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Trade: EOS/USDT/15/VWMA/PWMA/1315

Strategy
EOS/USDT/15/VWMA/PWMA/1315
Pair
EOS_USDT
Interval
15m
Score
568169
Daily Profit
1.110439
Profit Factor
1.683802
Profitability
62.275449
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-01 04:32
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 154251.0639 85292.9214 68958.1425 262507.1363 148129.4725 114377.6639
Total P&L (%) 154.2511 85.2929 68.9581 262.5071 148.1295 114.3777
Avg Daily Profit (%) 1.1104 0.614 0.4964 0.9314 0.6564 0.5505
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30701 -27789 -32103 -48349 -32956 -58269
Profit Factor 1.6838 1.8522 1.5495 1.7116 1.9982 1.5187
Total Trades 167 84 83 167 84 83
Winning Trades 104 52 52 104 52 52
Losing Trades 63 32 31 63 32 31
Profitability (%) 62.2754 61.9048 62.6506 62.2754 61.9048 62.6506
Ratio Avg Win / Avg Loss 1.02 1.1398 0.9237 1.0368 1.2296 0.9054
Largest Winning Trade 16459 16459 12832 35940 35940 33432
Largest Losing Trade -28510 -18086 -28510 -48349 -22090 -48349
Avg Bars in Trades 77 76 77 77 76 77
Avg Bars in Winners 72 76 69 72 76 69
Avg Bars in Losers 84 78 90 84 78 90
Bars Traded 12909 6459 6451 12909 6459 6451
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 568169 477861 353936 564505 501035 366290
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": 1736445600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759282375020,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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": [
        [
            154251.063904126,
            85292.9214086364,
            68958.1424954895,
            262507.1363465335,
            148129.4724669321,
            114377.6638796012
        ],
        [
            154.251064,
            85.292921,
            68.958142,
            262.507136,
            148.129472,
            114.377664
        ],
        [
            1.110439,
            0.614016,
            0.496423,
            0.931439,
            0.656367,
            0.550476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30701,
            -27789,
            -32103,
            -48349,
            -32956,
            -58269
        ],
        [
            1.683802,
            1.852188,
            1.549504,
            1.711577,
            1.998177,
            1.518698
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            62.275449,
            61.904762,
            62.650602,
            62.275449,
            61.904762,
            62.650602
        ],
        [
            1.019996,
            1.139808,
            0.923743,
            1.036821,
            1.229647,
            0.905378
        ],
        [
            16459,
            16459,
            12832,
            35940,
            35940,
            33432
        ],
        [
            -28510,
            -18086,
            -28510,
            -48349,
            -22090,
            -48349
        ],
        [
            77,
            76,
            77,
            77,
            76,
            77
        ],
        [
            72,
            76,
            69,
            72,
            76,
            69
        ],
        [
            84,
            78,
            90,
            84,
            78,
            90
        ],
        [
            12909,
            6459,
            6451,
            12909,
            6459,
            6451
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            568169,
            477861,
            353936,
            564505,
            501035,
            366290
        ]
    ]
}
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": 1736445600000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759282375020,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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)