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Trade: EOS/USDT/15/VWAP/MIDPRICE/7243

Strategy
EOS/USDT/15/VWAP/MIDPRICE/7243
Pair
EOS_USDT
Interval
15m
Score
457399
Daily Profit
0.602613
Profit Factor
1.444441
Profitability
68.656716
Streak
127.957573
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 12:58
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 83708.9365 51155.0442 32553.8922 80033.4853 84457.8267 -4424.3414
Total P&L (%) 83.7089 51.155 32.5539 80.0335 84.4578 -4.4243
Avg Daily Profit (%) 0.6026 0.3683 0.2344 0.4242 0.4417 -0.0326
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42070 -17852 -36315 -81719 -19372 -87155
Profit Factor 1.4444 1.6428 1.2993 1.2667 1.8026 0.9773
Total Trades 134 67 67 134 67 67
Winning Trades 92 43 49 92 43 49
Losing Trades 42 24 18 42 24 18
Profitability (%) 68.6567 64.1791 73.1343 68.6567 64.1791 73.1343
Ratio Avg Win / Avg Loss 0.6594 0.9169 0.4773 0.5783 1.0061 0.359
Largest Winning Trade 12395 8759 12395 16905 11830 16905
Largest Losing Trade -36315 -12624 -36315 -74228 -15322 -74228
Avg Bars in Trades 97 100 93 97 100 93
Avg Bars in Winners 69 72 66 69 72 66
Avg Bars in Losers 158 152 167 158 152 167
Bars Traded 13029 6746 6283 13029 6746 6283
Profit Streak 127.9576 128.0201 127.9576 127.9576 128.0201 127.9576
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457399 -107528 -111452 363386 -103669 -695673

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": 1736428500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758880734280,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "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": [
        [
            83708.936463807,
            51155.0442423483,
            32553.8922214588,
            80033.4853419391,
            84457.826714952,
            -4424.3413730129
        ],
        [
            83.708936,
            51.155044,
            32.553892,
            80.033485,
            84.457827,
            -4.424341
        ],
        [
            0.602613,
            0.36826,
            0.234352,
            0.424173,
            0.441726,
            -0.032571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42070,
            -17852,
            -36315,
            -81719,
            -19372,
            -87155
        ],
        [
            1.444441,
            1.642805,
            1.299303,
            1.266675,
            1.802591,
            0.977298
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            92,
            43,
            49,
            92,
            43,
            49
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            68.656716,
            64.179104,
            73.134328,
            68.656716,
            64.179104,
            73.134328
        ],
        [
            0.659419,
            0.916915,
            0.477295,
            0.578265,
            1.006097,
            0.359007
        ],
        [
            12395,
            8759,
            12395,
            16905,
            11830,
            16905
        ],
        [
            -36315,
            -12624,
            -36315,
            -74228,
            -15322,
            -74228
        ],
        [
            97,
            100,
            93,
            97,
            100,
            93
        ],
        [
            69,
            72,
            66,
            69,
            72,
            66
        ],
        [
            158,
            152,
            167,
            158,
            152,
            167
        ],
        [
            13029,
            6746,
            6283,
            13029,
            6746,
            6283
        ],
        [
            127.957573,
            128.020073,
            127.957573,
            127.957573,
            128.020073,
            127.957573
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457399,
            -107528,
            -111452,
            363386,
            -103669,
            -695673
        ]
    ]
}
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": 1736428500000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758880734280,
    "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": "midprice",
        "factors": {
            "length": 225,
            "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)