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Trade: EOS/USDT/15/VWAP/VWMA/4777

Strategy
EOS/USDT/15/VWAP/VWMA/4777
Pair
EOS_USDT
Interval
15m
Score
391445
Daily Profit
0.420526
Profit Factor
1.362181
Profitability
74.528302
Streak
128.996697
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 02:55
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 58415.2939 34720.5327 23694.7612 45039.6759 32619.4063 12420.2696
Total P&L (%) 58.4153 34.7205 23.6948 45.0397 32.6194 12.4203
Avg Daily Profit (%) 0.4205 0.25 0.1706 0.268 0.2034 0.0843
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48733 -26522 -42539 -54263 -31634 -47495
Profit Factor 1.3622 1.5792 1.2338 1.245 1.4761 1.1077
Total Trades 106 53 53 106 53 53
Winning Trades 79 37 42 79 37 42
Losing Trades 27 16 11 27 16 11
Profitability (%) 74.5283 69.8113 79.2453 74.5283 69.8113 79.2453
Ratio Avg Win / Avg Loss 0.4656 0.6829 0.3231 0.4255 0.6383 0.2901
Largest Winning Trade 14085 9442 14085 10690 9316 10690
Largest Losing Trade -30624 -12624 -30624 -33873 -14946 -33873
Avg Bars in Trades 122 119 125 122 119 125
Avg Bars in Winners 86 85 86 86 85 86
Avg Bars in Losers 229 200 271 229 200 271
Bars Traded 12986 6359 6627 12986 6359 6627
Profit Streak 128.9967 128.9967 138.4134 128.9967 128.9967 138.4134
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391445 -172829 -175641 282680 -174043 -451171
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": 1736420400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758930914660,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "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": [
        [
            58415.2939106282,
            34720.5327364049,
            23694.7611742233,
            45039.675892426,
            32619.4063084179,
            12420.2695840081
        ],
        [
            58.415294,
            34.720533,
            23.694761,
            45.039676,
            32.619406,
            12.42027
        ],
        [
            0.420526,
            0.24995,
            0.170576,
            0.268041,
            0.203441,
            0.084316
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48733,
            -26522,
            -42539,
            -54263,
            -31634,
            -47495
        ],
        [
            1.362181,
            1.57916,
            1.233819,
            1.24502,
            1.476101,
            1.107715
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            74.528302,
            69.811321,
            79.245283,
            74.528302,
            69.811321,
            79.245283
        ],
        [
            0.465555,
            0.68288,
            0.323143,
            0.425513,
            0.638314,
            0.290116
        ],
        [
            14085,
            9442,
            14085,
            10690,
            9316,
            10690
        ],
        [
            -30624,
            -12624,
            -30624,
            -33873,
            -14946,
            -33873
        ],
        [
            122,
            119,
            125,
            122,
            119,
            125
        ],
        [
            86,
            85,
            86,
            86,
            85,
            86
        ],
        [
            229,
            200,
            271,
            229,
            200,
            271
        ],
        [
            12986,
            6359,
            6627,
            12986,
            6359,
            6627
        ],
        [
            128.996697,
            128.996697,
            138.413364,
            128.996697,
            128.996697,
            138.413364
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391445,
            -172829,
            -175641,
            282680,
            -174043,
            -451171
        ]
    ]
}
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": 1736420400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758930914660,
    "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": "vwma",
        "factors": {
            "length": 216,
            "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)