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Trade: EOS/USDT/15/VWAP/SWMA/8281

Strategy
EOS/USDT/15/VWAP/SWMA/8281
Pair
EOS_USDT
Interval
15m
Score
517402
Daily Profit
0.624245
Profit Factor
1.519620
Profitability
74.561404
Streak
143.445260
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-11 08:11
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 86713.8062 52100.8305 34612.9757 87973.7261 65977.2344 21996.4917
Total P&L (%) 86.7138 52.1008 34.613 87.9737 65.9772 21.9965
Avg Daily Profit (%) 0.6242 0.3751 0.2492 0.4554 0.3654 0.1432
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48889 -22307 -42177 -63627 -30342 -57089
Profit Factor 1.5196 1.8206 1.3348 1.4182 1.865 1.1641
Total Trades 114 57 57 114 57 57
Winning Trades 85 40 45 85 40 45
Losing Trades 29 17 12 29 17 12
Profitability (%) 74.5614 70.1754 78.9474 74.5614 70.1754 78.9474
Ratio Avg Win / Avg Loss 0.5185 0.7738 0.3559 0.4839 0.7926 0.3104
Largest Winning Trade 11657 8256 11657 14336 14336 11243
Largest Losing Trade -35418 -12624 -35418 -44407 -15468 -44407
Avg Bars in Trades 113 109 117 113 109 117
Avg Bars in Winners 76 69 81 76 69 81
Avg Bars in Losers 224 203 254 224 203 254
Bars Traded 12978 6259 6719 12978 6259 6719
Profit Streak 143.4453 143.4453 152.6328 143.4453 143.4453 152.6328
Trades During Streak 4 2 8 4 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 517402 -169659 -172611 443137 -168730 -225699
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": 1736415900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760159470504,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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": [
        [
            86713.8061888376,
            52100.8305055244,
            34612.9756833133,
            87973.7260811647,
            65977.2343594376,
            21996.491721727
        ],
        [
            86.713806,
            52.100831,
            34.612976,
            87.973726,
            65.977234,
            21.996492
        ],
        [
            0.624245,
            0.375069,
            0.249176,
            0.45538,
            0.365421,
            0.143233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48889,
            -22307,
            -42177,
            -63627,
            -30342,
            -57089
        ],
        [
            1.51962,
            1.820635,
            1.334778,
            1.418228,
            1.865048,
            1.164057
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            74.561404,
            70.175439,
            78.947368,
            74.561404,
            70.175439,
            78.947368
        ],
        [
            0.518459,
            0.77377,
            0.355941,
            0.483866,
            0.792645,
            0.310415
        ],
        [
            11657,
            8256,
            11657,
            14336,
            14336,
            11243
        ],
        [
            -35418,
            -12624,
            -35418,
            -44407,
            -15468,
            -44407
        ],
        [
            113,
            109,
            117,
            113,
            109,
            117
        ],
        [
            76,
            69,
            81,
            76,
            69,
            81
        ],
        [
            224,
            203,
            254,
            224,
            203,
            254
        ],
        [
            12978,
            6259,
            6719,
            12978,
            6259,
            6719
        ],
        [
            143.44526,
            143.44526,
            152.63276,
            143.44526,
            143.44526,
            152.63276
        ],
        [
            4,
            2,
            8,
            4,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517402,
            -169659,
            -172611,
            443137,
            -168730,
            -225699
        ]
    ]
}
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": 1736415900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760159470504,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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)