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Trade: EOS/USDT/15/VWAP/DCM/2413

Strategy
EOS/USDT/15/VWAP/DCM/2413
Pair
EOS_USDT
Interval
15m
Score
308018
Daily Profit
0.396502
Profit Factor
1.300862
Profitability
68.181818
Streak
132.863405
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-02 04:28
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 55078.0567 36482.8077 18595.249 36573.8937 50931.7532 -14357.8595
Total P&L (%) 55.0781 36.4828 18.5952 36.5739 50.9318 -14.3579
Avg Daily Profit (%) 0.3965 0.2626 0.1339 0.2246 0.2968 -0.1115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39555 -22402 -34835 -59106 -23022 -62970
Profit Factor 1.3009 1.4688 1.1767 1.1556 1.6045 0.9048
Total Trades 110 55 55 110 55 55
Winning Trades 75 37 38 75 37 38
Losing Trades 35 18 17 35 18 17
Profitability (%) 68.1818 67.2727 69.0909 68.1818 67.2727 69.0909
Ratio Avg Win / Avg Loss 0.6071 0.7146 0.5264 0.5393 0.7806 0.4048
Largest Winning Trade 12395 8759 12395 13230 9344 13230
Largest Losing Trade -34835 -16467 -34835 -53867 -15824 -53867
Avg Bars in Trades 118 122 114 118 122 114
Avg Bars in Winners 83 81 85 83 81 85
Avg Bars in Losers 192 204 179 192 204 179
Bars Traded 13028 6711 6317 13028 6711 6317
Profit Streak 132.8634 132.8634 142.2697 132.8634 132.8634 142.2697
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308018 -173958 -228010 -43905 -171592 -758788
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": 1736438400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759368498158,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "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": [
        [
            55078.0567188359,
            36482.807733382,
            18595.2489854539,
            36573.8936842437,
            50931.7532279365,
            -14357.8595436929
        ],
        [
            55.078057,
            36.482808,
            18.595249,
            36.573894,
            50.931753,
            -14.35786
        ],
        [
            0.396502,
            0.262636,
            0.133865,
            0.224639,
            0.296788,
            -0.111516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39555,
            -22402,
            -34835,
            -59106,
            -23022,
            -62970
        ],
        [
            1.300862,
            1.468842,
            1.176672,
            1.155596,
            1.604491,
            0.904789
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            68.181818,
            67.272727,
            69.090909,
            68.181818,
            67.272727,
            69.090909
        ],
        [
            0.607069,
            0.714572,
            0.526406,
            0.539278,
            0.780563,
            0.404774
        ],
        [
            12395,
            8759,
            12395,
            13230,
            9344,
            13230
        ],
        [
            -34835,
            -16467,
            -34835,
            -53867,
            -15824,
            -53867
        ],
        [
            118,
            122,
            114,
            118,
            122,
            114
        ],
        [
            83,
            81,
            85,
            83,
            81,
            85
        ],
        [
            192,
            204,
            179,
            192,
            204,
            179
        ],
        [
            13028,
            6711,
            6317,
            13028,
            6711,
            6317
        ],
        [
            132.863405,
            132.863405,
            142.269655,
            132.863405,
            132.863405,
            142.269655
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308018,
            -173958,
            -228010,
            -43905,
            -171592,
            -758788
        ]
    ]
}
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": 1736438400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759368498158,
    "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": "dcm",
        "factors": {
            "length": 236,
            "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)