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Trade: EOS/USDT/15/VWMA/RMA/7267

Strategy
EOS/USDT/15/VWMA/RMA/7267
Pair
EOS_USDT
Interval
15m
Score
305365
Daily Profit
0.311349
Profit Factor
1.261669
Profitability
76.612903
Streak
128.304001
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-28 14:32
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 43249.5272 28349.6403 14899.8869 25733.8433 31486.5886 -5752.7453
Total P&L (%) 43.2495 28.3496 14.8999 25.7338 31.4866 -5.7527
Avg Daily Profit (%) 0.3113 0.2041 0.1073 0.165 0.1973 -0.0426
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31510 -28549 -40781 -42939 -31851 -62450
Profit Factor 1.2617 1.4019 1.1573 1.1285 1.4058 0.9531
Total Trades 124 62 62 124 62 62
Winning Trades 95 44 51 95 44 51
Losing Trades 29 18 11 29 18 11
Profitability (%) 76.6129 70.9677 82.2581 76.6129 70.9677 82.2581
Ratio Avg Win / Avg Loss 0.3851 0.5735 0.2496 0.3445 0.5751 0.2056
Largest Winning Trade 7813 6105 7813 7776 6276 7776
Largest Losing Trade -31510 -19695 -31510 -42939 -21049 -42939
Avg Bars in Trades 104 111 98 104 111 98
Avg Bars in Winners 64 61 65 64 61 65
Avg Bars in Losers 238 231 250 238 231 250
Bars Traded 12998 6887 6111 12998 6887 6111
Profit Streak 128.304 128.304 130.1998 128.304 128.304 130.1998
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305365 -148846 -263206 -73356 -148602 -731671
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": 1736349300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759059165710,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "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": [
        [
            43249.5271921905,
            28349.6402962234,
            14899.8868959671,
            25733.843286064,
            31486.5886271107,
            -5752.7453410466
        ],
        [
            43.249527,
            28.34964,
            14.899887,
            25.733843,
            31.486589,
            -5.752745
        ],
        [
            0.311349,
            0.204086,
            0.107263,
            0.164989,
            0.197253,
            -0.042643
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31510,
            -28549,
            -40781,
            -42939,
            -31851,
            -62450
        ],
        [
            1.261669,
            1.40185,
            1.157279,
            1.128496,
            1.405773,
            0.953105
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            76.612903,
            70.967742,
            82.258065,
            76.612903,
            70.967742,
            82.258065
        ],
        [
            0.385141,
            0.573484,
            0.249609,
            0.344488,
            0.575089,
            0.205572
        ],
        [
            7813,
            6105,
            7813,
            7776,
            6276,
            7776
        ],
        [
            -31510,
            -19695,
            -31510,
            -42939,
            -21049,
            -42939
        ],
        [
            104,
            111,
            98,
            104,
            111,
            98
        ],
        [
            64,
            61,
            65,
            64,
            61,
            65
        ],
        [
            238,
            231,
            250,
            238,
            231,
            250
        ],
        [
            12998,
            6887,
            6111,
            12998,
            6887,
            6111
        ],
        [
            128.304001,
            128.304001,
            130.199835,
            128.304001,
            128.304001,
            130.199835
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305365,
            -148846,
            -263206,
            -73356,
            -148602,
            -731671
        ]
    ]
}
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": 1736349300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759059165710,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "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)