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Trade: EOS/USDT/15/SWMA/VWMA/1715

Strategy
EOS/USDT/15/SWMA/VWMA/1715
Pair
EOS_USDT
Interval
15m
Score
532432
Daily Profit
1.082469
Profit Factor
1.596056
Profitability
64.245810
Streak
124.468716
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 17:44
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 150365.7982 82434.1501 67931.6481 251127.4642 154228.766 96898.6982
Total P&L (%) 150.3658 82.4342 67.9316 251.1275 154.2288 96.8987
Avg Daily Profit (%) 1.0825 0.5934 0.489 0.9083 0.674 0.4889
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34004 -28241 -29788 -51676 -32176 -50579
Profit Factor 1.5961 1.6492 1.5422 1.5971 1.8127 1.4199
Total Trades 179 89 90 179 89 90
Winning Trades 115 59 56 115 59 56
Losing Trades 64 30 34 64 30 34
Profitability (%) 64.2458 66.2921 62.2222 64.2458 66.2921 62.2222
Ratio Avg Win / Avg Loss 0.8882 0.8386 0.9363 0.8888 0.9217 0.8621
Largest Winning Trade 16819 16819 12517 27670 25135 27670
Largest Losing Trade -23784 -19565 -23784 -28899 -17661 -28899
Avg Bars in Trades 72 72 72 72 72 72
Avg Bars in Winners 65 62 69 65 62 69
Avg Bars in Losers 85 92 79 85 92 79
Bars Traded 13044 6475 6569 13044 6475 6569
Profit Streak 124.4687 0 126.3333 124.4687 0 126.3333
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532432 418372 380768 527222 454506 358790

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": 1736349300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758897897029,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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": [
        [
            150365.7982459356,
            82434.1501476495,
            67931.6480982861,
            251127.4642184268,
            154228.7659687823,
            96898.6982496447
        ],
        [
            150.365798,
            82.43415,
            67.931648,
            251.127464,
            154.228766,
            96.898698
        ],
        [
            1.082469,
            0.593436,
            0.489034,
            0.908267,
            0.673965,
            0.488931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34004,
            -28241,
            -29788,
            -51676,
            -32176,
            -50579
        ],
        [
            1.596056,
            1.649217,
            1.542182,
            1.59712,
            1.812675,
            1.419865
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            115,
            59,
            56,
            115,
            59,
            56
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            64.24581,
            66.292135,
            62.222222,
            64.24581,
            66.292135,
            62.222222
        ],
        [
            0.88824,
            0.838585,
            0.936325,
            0.888832,
            0.921699,
            0.862061
        ],
        [
            16819,
            16819,
            12517,
            27670,
            25135,
            27670
        ],
        [
            -23784,
            -19565,
            -23784,
            -28899,
            -17661,
            -28899
        ],
        [
            72,
            72,
            72,
            72,
            72,
            72
        ],
        [
            65,
            62,
            69,
            65,
            62,
            69
        ],
        [
            85,
            92,
            79,
            85,
            92,
            79
        ],
        [
            13044,
            6475,
            6569,
            13044,
            6475,
            6569
        ],
        [
            124.468716,
            0,
            126.333299,
            124.468716,
            0,
            126.333299
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532432,
            418372,
            380768,
            527222,
            454506,
            358790
        ]
    ]
}
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": 1736349300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758897897029,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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)