← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: EOS/USDT/15/VWAP/MIDPOINT/3120

Strategy
EOS/USDT/15/VWAP/MIDPOINT/3120
Pair
EOS_USDT
Interval
15m
Score
477604
Daily Profit
0.786758
Profit Factor
1.334802
Profitability
46.945338
Streak
123.530759
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-25 17:59
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 109288.5366 62604.962 46683.5746 137399.1629 104194.6519 33204.511
Total P&L (%) 109.2885 62.605 46.6836 137.3992 104.1947 33.2045
Avg Daily Profit (%) 0.7868 0.4507 0.3361 0.6243 0.5153 0.2066
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53070 -18682 -43858 -158126 -47635 -128935
Profit Factor 1.3348 1.3872 1.2834 1.1908 1.2961 1.0901
Total Trades 311 155 156 311 155 156
Winning Trades 146 75 71 146 75 71
Losing Trades 165 80 85 165 80 85
Profitability (%) 46.9453 48.3871 45.5128 46.9453 48.3871 45.5128
Ratio Avg Win / Avg Loss 1.5085 1.4797 1.5364 1.3457 1.3825 1.3051
Largest Winning Trade 27897 27897 15051 48883 48883 26487
Largest Losing Trade -11706 -11570 -11706 -29690 -17171 -29690
Avg Bars in Trades 42 43 40 42 43 40
Avg Bars in Winners 54 56 52 54 56 52
Avg Bars in Losers 31 30 31 31 30 31
Bars Traded 13095 6710 6385 13095 6710 6385
Profit Streak 123.5308 0 124.4162 123.5308 0 124.4162
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477604 278480 199835 -221 296055 -119225

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": 1736325000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758812357605,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 22
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "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": [
        [
            109288.5366476011,
            62604.9620045467,
            46683.5746430542,
            137399.1629387034,
            104194.6519102325,
            33204.511028471
        ],
        [
            109.288537,
            62.604962,
            46.683575,
            137.399163,
            104.194652,
            33.204511
        ],
        [
            0.786758,
            0.450687,
            0.336071,
            0.624339,
            0.515255,
            0.206617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53070,
            -18682,
            -43858,
            -158126,
            -47635,
            -128935
        ],
        [
            1.334802,
            1.387194,
            1.283381,
            1.190759,
            1.296103,
            1.090135
        ],
        [
            311,
            155,
            156,
            311,
            155,
            156
        ],
        [
            146,
            75,
            71,
            146,
            75,
            71
        ],
        [
            165,
            80,
            85,
            165,
            80,
            85
        ],
        [
            46.945338,
            48.387097,
            45.512821,
            46.945338,
            48.387097,
            45.512821
        ],
        [
            1.508509,
            1.479673,
            1.536442,
            1.345721,
            1.382509,
            1.305091
        ],
        [
            27897,
            27897,
            15051,
            48883,
            48883,
            26487
        ],
        [
            -11706,
            -11570,
            -11706,
            -29690,
            -17171,
            -29690
        ],
        [
            42,
            43,
            40,
            42,
            43,
            40
        ],
        [
            54,
            56,
            52,
            54,
            56,
            52
        ],
        [
            31,
            30,
            31,
            31,
            30,
            31
        ],
        [
            13095,
            6710,
            6385,
            13095,
            6710,
            6385
        ],
        [
            123.530759,
            0,
            124.416176,
            123.530759,
            0,
            124.416176
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477604,
            278480,
            199835,
            -221,
            296055,
            -119225
        ]
    ]
}
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": 1736325000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758812357605,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 22
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "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)