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Trade: EOS/USDT/15/SSF/VWMA/4403

Strategy
EOS/USDT/15/SSF/VWMA/4403
Pair
EOS_USDT
Interval
15m
Score
481156
Daily Profit
0.669854
Profit Factor
1.479766
Profitability
66.666667
Streak
144.020805
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 12:59
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 93049.4346 52817.4236 40232.011 106364.2809 82129.3152 24234.9656
Total P&L (%) 93.0494 52.8174 40.232 106.3643 82.1293 24.235
Avg Daily Profit (%) 0.6699 0.3802 0.2896 0.5229 0.4325 0.1563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44459 -19999 -38845 -59440 -19368 -60857
Profit Factor 1.4798 1.6777 1.3468 1.395 1.8679 1.1388
Total Trades 111 55 56 111 55 56
Winning Trades 74 36 38 74 36 38
Losing Trades 37 19 18 37 19 18
Profitability (%) 66.6667 65.4545 67.8571 66.6667 65.4545 67.8571
Ratio Avg Win / Avg Loss 0.7399 0.8855 0.638 0.6975 0.9858 0.5394
Largest Winning Trade 13857 12549 13857 15729 15729 15186
Largest Losing Trade -23513 -13003 -23513 -48288 -12437 -48288
Avg Bars in Trades 115 111 119 115 111 119
Avg Bars in Winners 99 92 105 99 92 105
Avg Bars in Losers 147 148 147 147 148 147
Bars Traded 12813 6145 6668 12813 6145 6668
Profit Streak 144.0208 144.0208 144.0416 144.0208 144.0208 144.0416
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481156 -170034 -173219 417285 -168074 -244492
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": 1736396100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759658397579,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "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": [
        [
            93049.4346045568,
            52817.423605601,
            40232.0109989559,
            106364.2808508869,
            82129.3152224725,
            24234.9656284145
        ],
        [
            93.049435,
            52.817424,
            40.232011,
            106.364281,
            82.129315,
            24.234966
        ],
        [
            0.669854,
            0.380228,
            0.289626,
            0.522904,
            0.432541,
            0.156342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44459,
            -19999,
            -38845,
            -59440,
            -19368,
            -60857
        ],
        [
            1.479766,
            1.677731,
            1.346783,
            1.394967,
            1.86785,
            1.138752
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            66.666667,
            65.454545,
            67.857143,
            66.666667,
            65.454545,
            67.857143
        ],
        [
            0.739883,
            0.885469,
            0.63795,
            0.697484,
            0.98581,
            0.539409
        ],
        [
            13857,
            12549,
            13857,
            15729,
            15729,
            15186
        ],
        [
            -23513,
            -13003,
            -23513,
            -48288,
            -12437,
            -48288
        ],
        [
            115,
            111,
            119,
            115,
            111,
            119
        ],
        [
            99,
            92,
            105,
            99,
            92,
            105
        ],
        [
            147,
            148,
            147,
            147,
            148,
            147
        ],
        [
            12813,
            6145,
            6668,
            12813,
            6145,
            6668
        ],
        [
            144.020805,
            144.020805,
            144.041639,
            144.020805,
            144.020805,
            144.041639
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481156,
            -170034,
            -173219,
            417285,
            -168074,
            -244492
        ]
    ]
}
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": 1736396100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759658397579,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "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)