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Trade: EOS/USDT/15/SINWMA/VWMA/7106

Strategy
EOS/USDT/15/SINWMA/VWMA/7106
Pair
EOS_USDT
Interval
15m
Score
320735
Daily Profit
0.394136
Profit Factor
1.298018
Profitability
66.666667
Streak
128.650328
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 01:06
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 54749.4049 36232.7472 18516.6577 31813.7395 33471.542 -1657.8025
Total P&L (%) 54.7494 36.2327 18.5167 31.8137 33.4715 -1.6578
Avg Daily Profit (%) 0.3941 0.2608 0.1333 0.199 0.2081 -0.012
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37427 -32103 -38164 -40990 -29398 -41357
Profit Factor 1.298 1.4475 1.1802 1.1721 1.443 0.9848
Total Trades 87 43 44 87 43 44
Winning Trades 58 29 29 58 29 29
Losing Trades 29 14 15 29 14 15
Profitability (%) 66.6667 67.4419 65.9091 66.6667 67.4419 65.9091
Ratio Avg Win / Avg Loss 0.649 0.6988 0.6105 0.5861 0.6966 0.5094
Largest Winning Trade 16329 16329 15075 18937 18937 10818
Largest Losing Trade -34538 -27244 -34538 -37589 -25382 -37589
Avg Bars in Trades 147 144 149 147 144 149
Avg Bars in Winners 128 120 136 128 120 136
Avg Bars in Losers 184 195 174 184 195 174
Bars Traded 12807 6219 6588 12807 6219 6588
Profit Streak 128.6503 128.6503 138.1295 128.6503 128.6503 138.1295
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320735 216010 -45207 -25949 189952 -579087

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": 1736444700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758924388379,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "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": [
        [
            54749.4048522759,
            36232.7471709589,
            18516.657681317,
            31813.7395378758,
            33471.5420284469,
            -1657.8024905711
        ],
        [
            54.749405,
            36.232747,
            18.516658,
            31.81374,
            33.471542,
            -1.657802
        ],
        [
            0.394136,
            0.260836,
            0.1333,
            0.199046,
            0.208062,
            -0.012034
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37427,
            -32103,
            -38164,
            -40990,
            -29398,
            -41357
        ],
        [
            1.298018,
            1.447486,
            1.180224,
            1.172128,
            1.443012,
            0.984829
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            66.666667,
            67.44186,
            65.909091,
            66.666667,
            67.44186,
            65.909091
        ],
        [
            0.649009,
            0.698786,
            0.610461,
            0.586064,
            0.696626,
            0.509394
        ],
        [
            16329,
            16329,
            15075,
            18937,
            18937,
            10818
        ],
        [
            -34538,
            -27244,
            -34538,
            -37589,
            -25382,
            -37589
        ],
        [
            147,
            144,
            149,
            147,
            144,
            149
        ],
        [
            128,
            120,
            136,
            128,
            120,
            136
        ],
        [
            184,
            195,
            174,
            184,
            195,
            174
        ],
        [
            12807,
            6219,
            6588,
            12807,
            6219,
            6588
        ],
        [
            128.650328,
            128.650328,
            138.129495,
            128.650328,
            128.650328,
            138.129495
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320735,
            216010,
            -45207,
            -25949,
            189952,
            -579087
        ]
    ]
}
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": 1736444700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758924388379,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "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)