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Trade: ETH/USDT/15/SWMA/VWAP/5164

Strategy
ETH/USDT/15/SWMA/VWAP/5164
Pair
ETH_USDT
Interval
15m
Score
339938
Daily Profit
0.440254
Profit Factor
1.336605
Profitability
50.800000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 11:19
Expiration Time
2025-12-12 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 110710.5392 77699.4822 33011.057 144163.6161 213927.9438 -69764.3276
Total P&L (%) 110.7105 77.6995 33.0111 144.1636 213.9279 -69.7643
Avg Daily Profit (%) 0.4251 0.2984 0.1268 0.3434 0.4403 -0.4583
Buy And Hold Return (%) 23.861 23.861 23.861 23.861 23.861 23.861
Max Trade Drawdown -81429 -28519 -69626 -350022 -93234 -275039
Profit Factor 1.2693 1.4066 1.1501 1.1016 1.3366 0.911
Total Trades 501 250 251 501 250 251
Winning Trades 250 127 123 250 127 123
Losing Trades 251 123 128 251 123 128
Profitability (%) 49.9002 50.8 49.004 49.9002 50.8 49.004
Ratio Avg Win / Avg Loss 1.2744 1.3623 1.1968 1.106 1.2945 0.948
Largest Winning Trade 14880 14880 10839 54247 54247 30052
Largest Losing Trade -14142 -10636 -14142 -65479 -46065 -65479
Avg Bars in Trades 49 48 49 49 48 49
Avg Bars in Winners 50 49 51 50 49 51
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 24731 12246 12485 24731 12246 12485
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322983 207873 -126744 -99406 339938 -581803
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736548200000,
    "first_datapoint_time": 1736743500000,
    "last_datapoint_time": 1759047300000,
    "evaluation_time": 1759047546087,
    "expiration_time": 1765527300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 89
        }
    }
}
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": [
        [
            110710.5391907031,
            77699.4822345543,
            33011.0569561487,
            144163.6161030662,
            213927.9437507641,
            -69764.3276476976
        ],
        [
            110.710539,
            77.699482,
            33.011057,
            144.163616,
            213.927944,
            -69.764328
        ],
        [
            0.425123,
            0.298362,
            0.126761,
            0.343368,
            0.440254,
            -0.458262
        ],
        [
            23.860995,
            23.860995,
            23.860995,
            23.860995,
            23.860995,
            23.860995
        ],
        [
            -81429,
            -28519,
            -69626,
            -350022,
            -93234,
            -275039
        ],
        [
            1.269313,
            1.406565,
            1.150068,
            1.101572,
            1.336605,
            0.910989
        ],
        [
            501,
            250,
            251,
            501,
            250,
            251
        ],
        [
            250,
            127,
            123,
            250,
            127,
            123
        ],
        [
            251,
            123,
            128,
            251,
            123,
            128
        ],
        [
            49.9002,
            50.8,
            49.003984,
            49.9002,
            50.8,
            49.003984
        ],
        [
            1.27439,
            1.362264,
            1.196819,
            1.105979,
            1.294507,
            0.948021
        ],
        [
            14880,
            14880,
            10839,
            54247,
            54247,
            30052
        ],
        [
            -14142,
            -10636,
            -14142,
            -65479,
            -46065,
            -65479
        ],
        [
            49,
            48,
            49,
            49,
            48,
            49
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            24731,
            12246,
            12485,
            24731,
            12246,
            12485
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322983,
            207873,
            -126744,
            -99406,
            339938,
            -581803
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736548200000,
    "first_datapoint_time": 1736743500000,
    "last_datapoint_time": 1759047300000,
    "evaluation_time": 1759047546087,
    "expiration_time": 1765527300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 89
        }
    }
}

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)