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Trade: EOS/USDT/15/SINWMA/VWMA/7884

Strategy
EOS/USDT/15/SINWMA/VWMA/7884
Pair
EOS_USDT
Interval
15m
Score
505199
Daily Profit
0.914400
Profit Factor
1.507970
Profitability
64.242424
Streak
128.531804
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-28 23:30
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 127019.2755 76788.8522 50230.4233 161040.2799 112524.3415 48515.9384
Total P&L (%) 127.0193 76.7889 50.2304 161.0403 112.5243 48.5159
Avg Daily Profit (%) 0.9144 0.5528 0.3616 0.6931 0.5442 0.2851
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49116 -38650 -29303 -69214 -35244 -68029
Profit Factor 1.508 1.5814 1.4258 1.4087 1.6548 1.2184
Total Trades 165 82 83 165 82 83
Winning Trades 106 54 52 106 54 52
Losing Trades 59 28 31 59 28 31
Profitability (%) 64.2424 65.8537 62.6506 64.2424 65.8537 62.6506
Ratio Avg Win / Avg Loss 0.8393 0.82 0.85 0.7841 0.8581 0.7263
Largest Winning Trade 26896 26896 9085 35549 35549 18822
Largest Losing Trade -31389 -31389 -19486 -35796 -27038 -35796
Avg Bars in Trades 78 77 78 78 77 78
Avg Bars in Winners 64 64 63 64 64 63
Avg Bars in Losers 103 103 103 103 103 103
Bars Traded 12903 6388 6515 12903 6388 6515
Profit Streak 128.5318 0 128.5526 128.5318 0 128.5526
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505199 247203 260704 446911 252458 186250
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": 1736352000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759091447852,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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": [
        [
            127019.2755163477,
            76788.8521693111,
            50230.4233470365,
            161040.2799022428,
            112524.3414764338,
            48515.938425809
        ],
        [
            127.019276,
            76.788852,
            50.230423,
            161.04028,
            112.524341,
            48.515938
        ],
        [
            0.9144,
            0.552796,
            0.361604,
            0.693129,
            0.544191,
            0.285138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49116,
            -38650,
            -29303,
            -69214,
            -35244,
            -68029
        ],
        [
            1.50797,
            1.581396,
            1.425767,
            1.408739,
            1.654829,
            1.218388
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            106,
            54,
            52,
            106,
            54,
            52
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            64.242424,
            65.853659,
            62.650602,
            64.242424,
            65.853659,
            62.650602
        ],
        [
            0.839342,
            0.819983,
            0.849977,
            0.784109,
            0.858059,
            0.726346
        ],
        [
            26896,
            26896,
            9085,
            35549,
            35549,
            18822
        ],
        [
            -31389,
            -31389,
            -19486,
            -35796,
            -27038,
            -35796
        ],
        [
            78,
            77,
            78,
            78,
            77,
            78
        ],
        [
            64,
            64,
            63,
            64,
            64,
            63
        ],
        [
            103,
            103,
            103,
            103,
            103,
            103
        ],
        [
            12903,
            6388,
            6515,
            12903,
            6388,
            6515
        ],
        [
            128.531804,
            0,
            128.552637,
            128.531804,
            0,
            128.552637
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505199,
            247203,
            260704,
            446911,
            252458,
            186250
        ]
    ]
}
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": 1736352000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759091447852,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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)