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Trade: EOS/USDT/15/VWMA/DCM/7945

Strategy
EOS/USDT/15/VWMA/DCM/7945
Pair
EOS_USDT
Interval
15m
Score
330986
Daily Profit
0.605488
Profit Factor
1.247717
Profitability
45.454545
Streak
131.639400
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-03 12:50
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 84108.3553 52194.321 31914.0343 74424.6648 62088.6542 12336.0106
Total P&L (%) 84.1084 52.1943 31.914 74.4247 62.0887 12.336
Avg Daily Profit (%) 0.6055 0.3757 0.2297 0.4013 0.3483 0.0838
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81654 -37727 -54794 -241687 -120586 -154703
Profit Factor 1.2477 1.3107 1.186 1.0817 1.1407 1.0263
Total Trades 253 126 127 253 126 127
Winning Trades 115 53 62 115 53 62
Losing Trades 138 73 65 138 73 65
Profitability (%) 45.4545 42.0635 48.8189 45.4545 42.0635 48.8189
Ratio Avg Win / Avg Loss 1.4973 1.8053 1.2434 1.2981 1.5712 1.076
Largest Winning Trade 31593 31593 29182 79854 79854 51003
Largest Losing Trade -11275 -11275 -10193 -33387 -26225 -33387
Avg Bars in Trades 51 52 50 51 52 50
Avg Bars in Winners 62 65 60 62 65 60
Avg Bars in Losers 42 43 40 42 43 40
Bars Traded 13095 6665 6430 13095 6665 6430
Profit Streak 131.6394 0 133.4311 131.6394 0 133.4311
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330986 147930 -12853 -122918 -61360 -367699
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": 1736380800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759485044197,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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": [
        [
            84108.3552605347,
            52194.3209794798,
            31914.0342810549,
            74424.664780304,
            62088.6541865225,
            12336.0105937818
        ],
        [
            84.108355,
            52.194321,
            31.914034,
            74.424665,
            62.088654,
            12.336011
        ],
        [
            0.605488,
            0.375742,
            0.229746,
            0.401295,
            0.348293,
            0.083776
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81654,
            -37727,
            -54794,
            -241687,
            -120586,
            -154703
        ],
        [
            1.247717,
            1.310722,
            1.186026,
            1.081749,
            1.140711,
            1.026294
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            115,
            53,
            62,
            115,
            53,
            62
        ],
        [
            138,
            73,
            65,
            138,
            73,
            65
        ],
        [
            45.454545,
            42.063492,
            48.818898,
            45.454545,
            42.063492,
            48.818898
        ],
        [
            1.49726,
            1.805333,
            1.243415,
            1.298099,
            1.571168,
            1.075954
        ],
        [
            31593,
            31593,
            29182,
            79854,
            79854,
            51003
        ],
        [
            -11275,
            -11275,
            -10193,
            -33387,
            -26225,
            -33387
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            62,
            65,
            60,
            62,
            65,
            60
        ],
        [
            42,
            43,
            40,
            42,
            43,
            40
        ],
        [
            13095,
            6665,
            6430,
            13095,
            6665,
            6430
        ],
        [
            131.6394,
            0,
            133.431067,
            131.6394,
            0,
            133.431067
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330986,
            147930,
            -12853,
            -122918,
            -61360,
            -367699
        ]
    ]
}
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": 1736380800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759485044197,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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)