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Trade: EOS/USDT/15/VWAP/ALMA/6621

Strategy
EOS/USDT/15/VWAP/ALMA/6621
Pair
EOS_USDT
Interval
15m
Score
465718
Daily Profit
0.602178
Profit Factor
1.439531
Profitability
70.542636
Streak
129.300101
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 20:12
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 83648.5024 53349.717 30298.7854 73941.735 64764.0576 9177.6774
Total P&L (%) 83.6485 53.3497 30.2988 73.9417 64.7641 9.1777
Avg Daily Profit (%) 0.6022 0.3841 0.2181 0.3993 0.3601 0.0632
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40569 -23836 -45744 -52291 -23915 -56800
Profit Factor 1.4395 1.731 1.2582 1.3281 1.8252 1.0625
Total Trades 129 65 64 129 65 64
Winning Trades 91 42 49 91 42 49
Losing Trades 38 23 15 38 23 15
Profitability (%) 70.5426 64.6154 76.5625 70.5426 64.6154 76.5625
Ratio Avg Win / Avg Loss 0.6011 0.9479 0.3852 0.5546 0.9995 0.3253
Largest Winning Trade 11847 11847 11484 13266 13266 11649
Largest Losing Trade -38370 -12413 -38370 -45621 -14871 -45621
Avg Bars in Trades 101 99 104 101 99 104
Avg Bars in Winners 75 71 79 75 71 79
Avg Bars in Losers 165 150 188 165 150 188
Bars Traded 13133 6435 6698 13133 6435 6698
Profit Streak 129.3001 129.3001 138.3001 129.3001 129.3001 138.3001
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465718 -122020 -133185 378784 -121282 -563764
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": 1736352900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758906728701,
    "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": 141,
            "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": [
        [
            83648.5023692748,
            53349.7169710005,
            30298.7853982744,
            73941.7350471432,
            64764.0576394515,
            9177.6774076917
        ],
        [
            83.648502,
            53.349717,
            30.298785,
            73.941735,
            64.764058,
            9.177677
        ],
        [
            0.602178,
            0.38406,
            0.218118,
            0.399291,
            0.36012,
            0.063231
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40569,
            -23836,
            -45744,
            -52291,
            -23915,
            -56800
        ],
        [
            1.439531,
            1.730979,
            1.258238,
            1.328136,
            1.825187,
            1.062495
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            38,
            23,
            15,
            38,
            23,
            15
        ],
        [
            70.542636,
            64.615385,
            76.5625,
            70.542636,
            64.615385,
            76.5625
        ],
        [
            0.601123,
            0.947917,
            0.385175,
            0.554606,
            0.999507,
            0.325254
        ],
        [
            11847,
            11847,
            11484,
            13266,
            13266,
            11649
        ],
        [
            -38370,
            -12413,
            -38370,
            -45621,
            -14871,
            -45621
        ],
        [
            101,
            99,
            104,
            101,
            99,
            104
        ],
        [
            75,
            71,
            79,
            75,
            71,
            79
        ],
        [
            165,
            150,
            188,
            165,
            150,
            188
        ],
        [
            13133,
            6435,
            6698,
            13133,
            6435,
            6698
        ],
        [
            129.300101,
            129.300101,
            138.300101,
            129.300101,
            129.300101,
            138.300101
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465718,
            -122020,
            -133185,
            378784,
            -121282,
            -563764
        ]
    ]
}
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": 1736352900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758906728701,
    "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": 141,
            "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)