← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: EOS/USDT/720/HILO/VWMA/2380

Strategy
EOS/USDT/720/HILO/VWMA/2380
Pair
EOS_USDT
Interval
12h
Score
318341
Daily Profit
0.164058
Profit Factor
1.312366
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-09-26 05:44
Expiration Time
2025-08-05 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390213.0247 293907.8523 96305.1725 146819.7602 -70516.5626 217336.3228
Total P&L (%) 390.213 293.9079 96.3052 146.8198 -70.5166 217.3363
Avg Daily Profit (%) 0.1641 0.1236 0.0405 0.038 -0.0513 0.0486
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169374 -158894 -45424 -993423 -940816 -307042
Profit Factor 1.3124 1.3777 1.2044 1.0349 0.9744 1.1498
Total Trades 315 157 158 315 157 158
Winning Trades 153 70 83 153 70 83
Losing Trades 162 87 75 162 87 75
Profitability (%) 48.5714 44.586 52.5316 48.5714 44.586 52.5316
Ratio Avg Win / Avg Loss 1.3896 1.7123 1.0883 1.0958 1.211 1.039
Largest Winning Trade 112224 112224 31513 399453 399453 266572
Largest Losing Trade -37586 -37586 -37199 -310918 -310918 -134677
Avg Bars in Trades 14 22 7 14 22 7
Avg Bars in Winners 16 27 7 16 27 7
Avg Bars in Losers 13 18 7 13 18 7
Bars Traded 4672 3496 1176 4672 3496 1176
Profit Streak 0 203.6142 0 0 203.6142 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318341 -26526 -138441 -322878 -579260 -182942

Evaluation Data

{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1544140800000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758854664435,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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": [
        [
            390213.0247362235,
            293907.8522662282,
            96305.1724699949,
            146819.7602325195,
            -70516.5625628167,
            217336.3227953365
        ],
        [
            390.213025,
            293.907852,
            96.305172,
            146.81976,
            -70.516563,
            217.336323
        ],
        [
            0.164058,
            0.123569,
            0.04049,
            0.037993,
            -0.051336,
            0.048563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169374,
            -158894,
            -45424,
            -993423,
            -940816,
            -307042
        ],
        [
            1.312366,
            1.377734,
            1.204411,
            1.034935,
            0.974373,
            1.149784
        ],
        [
            315,
            157,
            158,
            315,
            157,
            158
        ],
        [
            153,
            70,
            83,
            153,
            70,
            83
        ],
        [
            162,
            87,
            75,
            162,
            87,
            75
        ],
        [
            48.571429,
            44.585987,
            52.531646,
            48.571429,
            44.585987,
            52.531646
        ],
        [
            1.389564,
            1.712326,
            1.088324,
            1.095814,
            1.211006,
            1.038961
        ],
        [
            112224,
            112224,
            31513,
            399453,
            399453,
            266572
        ],
        [
            -37586,
            -37586,
            -37199,
            -310918,
            -310918,
            -134677
        ],
        [
            14,
            22,
            7,
            14,
            22,
            7
        ],
        [
            16,
            27,
            7,
            16,
            27,
            7
        ],
        [
            13,
            18,
            7,
            13,
            18,
            7
        ],
        [
            4672,
            3496,
            1176,
            4672,
            3496,
            1176
        ],
        [
            0,
            203.614172,
            0,
            0,
            203.614172,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318341,
            -26526,
            -138441,
            -322878,
            -579260,
            -182942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1544140800000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1758854664435,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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)