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Trade: EOS/USDT/60/VWMA/MIDPRICE/2760

Strategy
EOS/USDT/60/VWMA/MIDPRICE/2760
Pair
EOS_USDT
Interval
1h
Score
342821
Daily Profit
0.247672
Profit Factor
1.354804
Profitability
45.538462
Streak
0.000000
Best Strategy
Training Data Length
920.080000
Evaluation Time
2025-09-27 15:17
Expiration Time
2025-07-31 10:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227877.6469 147095.0299 80782.6171 325683.7893 316659.9477 9023.8416
Total P&L (%) 227.8776 147.095 80.7826 325.6838 316.6599 9.0238
Avg Daily Profit (%) 0.2477 0.1599 0.0878 0.1576 0.1552 0.0094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93006 -25535 -99068 -364597 -118199 -387821
Profit Factor 1.3548 1.597 1.2041 1.168 1.4356 1.0074
Total Trades 325 162 163 325 162 163
Winning Trades 148 72 76 148 72 76
Losing Trades 177 90 87 177 90 87
Profitability (%) 45.5385 44.4444 46.6258 45.5385 44.4444 46.6258
Ratio Avg Win / Avg Loss 1.6203 1.9963 1.3783 1.3968 1.7945 1.1533
Largest Winning Trade 52112 52112 31025 198970 198970 76932
Largest Losing Trade -27172 -10691 -27172 -108219 -61385 -108219
Avg Bars in Trades 66 60 73 66 60 73
Avg Bars in Winners 85 73 97 85 73 97
Avg Bars in Losers 51 50 52 51 50 52
Bars Traded 21724 9804 11920 21724 9804 11920
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 342821 303152 -77255 -28534 266207 -559413
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22082,
    "evaluation_days": 920.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669446000000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1758975441635,
    "expiration_time": 1753948454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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": [
        [
            227877.6469471415,
            147095.029863832,
            80782.6170833095,
            325683.7892575095,
            316659.9476543091,
            9023.8416032003
        ],
        [
            227.877647,
            147.09503,
            80.782617,
            325.683789,
            316.659948,
            9.023842
        ],
        [
            0.247672,
            0.159872,
            0.0878,
            0.157559,
            0.155226,
            0.009391
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93006,
            -25535,
            -99068,
            -364597,
            -118199,
            -387821
        ],
        [
            1.354804,
            1.597021,
            1.204057,
            1.167973,
            1.435593,
            1.007446
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            148,
            72,
            76,
            148,
            72,
            76
        ],
        [
            177,
            90,
            87,
            177,
            90,
            87
        ],
        [
            45.538462,
            44.444444,
            46.625767,
            45.538462,
            44.444444,
            46.625767
        ],
        [
            1.620272,
            1.996276,
            1.378329,
            1.396832,
            1.794492,
            1.15326
        ],
        [
            52112,
            52112,
            31025,
            198970,
            198970,
            76932
        ],
        [
            -27172,
            -10691,
            -27172,
            -108219,
            -61385,
            -108219
        ],
        [
            66,
            60,
            73,
            66,
            60,
            73
        ],
        [
            85,
            73,
            97,
            85,
            73,
            97
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            21724,
            9804,
            11920,
            21724,
            9804,
            11920
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342821,
            303152,
            -77255,
            -28534,
            266207,
            -559413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 22082,
    "evaluation_days": 920.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669446000000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1758975441635,
    "expiration_time": 1753948454400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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)