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Trade: EOS/USDT/15/VWAP/SINWMA/9192

Strategy
EOS/USDT/15/VWAP/SINWMA/9192
Pair
EOS_USDT
Interval
15m
Score
539399
Daily Profit
0.651575
Profit Factor
1.570951
Profitability
75.000000
Streak
130.417438
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-28 10:16
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 90510.35 53463.992 37046.3579 101639.961 74086.3702 27553.5908
Total P&L (%) 90.5104 53.464 37.0464 101.64 74.0864 27.5536
Avg Daily Profit (%) 0.6516 0.3849 0.2667 0.5061 0.3999 0.1754
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32984 -17087 -37418 -49360 -23251 -51370
Profit Factor 1.571 1.8886 1.3767 1.4843 2.0005 1.2029
Total Trades 116 58 58 116 58 58
Winning Trades 87 39 48 87 39 48
Losing Trades 29 19 10 29 19 10
Profitability (%) 75 67.2414 82.7586 75 67.2414 82.7586
Ratio Avg Win / Avg Loss 0.5237 0.9201 0.2868 0.4948 0.9746 0.2506
Largest Winning Trade 12938 8256 12938 15378 15378 14934
Largest Losing Trade -31510 -12624 -31510 -41170 -13902 -41170
Avg Bars in Trades 111 109 114 111 109 114
Avg Bars in Winners 72 65 77 72 65 77
Avg Bars in Losers 229 199 287 229 199 287
Bars Traded 12977 6360 6617 12977 6360 6617
Profit Streak 130.4174 130.4174 139.6466 130.4174 130.4174 139.6466
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539399 -169735 -171609 475587 -168289 -174295
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": 1736423100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759043766676,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 219,
            "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": [
        [
            90510.349971215,
            53463.9920429456,
            37046.3579282693,
            101639.9610250784,
            74086.3701916584,
            27553.59083342
        ],
        [
            90.51035,
            53.463992,
            37.046358,
            101.639961,
            74.08637,
            27.553591
        ],
        [
            0.651575,
            0.384882,
            0.266693,
            0.506146,
            0.399891,
            0.175351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32984,
            -17087,
            -37418,
            -49360,
            -23251,
            -51370
        ],
        [
            1.570951,
            1.888556,
            1.376655,
            1.484294,
            2.000463,
            1.202868
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            87,
            39,
            48,
            87,
            39,
            48
        ],
        [
            29,
            19,
            10,
            29,
            19,
            10
        ],
        [
            75,
            67.241379,
            82.758621,
            75,
            67.241379,
            82.758621
        ],
        [
            0.52365,
            0.920066,
            0.286803,
            0.494765,
            0.974585,
            0.250597
        ],
        [
            12938,
            8256,
            12938,
            15378,
            15378,
            14934
        ],
        [
            -31510,
            -12624,
            -31510,
            -41170,
            -13902,
            -41170
        ],
        [
            111,
            109,
            114,
            111,
            109,
            114
        ],
        [
            72,
            65,
            77,
            72,
            65,
            77
        ],
        [
            229,
            199,
            287,
            229,
            199,
            287
        ],
        [
            12977,
            6360,
            6617,
            12977,
            6360,
            6617
        ],
        [
            130.417438,
            130.417438,
            139.646605,
            130.417438,
            130.417438,
            139.646605
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539399,
            -169735,
            -171609,
            475587,
            -168289,
            -174295
        ]
    ]
}
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": 1736423100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759043766676,
    "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": "sinwma",
        "factors": {
            "length": 219,
            "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)