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Trade: EOS/USDT/480/VWAP/HWMA/5865

Strategy
EOS/USDT/480/VWAP/HWMA/5865
Pair
EOS_USDT
Interval
8h
Score
335112
Daily Profit
0.169526
Profit Factor
1.796597
Profitability
40.104167
Streak
345.532904
Best Strategy
Training Data Length
2378.670000
Evaluation Time
2025-10-01 23:47
Expiration Time
2025-08-05 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403246.4217 242836.5613 160409.8605 1031900.4871 582499.0135 449401.4736
Total P&L (%) 403.2464 242.8366 160.4099 1031.9005 582.499 449.4015
Avg Daily Profit (%) 0.1695 0.1021 0.0674 0.1021 0.0808 0.0716
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150468 -57712 -128098 -281262 -118750 -190319
Profit Factor 1.7966 2.0772 1.5713 2.0566 2.2501 1.8801
Total Trades 192 96 96 192 96 96
Winning Trades 77 39 38 77 39 38
Losing Trades 115 57 58 115 57 58
Profitability (%) 40.1042 40.625 39.5833 40.1042 40.625 39.5833
Ratio Avg Win / Avg Loss 2.6832 3.036 2.3983 3.0716 3.2886 2.8696
Largest Winning Trade 104052 104052 53547 335078 335078 165537
Largest Losing Trade -34078 -23930 -34078 -40658 -40658 -36732
Avg Bars in Trades 36 32 39 36 32 39
Avg Bars in Winners 69 64 74 69 64 74
Avg Bars in Losers 13 10 16 13 10 16
Bars Traded 6941 3129 3812 6941 3129 3812
Profit Streak 345.5329 345.5329 346.5329 345.5329 345.5329 346.5329
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335112 -55717 -103042 -53857 -83385 -96712
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7136,
    "evaluation_days": 2378.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1546070400000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759351642951,
    "expiration_time": 1754383104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 116
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.59495,
            "nb": 0.1,
            "nc": 0.53496
        }
    }
}
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": [
        [
            403246.4217296138,
            242836.5612546408,
            160409.8604749732,
            1031900.4871484323,
            582499.0135423115,
            449401.4736061204
        ],
        [
            403.246422,
            242.836561,
            160.40986,
            1031.900487,
            582.499014,
            449.401474
        ],
        [
            0.169526,
            0.102089,
            0.067437,
            0.102062,
            0.080775,
            0.071648
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150468,
            -57712,
            -128098,
            -281262,
            -118750,
            -190319
        ],
        [
            1.796597,
            2.077246,
            1.571284,
            2.056639,
            2.250102,
            1.880098
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            40.104167,
            40.625,
            39.583333,
            40.104167,
            40.625,
            39.583333
        ],
        [
            2.683229,
            3.035975,
            2.398276,
            3.071604,
            3.288611,
            2.869624
        ],
        [
            104052,
            104052,
            53547,
            335078,
            335078,
            165537
        ],
        [
            -34078,
            -23930,
            -34078,
            -40658,
            -40658,
            -36732
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            69,
            64,
            74,
            69,
            64,
            74
        ],
        [
            13,
            10,
            16,
            13,
            10,
            16
        ],
        [
            6941,
            3129,
            3812,
            6941,
            3129,
            3812
        ],
        [
            345.532904,
            345.532904,
            346.532904,
            345.532904,
            345.532905,
            346.532904
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335112,
            -55717,
            -103042,
            -53857,
            -83385,
            -96712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7136,
    "evaluation_days": 2378.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1546070400000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759351642951,
    "expiration_time": 1754383104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 116
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.59495,
            "nb": 0.1,
            "nc": 0.53496
        }
    }
}

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)