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Trade: EOS/USDT/15/VWAP/DEMA/8759

Strategy
EOS/USDT/15/VWAP/DEMA/8759
Pair
EOS_USDT
Interval
15m
Score
386069
Daily Profit
0.484689
Profit Factor
1.312114
Profitability
64.666667
Streak
130.572977
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 04:15
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 67328.1988 44860.6671 22467.5318 50690.2652 49837.2327 853.0325
Total P&L (%) 67.3282 44.8607 22.4675 50.6903 49.8372 0.853
Avg Daily Profit (%) 0.4847 0.3229 0.1617 0.2956 0.2915 0.0061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40917 -27671 -43129 -46998 -25668 -51562
Profit Factor 1.3121 1.4928 1.1802 1.2164 1.555 1.0059
Total Trades 150 75 75 150 75 75
Winning Trades 97 49 48 97 49 48
Losing Trades 53 26 27 53 26 27
Profitability (%) 64.6667 65.3333 64 64.6667 65.3333 64
Ratio Avg Win / Avg Loss 0.7169 0.7921 0.6639 0.6647 0.8251 0.5658
Largest Winning Trade 13433 13433 12863 14514 14514 11953
Largest Losing Trade -33549 -14572 -33549 -36923 -14275 -36923
Avg Bars in Trades 86 85 88 86 85 88
Avg Bars in Winners 66 63 69 66 63 69
Avg Bars in Losers 124 127 121 124 127 121
Bars Traded 13038 6411 6627 13038 6411 6627
Profit Streak 130.573 130.573 131.7605 130.573 130.573 131.7605
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386069 -48645 -77227 266920 -48091 -621422

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": 1736363700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758849305250,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 59,
            "offset": 94
        }
    }
}
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": [
        [
            67328.1988326635,
            44860.6670580909,
            22467.5317745728,
            50690.265207435,
            49837.2327307842,
            853.0324766508
        ],
        [
            67.328199,
            44.860667,
            22.467532,
            50.690265,
            49.837233,
            0.853032
        ],
        [
            0.484689,
            0.322948,
            0.161742,
            0.295632,
            0.291533,
            0.006115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40917,
            -27671,
            -43129,
            -46998,
            -25668,
            -51562
        ],
        [
            1.312114,
            1.492809,
            1.180193,
            1.216444,
            1.555011,
            1.005907
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            64.666667,
            65.333333,
            64,
            64.666667,
            65.333333,
            64
        ],
        [
            0.716928,
            0.792103,
            0.663859,
            0.664655,
            0.825108,
            0.565823
        ],
        [
            13433,
            13433,
            12863,
            14514,
            14514,
            11953
        ],
        [
            -33549,
            -14572,
            -33549,
            -36923,
            -14275,
            -36923
        ],
        [
            86,
            85,
            88,
            86,
            85,
            88
        ],
        [
            66,
            63,
            69,
            66,
            63,
            69
        ],
        [
            124,
            127,
            121,
            124,
            127,
            121
        ],
        [
            13038,
            6411,
            6627,
            13038,
            6411,
            6627
        ],
        [
            130.572977,
            130.572977,
            131.760477,
            130.572977,
            130.572977,
            131.760477
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386069,
            -48645,
            -77227,
            266920,
            -48091,
            -621422
        ]
    ]
}
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": 1736363700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758849305250,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 59,
            "offset": 94
        }
    }
}

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)