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Trade: EOS/USDT/15/VWMA/RMA/3869

Strategy
EOS/USDT/15/VWMA/RMA/3869
Pair
EOS_USDT
Interval
15m
Score
312610
Daily Profit
0.291304
Profit Factor
1.278510
Profitability
78.260870
Streak
140.421444
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-30 13:51
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 40465.0267 24373.4342 16091.5925 29167.9947 23577.552 5590.4427
Total P&L (%) 40.465 24.3734 16.0916 29.168 23.5776 5.5904
Avg Daily Profit (%) 0.2913 0.1755 0.1158 0.1844 0.1525 0.0392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39122 -36312 -27552 -36687 -32422 -31457
Profit Factor 1.2785 1.3722 1.2016 1.2191 1.4276 1.0717
Total Trades 138 69 69 138 69 69
Winning Trades 108 53 55 108 53 55
Losing Trades 30 16 14 30 16 14
Profitability (%) 78.2609 76.8116 79.7101 78.2609 76.8116 79.7101
Ratio Avg Win / Avg Loss 0.3551 0.4142 0.3059 0.3387 0.431 0.2728
Largest Winning Trade 7893 5742 7893 8122 6374 8122
Largest Losing Trade -27552 -18598 -27552 -26665 -15796 -26665
Avg Bars in Trades 94 102 85 94 102 85
Avg Bars in Winners 47 53 42 47 53 42
Avg Bars in Losers 262 266 257 262 266 257
Bars Traded 12993 7069 5924 12993 7069 5924
Profit Streak 140.4214 148.1298 140.4214 140.4214 148.1298 140.4214
Trades During Streak 13 9 6 13 9 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312610 -96154 -148192 230511 -96542 -547843
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": 1736479800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759229512788,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 249,
            "offset": 33
        }
    }
}
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": [
        [
            40465.0266952049,
            24373.4342349919,
            16091.5924602131,
            29167.994746584,
            23577.5520322168,
            5590.4427143673
        ],
        [
            40.465027,
            24.373434,
            16.091592,
            29.167995,
            23.577552,
            5.590443
        ],
        [
            0.291304,
            0.175462,
            0.115842,
            0.184421,
            0.152516,
            0.039168
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39122,
            -36312,
            -27552,
            -36687,
            -32422,
            -31457
        ],
        [
            1.27851,
            1.372185,
            1.20164,
            1.219138,
            1.427615,
            1.071704
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            78.26087,
            76.811594,
            79.710145,
            78.26087,
            76.811594,
            79.710145
        ],
        [
            0.355142,
            0.414245,
            0.305872,
            0.33865,
            0.430978,
            0.272797
        ],
        [
            7893,
            5742,
            7893,
            8122,
            6374,
            8122
        ],
        [
            -27552,
            -18598,
            -27552,
            -26665,
            -15796,
            -26665
        ],
        [
            94,
            102,
            85,
            94,
            102,
            85
        ],
        [
            47,
            53,
            42,
            47,
            53,
            42
        ],
        [
            262,
            266,
            257,
            262,
            266,
            257
        ],
        [
            12993,
            7069,
            5924,
            12993,
            7069,
            5924
        ],
        [
            140.421444,
            148.129778,
            140.421444,
            140.421444,
            148.129778,
            140.421444
        ],
        [
            13,
            9,
            6,
            13,
            9,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312610,
            -96154,
            -148192,
            230511,
            -96542,
            -547843
        ]
    ]
}
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": 1736479800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759229512788,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 249,
            "offset": 33
        }
    }
}

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)