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Trade: EOS/USDT/15/VWAP/SMA/2884

Strategy
EOS/USDT/15/VWAP/SMA/2884
Pair
EOS_USDT
Interval
15m
Score
305792
Daily Profit
0.343700
Profit Factor
1.252943
Profitability
72.033898
Streak
137.209232
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 00:16
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 47743.3451 33517.8644 14225.4807 27264.4535 30166.993 -2902.5395
Total P&L (%) 47.7433 33.5179 14.2255 27.2645 30.167 -2.9025
Avg Daily Profit (%) 0.3437 0.2413 0.1024 0.1737 0.19 -0.0212
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51219 -26625 -40644 -52909 -27366 -43852
Profit Factor 1.2529 1.445 1.1254 1.1402 1.3968 0.9755
Total Trades 118 59 59 118 59 59
Winning Trades 85 39 46 85 39 46
Losing Trades 33 20 13 33 20 13
Profitability (%) 72.0339 66.1017 77.9661 72.0339 66.1017 77.9661
Ratio Avg Win / Avg Loss 0.4864 0.741 0.3181 0.4427 0.7163 0.2757
Largest Winning Trade 13697 8256 13697 9706 9706 8988
Largest Losing Trade -31510 -12624 -31510 -31232 -13644 -31232
Avg Bars in Trades 110 106 113 110 106 113
Avg Bars in Winners 79 71 86 79 71 86
Avg Bars in Losers 188 174 209 188 174 209
Bars Traded 12981 6290 6691 12981 6290 6691
Profit Streak 137.2092 137.2092 140.5842 137.2092 137.2092 140.5842
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305792 -170934 -348308 -60860 -171965 -754263
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": 1736379000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759612577632,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 170,
            "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": [
        [
            47743.3450618956,
            33517.8643995239,
            14225.4806623717,
            27264.4534989034,
            30166.9930390801,
            -2902.5395401768
        ],
        [
            47.743345,
            33.517864,
            14.225481,
            27.264453,
            30.166993,
            -2.90254
        ],
        [
            0.3437,
            0.241292,
            0.102408,
            0.173714,
            0.189978,
            -0.021202
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51219,
            -26625,
            -40644,
            -52909,
            -27366,
            -43852
        ],
        [
            1.252943,
            1.445005,
            1.12541,
            1.14022,
            1.396814,
            0.975489
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            85,
            39,
            46,
            85,
            39,
            46
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            72.033898,
            66.101695,
            77.966102,
            72.033898,
            66.101695,
            77.966102
        ],
        [
            0.486437,
            0.741028,
            0.318051,
            0.442674,
            0.716315,
            0.275682
        ],
        [
            13697,
            8256,
            13697,
            9706,
            9706,
            8988
        ],
        [
            -31510,
            -12624,
            -31510,
            -31232,
            -13644,
            -31232
        ],
        [
            110,
            106,
            113,
            110,
            106,
            113
        ],
        [
            79,
            71,
            86,
            79,
            71,
            86
        ],
        [
            188,
            174,
            209,
            188,
            174,
            209
        ],
        [
            12981,
            6290,
            6691,
            12981,
            6290,
            6691
        ],
        [
            137.209232,
            137.209232,
            140.584232,
            137.209232,
            137.209232,
            140.584232
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305792,
            -170934,
            -348308,
            -60860,
            -171965,
            -754263
        ]
    ]
}
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": 1736379000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759612577632,
    "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": "sma",
        "factors": {
            "length": 170,
            "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)