,
            0.454642,
            0.826806,
            0.239296
        ],
        [
            25411,
            25411,
            10426,
            26269,
            26269,
            11436
        ],
        [
            -19471,
            -19471,
            -19428,
            -37536,
            -16294,
            -37536
        ],
        [
            107,
            133,
            81,
            107,
            133,
            81
        ],
        [
            59,
            59,
            58,
            59,
            59,
            58
        ],
        [
            250,
            289,
            182,
            250,
            289,
            182
        ],
        [
            12782,
            7884,
            4897,
            12782,
            7884,
            4897
        ],
        [
            141.142439,
            141.142439,
            152.621606,
            141.142439,
            141.14244,
            152.621606
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495585,
            -168663,
            -160966,
            429609,
            -165548,
            -584096
        ]
    ]
}
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": 1736398800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760135106776,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "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)