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Trade: EOS/USDT/15/VWAP/MIDPRICE/9645

Strategy
EOS/USDT/15/VWAP/MIDPRICE/9645
Pair
EOS_USDT
Interval
15m
Score
322836
Daily Profit
0.394310
Profit Factor
1.285795
Profitability
68.852459
Streak
130.821445
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-29 08:57
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 54773.6111 36081.542 18692.0691 36988.917 50576.7749 -13587.858
Total P&L (%) 54.7736 36.0815 18.6921 36.9889 50.5768 -13.5879
Avg Daily Profit (%) 0.3943 0.2597 0.1346 0.2268 0.2951 -0.1051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38816 -22445 -34403 -57798 -22820 -63076
Profit Factor 1.2858 1.4253 1.175 1.1513 1.5504 0.911
Total Trades 122 61 61 122 61 61
Winning Trades 84 40 44 84 40 44
Losing Trades 38 21 17 38 21 17
Profitability (%) 68.8525 65.5738 72.1311 68.8525 65.5738 72.1311
Ratio Avg Win / Avg Loss 0.5817 0.7483 0.454 0.5208 0.814 0.352
Largest Winning Trade 12395 8759 12395 13374 9446 13374
Largest Losing Trade -34403 -12624 -34403 -53253 -11965 -53253
Avg Bars in Trades 106 110 102 106 110 102
Avg Bars in Winners 76 84 69 76 84 69
Avg Bars in Losers 173 160 188 173 160 188
Bars Traded 13028 6752 6276 13028 6752 6276
Profit Streak 130.8214 130.8214 139.2485 130.8214 130.8214 139.2485
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322836 -155738 -210075 -48085 -153396 -739987
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": 1736432100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759125472836,
    "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": 229,
            "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": [
        [
            54773.6111181316,
            36081.5420458411,
            18692.0690722905,
            36988.9169501244,
            50576.7749443417,
            -13587.8579942172
        ],
        [
            54.773611,
            36.081542,
            18.692069,
            36.988917,
            50.576775,
            -13.587858
        ],
        [
            0.39431,
            0.259748,
            0.134562,
            0.226828,
            0.295088,
            -0.105079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38816,
            -22445,
            -34403,
            -57798,
            -22820,
            -63076
        ],
        [
            1.285795,
            1.425338,
            1.174981,
            1.151252,
            1.550437,
            0.910996
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            68.852459,
            65.57377,
            72.131148,
            68.852459,
            65.57377,
            72.131148
        ],
        [
            0.581669,
            0.748303,
            0.45397,
            0.520805,
            0.813979,
            0.351976
        ],
        [
            12395,
            8759,
            12395,
            13374,
            9446,
            13374
        ],
        [
            -34403,
            -12624,
            -34403,
            -53253,
            -11965,
            -53253
        ],
        [
            106,
            110,
            102,
            106,
            110,
            102
        ],
        [
            76,
            84,
            69,
            76,
            84,
            69
        ],
        [
            173,
            160,
            188,
            173,
            160,
            188
        ],
        [
            13028,
            6752,
            6276,
            13028,
            6752,
            6276
        ],
        [
            130.821445,
            130.821445,
            139.248528,
            130.821445,
            130.821445,
            139.248528
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322836,
            -155738,
            -210075,
            -48085,
            -153396,
            -739987
        ]
    ]
}
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": 1736432100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759125472836,
    "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": 229,
            "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)