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Trade: EOS/USDT/15/VWAP/VWMA/8148

Strategy
EOS/USDT/15/VWAP/VWMA/8148
Pair
EOS_USDT
Interval
15m
Score
336918
Daily Profit
0.365873
Profit Factor
1.302344
Profitability
73.148148
Streak
143.880856
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-12 00:08
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 50823.4683 31868.9347 18954.5336 33886.343 27143.4737 6742.8693
Total P&L (%) 50.8235 31.8689 18.9545 33.8863 27.1435 6.7429
Avg Daily Profit (%) 0.3659 0.2294 0.1365 0.2103 0.173 0.047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46621 -29192 -41761 -49400 -31498 -42170
Profit Factor 1.3023 1.502 1.1812 1.1932 1.4093 1.0618
Total Trades 108 54 54 108 54 54
Winning Trades 79 38 41 79 38 41
Losing Trades 29 16 13 29 16 13
Profitability (%) 73.1481 70.3704 75.9259 73.1481 70.3704 75.9259
Ratio Avg Win / Avg Loss 0.4781 0.6324 0.3745 0.438 0.5934 0.3367
Largest Winning Trade 14085 9071 14085 9756 8125 9756
Largest Losing Trade -30624 -12624 -30624 -29555 -13934 -29555
Avg Bars in Trades 120 117 122 120 117 122
Avg Bars in Winners 81 72 90 81 72 90
Avg Bars in Losers 224 226 223 224 226 223
Bars Traded 12985 6369 6616 12985 6369 6616
Profit Streak 143.8809 143.8809 153.3079 143.8809 143.8809 153.3079
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336918 -173654 -218415 -1594 -175123 -627208
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": 1736417700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760216905931,
    "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": 213,
            "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": [
        [
            50823.4683027788,
            31868.934663817,
            18954.5336389618,
            33886.3430174704,
            27143.4736782416,
            6742.8693392289
        ],
        [
            50.823468,
            31.868935,
            18.954534,
            33.886343,
            27.143474,
            6.742869
        ],
        [
            0.365873,
            0.229421,
            0.136452,
            0.2103,
            0.173028,
            0.046986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46621,
            -29192,
            -41761,
            -49400,
            -31498,
            -42170
        ],
        [
            1.302344,
            1.502025,
            1.18118,
            1.193172,
            1.409273,
            1.061805
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            73.148148,
            70.37037,
            75.925926,
            73.148148,
            70.37037,
            75.925926
        ],
        [
            0.478076,
            0.632432,
            0.37452,
            0.438,
            0.593378,
            0.33667
        ],
        [
            14085,
            9071,
            14085,
            9756,
            8125,
            9756
        ],
        [
            -30624,
            -12624,
            -30624,
            -29555,
            -13934,
            -29555
        ],
        [
            120,
            117,
            122,
            120,
            117,
            122
        ],
        [
            81,
            72,
            90,
            81,
            72,
            90
        ],
        [
            224,
            226,
            223,
            224,
            226,
            223
        ],
        [
            12985,
            6369,
            6616,
            12985,
            6369,
            6616
        ],
        [
            143.880856,
            143.880856,
            153.307939,
            143.880856,
            143.880856,
            153.307939
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336918,
            -173654,
            -218415,
            -1594,
            -175123,
            -627208
        ]
    ]
}
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": 1736417700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1760216905931,
    "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": 213,
            "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)