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Trade: EOS/USDT/15/VWAP/KCL/5247

Strategy
EOS/USDT/15/VWAP/KCL/5247
Pair
EOS_USDT
Interval
15m
Score
333993
Daily Profit
0.337989
Profit Factor
1.321874
Profitability
75.000000
Streak
144.969774
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-08 08:01
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 46950.1103 30808.9707 16141.1396 30104.8423 23564.3051 6540.5373
Total P&L (%) 46.9501 30.809 16.1411 30.1048 23.5643 6.5405
Avg Daily Profit (%) 0.338 0.2218 0.1162 0.1896 0.1524 0.0456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56222 -34114 -43811 -55926 -35723 -39631
Profit Factor 1.3219 1.6595 1.1628 1.2104 1.4962 1.0684
Total Trades 84 42 42 84 42 42
Winning Trades 63 32 31 63 32 31
Losing Trades 21 10 11 21 10 11
Profitability (%) 75 76.1905 73.8095 75 76.1905 73.8095
Ratio Avg Win / Avg Loss 0.4406 0.5186 0.4126 0.4035 0.4676 0.3791
Largest Winning Trade 14085 8256 14085 9923 9923 9727
Largest Losing Trade -33595 -19051 -33595 -29138 -21627 -29138
Avg Bars in Trades 152 128 176 152 128 176
Avg Bars in Winners 89 89 89 89 89 89
Avg Bars in Losers 341 252 421 341 252 421
Bars Traded 12827 5403 7424 12827 5403 7424
Profit Streak 144.9698 144.9698 148.2094 144.9698 144.9698 148.2094
Trades During Streak 10 5 7 10 5 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333993 295347 -87625 209919 193991 -441859
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": 1736450100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759899688512,
    "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": 249,
            "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": [
        [
            46950.1102822194,
            30808.9706554941,
            16141.1396267253,
            30104.842306578,
            23564.3050528151,
            6540.5372537629
        ],
        [
            46.95011,
            30.808971,
            16.14114,
            30.104842,
            23.564305,
            6.540537
        ],
        [
            0.337989,
            0.221791,
            0.116199,
            0.189633,
            0.152439,
            0.045619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56222,
            -34114,
            -43811,
            -55926,
            -35723,
            -39631
        ],
        [
            1.321874,
            1.659463,
            1.162801,
            1.210415,
            1.496186,
            1.068428
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            75,
            76.190476,
            73.809524,
            75,
            76.190476,
            73.809524
        ],
        [
            0.440625,
            0.518582,
            0.412607,
            0.403472,
            0.467558,
            0.37912
        ],
        [
            14085,
            8256,
            14085,
            9923,
            9923,
            9727
        ],
        [
            -33595,
            -19051,
            -33595,
            -29138,
            -21627,
            -29138
        ],
        [
            152,
            128,
            176,
            152,
            128,
            176
        ],
        [
            89,
            89,
            89,
            89,
            89,
            89
        ],
        [
            341,
            252,
            421,
            341,
            252,
            421
        ],
        [
            12827,
            5403,
            7424,
            12827,
            5403,
            7424
        ],
        [
            144.969774,
            144.969774,
            148.209358,
            144.969774,
            144.969774,
            148.209358
        ],
        [
            10,
            5,
            7,
            10,
            5,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333993,
            295347,
            -87625,
            209919,
            193991,
            -441859
        ]
    ]
}
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": 1736450100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759899688512,
    "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": 249,
            "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)