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Trade: EOS/USDT/15/VWAP/WMA/1002

Strategy
EOS/USDT/15/VWAP/WMA/1002
Pair
EOS_USDT
Interval
15m
Score
472438
Daily Profit
0.540976
Profit Factor
1.442094
Profitability
74.107143
Streak
137.545279
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 06:05
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 75146.991 46636.3618 28510.6292 69302.4601 53121.0899 16181.3702
Total P&L (%) 75.147 46.6364 28.5106 69.3025 53.1211 16.1814
Avg Daily Profit (%) 0.541 0.3357 0.2052 0.3798 0.3072 0.108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41538 -25457 -40360 -44234 -27379 -43859
Profit Factor 1.4421 1.7426 1.266 1.3792 1.8475 1.1348
Total Trades 112 56 56 112 56 56
Winning Trades 83 41 42 83 41 42
Losing Trades 29 15 14 29 15 14
Profitability (%) 74.1071 73.2143 75 74.1071 73.2143 75
Ratio Avg Win / Avg Loss 0.5039 0.6375 0.422 0.4819 0.6759 0.3783
Largest Winning Trade 11820 8256 11820 12912 12912 10634
Largest Losing Trade -28790 -16065 -28790 -38497 -16329 -38497
Avg Bars in Trades 115 112 119 115 112 119
Avg Bars in Winners 87 84 90 87 84 90
Avg Bars in Losers 197 188 206 197 188 206
Bars Traded 12975 6287 6688 12975 6287 6688
Profit Streak 137.5453 137.5453 146.6286 137.5453 137.5453 146.6286
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472438 -170192 -174519 407331 -169726 -309294
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": 1736388900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759633512113,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "offset": 97
        }
    }
}
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": [
        [
            75146.9909941252,
            46636.3618259103,
            28510.6291682149,
            69302.4601160755,
            53121.089941005,
            16181.3701750704
        ],
        [
            75.146991,
            46.636362,
            28.510629,
            69.30246,
            53.12109,
            16.18137
        ],
        [
            0.540976,
            0.335731,
            0.205245,
            0.379754,
            0.307187,
            0.108029
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41538,
            -25457,
            -40360,
            -44234,
            -27379,
            -43859
        ],
        [
            1.442094,
            1.742597,
            1.266012,
            1.379245,
            1.847544,
            1.134776
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            74.107143,
            73.214286,
            75,
            74.107143,
            73.214286,
            75
        ],
        [
            0.503864,
            0.637536,
            0.422004,
            0.481905,
            0.675931,
            0.378259
        ],
        [
            11820,
            8256,
            11820,
            12912,
            12912,
            10634
        ],
        [
            -28790,
            -16065,
            -28790,
            -38497,
            -16329,
            -38497
        ],
        [
            115,
            112,
            119,
            115,
            112,
            119
        ],
        [
            87,
            84,
            90,
            87,
            84,
            90
        ],
        [
            197,
            188,
            206,
            197,
            188,
            206
        ],
        [
            12975,
            6287,
            6688,
            12975,
            6287,
            6688
        ],
        [
            137.545279,
            137.545279,
            146.628612,
            137.545279,
            137.545279,
            146.628612
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472438,
            -170192,
            -174519,
            407331,
            -169726,
            -309294
        ]
    ]
}
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": 1736388900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759633512113,
    "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": "wma",
        "factors": {
            "length": 84,
            "offset": 97
        }
    }
}

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)