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Trade: EOS/USDT/120/LINREG/VWMA/4593

Strategy
EOS/USDT/120/LINREG/VWMA/4593
Pair
EOS_USDT
Interval
2h
Score
333122
Daily Profit
0.153518
Profit Factor
1.204475
Profitability
47.093023
Streak
153.219591
Best Strategy
Training Data Length
1961.000000
Evaluation Time
2025-10-07 22:16
Expiration Time
2025-08-04 19:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301049.5639 186413.2239 114636.3401 147619.8957 100636.2959 46983.5998
Total P&L (%) 301.0496 186.4132 114.6363 147.6199 100.6363 46.9836
Avg Daily Profit (%) 0.1535 0.0951 0.0585 0.0462 0.0355 0.0196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209470 -143371 -105509 -486872 -361337 -268915
Profit Factor 1.2045 1.2811 1.1417 1.0483 1.0729 1.0281
Total Trades 516 258 258 516 258 258
Winning Trades 243 129 114 243 129 114
Losing Trades 273 129 144 273 129 144
Profitability (%) 47.093 50 44.186 47.093 50 44.186
Ratio Avg Win / Avg Loss 1.3532 1.2811 1.4421 1.1778 1.0729 1.2986
Largest Winning Trade 42261 42261 40656 117192 88678 117192
Largest Losing Trade -30559 -26887 -30559 -119768 -119768 -114480
Avg Bars in Trades 45 46 43 45 46 43
Avg Bars in Winners 55 54 55 55 54 55
Avg Bars in Losers 36 38 34 36 38 34
Bars Traded 23279 11991 11288 23279 11991 11288
Profit Streak 153.2196 155.8029 153.2196 153.2196 155.8029 153.2196
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333122 -64720 -180459 -295974 -284410 -358765
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23532,
    "evaluation_days": 1961,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579528800000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759864572645,
    "expiration_time": 1754324294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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": [
        [
            301049.5639159539,
            186413.223861761,
            114636.3400541928,
            147619.895722502,
            100636.2958767544,
            46983.5998457475
        ],
        [
            301.049564,
            186.413224,
            114.63634,
            147.619896,
            100.636296,
            46.9836
        ],
        [
            0.153518,
            0.09506,
            0.058458,
            0.046249,
            0.035515,
            0.019642
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209470,
            -143371,
            -105509,
            -486872,
            -361337,
            -268915
        ],
        [
            1.204475,
            1.281146,
            1.141656,
            1.048331,
            1.072909,
            1.028065
        ],
        [
            516,
            258,
            258,
            516,
            258,
            258
        ],
        [
            243,
            129,
            114,
            243,
            129,
            114
        ],
        [
            273,
            129,
            144,
            273,
            129,
            144
        ],
        [
            47.093023,
            50,
            44.186047,
            47.093023,
            50,
            44.186047
        ],
        [
            1.353176,
            1.281146,
            1.442092,
            1.177754,
            1.072909,
            1.298609
        ],
        [
            42261,
            42261,
            40656,
            117192,
            88678,
            117192
        ],
        [
            -30559,
            -26887,
            -30559,
            -119768,
            -119768,
            -114480
        ],
        [
            45,
            46,
            43,
            45,
            46,
            43
        ],
        [
            55,
            54,
            55,
            55,
            54,
            55
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            23279,
            11991,
            11288,
            23279,
            11991,
            11288
        ],
        [
            153.219591,
            155.802924,
            153.219591,
            153.219591,
            155.802924,
            153.219591
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333122,
            -64720,
            -180459,
            -295974,
            -284410,
            -358765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23532,
    "evaluation_days": 1961,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579528800000,
    "last_datapoint_time": 1748224800000,
    "evaluation_time": 1759864572645,
    "expiration_time": 1754324294400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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)