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Trade: EOS/USDT/15/VWAP/ALMA/3590

Strategy
EOS/USDT/15/VWAP/ALMA/3590
Pair
EOS_USDT
Interval
15m
Score
405655
Daily Profit
0.499711
Profit Factor
1.360352
Profitability
67.938931
Streak
138.150817
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 14:07
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 69414.857 45014.81 24400.047 51297.252 50643.8878 653.3642
Total P&L (%) 69.4149 45.0148 24.4 51.2973 50.6439 0.6534
Avg Daily Profit (%) 0.4997 0.3241 0.1757 0.2985 0.2954 0.0047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38994 -25424 -45130 -47328 -22511 -57662
Profit Factor 1.3604 1.617 1.2039 1.2382 1.6828 1.0046
Total Trades 131 66 65 131 66 65
Winning Trades 89 42 47 89 42 47
Losing Trades 42 24 18 42 24 18
Profitability (%) 67.9389 63.6364 72.3077 67.9389 63.6364 72.3077
Ratio Avg Win / Avg Loss 0.642 0.924 0.4611 0.5843 0.9616 0.3848
Largest Winning Trade 11847 11847 11423 11916 11539 11916
Largest Losing Trade -38184 -12020 -38184 -44056 -14089 -44056
Avg Bars in Trades 100 97 102 100 97 102
Avg Bars in Winners 71 65 76 71 65 76
Avg Bars in Losers 161 154 169 161 154 169
Bars Traded 13137 6464 6673 13137 6464 6673
Profit Streak 138.1508 138.1508 141.1092 138.1508 138.1508 141.1092
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405655 -115654 -127899 273391 -115286 -698624
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": 1759662430643,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            69414.8570479178,
            45014.8100100123,
            24400.0470379055,
            51297.2520000919,
            50643.8878496079,
            653.364150484
        ],
        [
            69.414857,
            45.01481,
            24.400047,
            51.297252,
            50.643888,
            0.653364
        ],
        [
            0.499711,
            0.324057,
            0.175654,
            0.298534,
            0.29541,
            0.004688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38994,
            -25424,
            -45130,
            -47328,
            -22511,
            -57662
        ],
        [
            1.360352,
            1.617049,
            1.203879,
            1.238164,
            1.682817,
            1.004627
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            67.938931,
            63.636364,
            72.307692,
            67.938931,
            63.636364,
            72.307692
        ],
        [
            0.641964,
            0.924028,
            0.46106,
            0.584302,
            0.96161,
            0.384751
        ],
        [
            11847,
            11847,
            11423,
            11916,
            11539,
            11916
        ],
        [
            -38184,
            -12020,
            -38184,
            -44056,
            -14089,
            -44056
        ],
        [
            100,
            97,
            102,
            100,
            97,
            102
        ],
        [
            71,
            65,
            76,
            71,
            65,
            76
        ],
        [
            161,
            154,
            169,
            161,
            154,
            169
        ],
        [
            13137,
            6464,
            6673,
            13137,
            6464,
            6673
        ],
        [
            138.150817,
            138.150818,
            141.109151,
            138.150818,
            138.150818,
            141.109151
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405655,
            -115654,
            -127899,
            273391,
            -115286,
            -698624
        ]
    ]
}
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": 1759662430643,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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)