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Trade: EOS/USDT/15/SSF/VWMA/5321

Strategy
EOS/USDT/15/SSF/VWMA/5321
Pair
EOS_USDT
Interval
15m
Score
479120
Daily Profit
0.794230
Profit Factor
1.350129
Profitability
50.579151
Streak
137.332564
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-09 09:43
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 110326.5517 60766.5232 49560.0286 145111.2569 93667.6211 51443.6358
Total P&L (%) 110.3266 60.7665 49.56 145.1113 93.6676 51.4436
Avg Daily Profit (%) 0.7942 0.4375 0.3568 0.6475 0.477 0.2992
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34474 -25599 -27574 -46042 -28754 -42913
Profit Factor 1.3501 1.3627 1.3358 1.3125 1.3966 1.2254
Total Trades 259 129 130 259 129 130
Winning Trades 131 64 67 131 64 67
Losing Trades 128 65 63 128 65 63
Profitability (%) 50.5792 49.6124 51.5385 50.5792 49.6124 51.5385
Ratio Avg Win / Avg Loss 1.3192 1.384 1.2561 1.2824 1.4184 1.1522
Largest Winning Trade 15568 15568 13670 23579 23579 21383
Largest Losing Trade -15906 -13053 -15906 -24515 -13732 -24515
Avg Bars in Trades 50 50 50 50 50 50
Avg Bars in Winners 58 61 54 58 61 54
Avg Bars in Losers 42 39 46 42 39 46
Bars Traded 13119 6517 6602 13119 6517 6602
Profit Streak 137.3326 0 138.4471 137.3326 0 138.4471
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479120 264899 240140 425688 306675 203012
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": 1736314200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759992233524,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "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": [
        [
            110326.5517287577,
            60766.523155902,
            49560.0285728557,
            145111.2569364883,
            93667.6211383678,
            51443.6357981206
        ],
        [
            110.326552,
            60.766523,
            49.560029,
            145.111257,
            93.667621,
            51.443636
        ],
        [
            0.79423,
            0.437452,
            0.356778,
            0.647499,
            0.476962,
            0.299233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34474,
            -25599,
            -27574,
            -46042,
            -28754,
            -42913
        ],
        [
            1.350129,
            1.362721,
            1.335833,
            1.312474,
            1.396627,
            1.225399
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            131,
            64,
            67,
            131,
            64,
            67
        ],
        [
            128,
            65,
            63,
            128,
            65,
            63
        ],
        [
            50.579151,
            49.612403,
            51.538462,
            50.579151,
            49.612403,
            51.538462
        ],
        [
            1.31921,
            1.384014,
            1.256082,
            1.282418,
            1.418449,
            1.152241
        ],
        [
            15568,
            15568,
            13670,
            23579,
            23579,
            21383
        ],
        [
            -15906,
            -13053,
            -15906,
            -24515,
            -13732,
            -24515
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            58,
            61,
            54,
            58,
            61,
            54
        ],
        [
            42,
            39,
            46,
            42,
            39,
            46
        ],
        [
            13119,
            6517,
            6602,
            13119,
            6517,
            6602
        ],
        [
            137.332564,
            0,
            138.447147,
            137.332564,
            0,
            138.447147
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479120,
            264899,
            240140,
            425688,
            306675,
            203012
        ]
    ]
}
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": 1736314200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759992233524,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "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)