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

Trade: EOS/USDT/15/VWAP/SMA/4750

Strategy
EOS/USDT/15/VWAP/SMA/4750
Pair
EOS_USDT
Interval
15m
Score
389493
Daily Profit
0.460408
Profit Factor
1.366281
Profitability
70.338983
Streak
128.611436
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 12:10
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 63955.2983 40896.2239 23059.0744 51763.3932 42352.922 9410.4712
Total P&L (%) 63.9553 40.8962 23.0591 51.7634 42.3529 9.4105
Avg Daily Profit (%) 0.4604 0.2944 0.166 0.3008 0.2545 0.0648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47964 -24545 -39087 -53311 -28196 -45519
Profit Factor 1.3663 1.6205 1.2121 1.2691 1.5925 1.0778
Total Trades 118 59 59 118 59 59
Winning Trades 83 39 44 83 39 44
Losing Trades 35 20 15 35 20 15
Profitability (%) 70.339 66.1017 74.5763 70.339 66.1017 74.5763
Ratio Avg Win / Avg Loss 0.5761 0.831 0.4132 0.5352 0.8167 0.3674
Largest Winning Trade 14085 8256 14085 11574 11574 9843
Largest Losing Trade -31510 -12624 -31510 -33101 -13293 -33101
Avg Bars in Trades 109 106 113 109 106 113
Avg Bars in Winners 73 69 78 73 69 78
Avg Bars in Losers 195 179 216 195 179 216
Bars Traded 12979 6301 6678 12979 6301 6678
Profit Streak 128.6114 128.6114 137.7364 128.6114 128.6114 137.7364
Trades During Streak 4 2 9 4 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389493 -168839 -173371 289724 -169136 -582525

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": 1736387100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758877828068,
    "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": 179,
            "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": [
        [
            63955.2982897875,
            40896.2239272795,
            23059.074362508,
            51763.3932036569,
            42352.9220194623,
            9410.4711841946
        ],
        [
            63.955298,
            40.896224,
            23.059074,
            51.763393,
            42.352922,
            9.410471
        ],
        [
            0.460408,
            0.294408,
            0.166,
            0.300756,
            0.254545,
            0.064765
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47964,
            -24545,
            -39087,
            -53311,
            -28196,
            -45519
        ],
        [
            1.366281,
            1.620494,
            1.212139,
            1.269084,
            1.592474,
            1.077847
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            70.338983,
            66.101695,
            74.576271,
            70.338983,
            66.101695,
            74.576271
        ],
        [
            0.576143,
            0.831023,
            0.413229,
            0.535156,
            0.816653,
            0.367448
        ],
        [
            14085,
            8256,
            14085,
            11574,
            11574,
            9843
        ],
        [
            -31510,
            -12624,
            -31510,
            -33101,
            -13293,
            -33101
        ],
        [
            109,
            106,
            113,
            109,
            106,
            113
        ],
        [
            73,
            69,
            78,
            73,
            69,
            78
        ],
        [
            195,
            179,
            216,
            195,
            179,
            216
        ],
        [
            12979,
            6301,
            6678,
            12979,
            6301,
            6678
        ],
        [
            128.611436,
            128.611436,
            137.736436,
            128.611436,
            128.611436,
            137.736436
        ],
        [
            4,
            2,
            9,
            4,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389493,
            -168839,
            -173371,
            289724,
            -169136,
            -582525
        ]
    ]
}
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": 1736387100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758877828068,
    "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": 179,
            "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)