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Trade: EOS/USDT/15/VWAP/BBM/6024

Strategy
EOS/USDT/15/VWAP/BBM/6024
Pair
EOS_USDT
Interval
15m
Score
312014
Daily Profit
0.397020
Profit Factor
1.228591
Profitability
64.375000
Streak
130.291580
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 09:59
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 55150.0931 39500.865 15649.2281 28585.0536 39595.6235 -11010.5699
Total P&L (%) 55.1501 39.5009 15.6492 28.5851 39.5956 -11.0106
Avg Daily Profit (%) 0.397 0.2844 0.1127 0.1812 0.2404 -0.0839
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45870 -27258 -41775 -61206 -32593 -58741
Profit Factor 1.2286 1.4058 1.1087 1.1029 1.3733 0.9359
Total Trades 160 80 80 160 80 80
Winning Trades 103 46 57 103 46 57
Losing Trades 57 34 23 57 34 23
Profitability (%) 64.375 57.5 71.25 64.375 57.5 71.25
Ratio Avg Win / Avg Loss 0.6799 1.0391 0.4474 0.6103 1.015 0.3777
Largest Winning Trade 11198 11198 9695 12584 12584 11076
Largest Losing Trade -33428 -13025 -33428 -49463 -17059 -49463
Avg Bars in Trades 81 80 81 81 80 81
Avg Bars in Winners 58 57 59 58 57 59
Avg Bars in Losers 122 111 137 122 111 137
Bars Traded 12986 6448 6538 12986 6448 6538
Profit Streak 130.2916 130.2916 133.2395 130.2916 130.2916 133.2395
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312014 -11832 -171757 -102461 -12398 -597568
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": 1736328600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758956392554,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 2.30425
        }
    }
}
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": [
        [
            55150.0931130588,
            39500.8650491768,
            15649.228063882,
            28585.0536017868,
            39595.6234912099,
            -11010.5698894231
        ],
        [
            55.150093,
            39.500865,
            15.649228,
            28.585054,
            39.595623,
            -11.01057
        ],
        [
            0.39702,
            0.284363,
            0.112657,
            0.181159,
            0.240429,
            -0.083942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45870,
            -27258,
            -41775,
            -61206,
            -32593,
            -58741
        ],
        [
            1.228591,
            1.40578,
            1.108739,
            1.102853,
            1.373272,
            0.935927
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            103,
            46,
            57,
            103,
            46,
            57
        ],
        [
            57,
            34,
            23,
            57,
            34,
            23
        ],
        [
            64.375,
            57.5,
            71.25,
            64.375,
            57.5,
            71.25
        ],
        [
            0.6799,
            1.039055,
            0.447386,
            0.610317,
            1.015027,
            0.377655
        ],
        [
            11198,
            11198,
            9695,
            12584,
            12584,
            11076
        ],
        [
            -33428,
            -13025,
            -33428,
            -49463,
            -17059,
            -49463
        ],
        [
            81,
            80,
            81,
            81,
            80,
            81
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            122,
            111,
            137,
            122,
            111,
            137
        ],
        [
            12986,
            6448,
            6538,
            12986,
            6448,
            6538
        ],
        [
            130.29158,
            130.29158,
            133.239497,
            130.29158,
            130.29158,
            133.239497
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312014,
            -11832,
            -171757,
            -102461,
            -12398,
            -597568
        ]
    ]
}
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": 1736328600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758956392554,
    "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": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 2.30425
        }
    }
}

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)