← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: EOS/USDT/15/VWAP/KCL/3968

Strategy
EOS/USDT/15/VWAP/KCL/3968
Pair
EOS_USDT
Interval
15m
Score
312437
Daily Profit
0.337886
Profit Factor
1.299937
Profitability
71.052632
Streak
142.414932
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-07 15:42
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 46935.723 31233.0391 15702.6838 31229.8483 26409.8928 4819.9554
Total P&L (%) 46.9357 31.233 15.7027 31.2298 26.4099 4.82
Avg Daily Profit (%) 0.3379 0.2248 0.113 0.1958 0.1689 0.0339
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48546 -22954 -44664 -51388 -26490 -47852
Profit Factor 1.2999 1.6437 1.1454 1.1864 1.4949 1.0422
Total Trades 114 57 57 114 57 57
Winning Trades 81 41 40 81 41 40
Losing Trades 33 16 17 33 16 17
Profitability (%) 71.0526 71.9298 70.1754 71.0526 71.9298 70.1754
Ratio Avg Win / Avg Loss 0.5296 0.6414 0.4868 0.4833 0.5834 0.4429
Largest Winning Trade 14085 8256 14085 10610 10008 10610
Largest Losing Trade -33595 -12624 -33595 -33085 -13927 -33085
Avg Bars in Trades 113 88 138 113 88 138
Avg Bars in Winners 68 68 69 68 68 69
Avg Bars in Losers 223 141 300 223 141 300
Bars Traded 12950 5061 7889 12950 5061 7889
Profit Streak 142.4149 142.7378 142.4149 142.4149 142.7378 142.4149
Trades During Streak 9 5 4 9 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312437 -172413 -291877 -9516 -174047 -666991
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": 1736416800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759840950177,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            46935.7229762292,
            31233.039131335,
            15702.6838448941,
            31229.8482881564,
            26409.8928457988,
            4819.9554423576
        ],
        [
            46.935723,
            31.233039,
            15.702684,
            31.229848,
            26.409893,
            4.819955
        ],
        [
            0.337886,
            0.224844,
            0.113042,
            0.195844,
            0.168856,
            0.033894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48546,
            -22954,
            -44664,
            -51388,
            -26490,
            -47852
        ],
        [
            1.299937,
            1.643661,
            1.145448,
            1.186387,
            1.494857,
            1.042212
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            71.052632,
            71.929825,
            70.175439,
            71.052632,
            71.929825,
            70.175439
        ],
        [
            0.529604,
            0.641429,
            0.486815,
            0.483343,
            0.583359,
            0.44294
        ],
        [
            14085,
            8256,
            14085,
            10610,
            10008,
            10610
        ],
        [
            -33595,
            -12624,
            -33595,
            -33085,
            -13927,
            -33085
        ],
        [
            113,
            88,
            138,
            113,
            88,
            138
        ],
        [
            68,
            68,
            69,
            68,
            68,
            69
        ],
        [
            223,
            141,
            300,
            223,
            141,
            300
        ],
        [
            12950,
            5061,
            7889,
            12950,
            5061,
            7889
        ],
        [
            142.414932,
            142.737849,
            142.414932,
            142.414933,
            142.737849,
            142.414933
        ],
        [
            9,
            5,
            4,
            9,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312437,
            -172413,
            -291877,
            -9516,
            -174047,
            -666991
        ]
    ]
}
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": 1736416800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759840950177,
    "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": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)