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Trade: EOS/USDT/15/VWAP/BBM/6155

Strategy
EOS/USDT/15/VWAP/BBM/6155
Pair
EOS_USDT
Interval
15m
Score
409440
Daily Profit
0.521074
Profit Factor
1.300593
Profitability
65.517241
Streak
142.223486
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-09 08:21
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 72382.4214 48316.1691 24066.2523 52569.4422 56771.6991 -4202.2569
Total P&L (%) 72.3824 48.3162 24.0663 52.5694 56.7717 -4.2023
Avg Daily Profit (%) 0.5211 0.3478 0.1733 0.3046 0.3242 -0.0309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40785 -25521 -40341 -67118 -33618 -69794
Profit Factor 1.3006 1.5039 1.1661 1.1679 1.4889 0.9787
Total Trades 174 87 87 174 87 87
Winning Trades 114 51 63 114 51 63
Losing Trades 60 36 24 60 36 24
Profitability (%) 65.5172 58.6207 72.4138 65.5172 58.6207 72.4138
Ratio Avg Win / Avg Loss 0.6845 1.0616 0.4442 0.6147 1.051 0.3728
Largest Winning Trade 11198 11198 10030 14944 14944 13110
Largest Losing Trade -32970 -13025 -32970 -58077 -18537 -58077
Avg Bars in Trades 75 74 75 75 74 75
Avg Bars in Winners 54 53 54 54 53 54
Avg Bars in Losers 115 104 130 115 104 130
Bars Traded 13079 6518 6560 13079 6518 6560
Profit Streak 142.2235 142.2235 145.1714 142.2235 142.2235 145.1714
Trades During Streak 6 3 6 6 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409440 327508 -33775 -27534 338571 -578252
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": 1736325900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759987309162,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 111,
            "offset": 0,
            "std": 1.67568
        }
    }
}
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": [
        [
            72382.4213742429,
            48316.1690611097,
            24066.2523131333,
            52569.4421613398,
            56771.6990760672,
            -4202.2569147273
        ],
        [
            72.382421,
            48.316169,
            24.066252,
            52.569442,
            56.771699,
            -4.202257
        ],
        [
            0.521074,
            0.347824,
            0.173251,
            0.30458,
            0.324202,
            -0.030901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40785,
            -25521,
            -40341,
            -67118,
            -33618,
            -69794
        ],
        [
            1.300593,
            1.503902,
            1.166072,
            1.167927,
            1.488858,
            0.97866
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            114,
            51,
            63,
            114,
            51,
            63
        ],
        [
            60,
            36,
            24,
            60,
            36,
            24
        ],
        [
            65.517241,
            58.62069,
            72.413793,
            65.517241,
            58.62069,
            72.413793
        ],
        [
            0.684522,
            1.061578,
            0.444218,
            0.614699,
            1.050959,
            0.372823
        ],
        [
            11198,
            11198,
            10030,
            14944,
            14944,
            13110
        ],
        [
            -32970,
            -13025,
            -32970,
            -58077,
            -18537,
            -58077
        ],
        [
            75,
            74,
            75,
            75,
            74,
            75
        ],
        [
            54,
            53,
            54,
            54,
            53,
            54
        ],
        [
            115,
            104,
            130,
            115,
            104,
            130
        ],
        [
            13079,
            6518,
            6560,
            13079,
            6518,
            6560
        ],
        [
            142.223486,
            142.223486,
            145.171402,
            142.223486,
            142.223486,
            145.171402
        ],
        [
            6,
            3,
            6,
            6,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409440,
            327508,
            -33775,
            -27534,
            338571,
            -578252
        ]
    ]
}
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": 1736325900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759987309162,
    "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": "bbm",
        "factors": {
            "length": 111,
            "offset": 0,
            "std": 1.67568
        }
    }
}

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)