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Trade: EOS/USDT/15/T3/VWMA/2615

Strategy
EOS/USDT/15/T3/VWMA/2615
Pair
EOS_USDT
Interval
15m
Score
417953
Daily Profit
0.692784
Profit Factor
1.377050
Profitability
59.872611
Streak
130.185535
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-30 19:12
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 96234.6011 57299.0113 38935.5897 99556.7433 67687.5791 31869.1642
Total P&L (%) 96.2346 57.299 38.9356 99.5567 67.6876 31.8692
Avg Daily Profit (%) 0.6928 0.4125 0.2803 0.4986 0.3728 0.1993
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56043 -32603 -41433 -63480 -32984 -49581
Profit Factor 1.3771 1.4971 1.2782 1.3215 1.5019 1.1823
Total Trades 157 78 79 157 78 79
Winning Trades 94 47 47 94 47 47
Losing Trades 63 31 32 63 31 32
Profitability (%) 59.8726 60.2564 59.4937 59.8726 60.2564 59.4937
Ratio Avg Win / Avg Loss 0.9229 0.9874 0.8703 0.8857 0.9906 0.805
Largest Winning Trade 20296 20296 14589 34035 34035 13893
Largest Losing Trade -25792 -25792 -23490 -26390 -26390 -26003
Avg Bars in Trades 81 80 82 81 80 82
Avg Bars in Winners 85 90 80 85 90 80
Avg Bars in Losers 75 65 85 75 65 85
Bars Traded 12797 6279 6518 12797 6279 6518
Profit Streak 130.1855 0 130.3939 130.1855 0 130.3939
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417953 -26420 -22388 345987 -26037 -43660
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": 1736334000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759248730272,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 0,
            "a": 0.88032
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "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": [
        [
            96234.6010557676,
            57299.0113461998,
            38935.5897095676,
            99556.7432932361,
            67687.5790688898,
            31869.1642243463
        ],
        [
            96.234601,
            57.299011,
            38.93559,
            99.556743,
            67.687579,
            31.869164
        ],
        [
            0.692784,
            0.41249,
            0.280294,
            0.498632,
            0.372828,
            0.199349
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56043,
            -32603,
            -41433,
            -63480,
            -32984,
            -49581
        ],
        [
            1.37705,
            1.497077,
            1.278194,
            1.321472,
            1.501878,
            1.182296
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            59.872611,
            60.25641,
            59.493671,
            59.872611,
            60.25641,
            59.493671
        ],
        [
            0.922916,
            0.987434,
            0.87026,
            0.885668,
            0.9906,
            0.804967
        ],
        [
            20296,
            20296,
            14589,
            34035,
            34035,
            13893
        ],
        [
            -25792,
            -25792,
            -23490,
            -26390,
            -26390,
            -26003
        ],
        [
            81,
            80,
            82,
            81,
            80,
            82
        ],
        [
            85,
            90,
            80,
            85,
            90,
            80
        ],
        [
            75,
            65,
            85,
            75,
            65,
            85
        ],
        [
            12797,
            6279,
            6518,
            12797,
            6279,
            6518
        ],
        [
            130.185535,
            0,
            130.393869,
            130.185536,
            0,
            130.393869
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417953,
            -26420,
            -22388,
            345987,
            -26037,
            -43660
        ]
    ]
}
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": 1736334000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759248730272,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 0,
            "a": 0.88032
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "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)