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Trade: EOS/USDT/15/LINREG/VWMA/6475

Strategy
EOS/USDT/15/LINREG/VWMA/6475
Pair
EOS_USDT
Interval
15m
Score
555255
Daily Profit
1.001163
Profit Factor
1.595503
Profitability
60.732984
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 15:11
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 139071.5881 80537.998 58533.5901 205666.7306 153610.2772 52056.4533
Total P&L (%) 139.0716 80.538 58.5336 205.6667 153.6103 52.0565
Avg Daily Profit (%) 1.0012 0.5798 0.4214 0.8076 0.6722 0.3021
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30049 -29082 -24112 -86556 -30928 -80379
Profit Factor 1.5955 1.7239 1.4787 1.4717 1.837 1.2062
Total Trades 191 95 96 191 95 96
Winning Trades 116 58 58 116 58 58
Losing Trades 75 37 38 75 37 38
Profitability (%) 60.733 61.0526 60.4167 60.733 61.0526 60.4167
Ratio Avg Win / Avg Loss 1.0316 1.0998 0.9688 0.9516 1.1719 0.7903
Largest Winning Trade 19560 19560 12921 34401 34401 31497
Largest Losing Trade -28796 -28796 -21155 -63528 -30640 -63528
Avg Bars in Trades 67 67 67 67 67 67
Avg Bars in Winners 64 63 64 64 63 64
Avg Bars in Losers 72 73 71 72 73 71
Bars Traded 12881 6403 6479 12881 6403 6479
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 555255 445476 271037 461977 481765 158865
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": 1736358300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759666261628,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "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": [
        [
            139071.5880829967,
            80537.9980168994,
            58533.5900660973,
            205666.7305861299,
            153610.2772411935,
            52056.4533449365
        ],
        [
            139.071588,
            80.537998,
            58.53359,
            205.666731,
            153.610277,
            52.056453
        ],
        [
            1.001163,
            0.579785,
            0.421378,
            0.807595,
            0.6722,
            0.302148
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30049,
            -29082,
            -24112,
            -86556,
            -30928,
            -80379
        ],
        [
            1.595503,
            1.723936,
            1.47866,
            1.471737,
            1.836987,
            1.206205
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            60.732984,
            61.052632,
            60.416667,
            60.732984,
            61.052632,
            60.416667
        ],
        [
            1.031575,
            1.099752,
            0.968777,
            0.951554,
            1.171871,
            0.790273
        ],
        [
            19560,
            19560,
            12921,
            34401,
            34401,
            31497
        ],
        [
            -28796,
            -28796,
            -21155,
            -63528,
            -30640,
            -63528
        ],
        [
            67,
            67,
            67,
            67,
            67,
            67
        ],
        [
            64,
            63,
            64,
            64,
            63,
            64
        ],
        [
            72,
            73,
            71,
            72,
            73,
            71
        ],
        [
            12881,
            6403,
            6479,
            12881,
            6403,
            6479
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            555255,
            445476,
            271037,
            461977,
            481765,
            158865
        ]
    ]
}
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": 1736358300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759666261628,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "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)