← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: EOS/USDT/15/VWAP/KCL/2840

Strategy
EOS/USDT/15/VWAP/KCL/2840
Pair
EOS_USDT
Interval
15m
Score
383905
Daily Profit
0.412324
Profit Factor
1.349063
Profitability
72.881356
Streak
130.361917
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 11:56
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 57275.984 36313.818 20962.166 43373.2045 31303.7731 12069.4314
Total P&L (%) 57.276 36.3138 20.9622 43.3732 31.3038 12.0694
Avg Daily Profit (%) 0.4123 0.2614 0.1509 0.2597 0.1963 0.0821
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58737 -24939 -48406 -54646 -26574 -42029
Profit Factor 1.3491 1.7067 1.186 1.2596 1.5827 1.1065
Total Trades 118 59 59 118 59 59
Winning Trades 86 43 43 86 43 43
Losing Trades 32 16 16 32 16 16
Profitability (%) 72.8814 72.8814 72.8814 72.8814 72.8814 72.8814
Ratio Avg Win / Avg Loss 0.502 0.635 0.4413 0.4687 0.5889 0.4117
Largest Winning Trade 14085 8256 14085 10935 10935 10746
Largest Losing Trade -33595 -12624 -33595 -30089 -12954 -30089
Avg Bars in Trades 109 81 138 109 81 138
Avg Bars in Winners 71 67 74 71 67 74
Avg Bars in Losers 213 117 309 213 117 309
Bars Traded 12956 4788 8168 12956 4788 8168
Profit Streak 130.3619 130.3619 132.2057 130.3619 130.3619 132.2057
Trades During Streak 10 5 6 10 5 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383905 -168025 -190682 278589 -169339 -463918
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": 1736395200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758963369643,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            57275.9839636642,
            36313.8180057461,
            20962.165957918,
            43373.2045210763,
            31303.7731333075,
            12069.4313877688
        ],
        [
            57.275984,
            36.313818,
            20.962166,
            43.373205,
            31.303773,
            12.069431
        ],
        [
            0.412324,
            0.26142,
            0.150905,
            0.259699,
            0.19625,
            0.082064
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58737,
            -24939,
            -48406,
            -54646,
            -26574,
            -42029
        ],
        [
            1.349063,
            1.706675,
            1.186003,
            1.259576,
            1.582727,
            1.106458
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            72.881356,
            72.881356,
            72.881356,
            72.881356,
            72.881356,
            72.881356
        ],
        [
            0.501977,
            0.635042,
            0.441304,
            0.468679,
            0.588922,
            0.411705
        ],
        [
            14085,
            8256,
            14085,
            10935,
            10935,
            10746
        ],
        [
            -33595,
            -12624,
            -33595,
            -30089,
            -12954,
            -30089
        ],
        [
            109,
            81,
            138,
            109,
            81,
            138
        ],
        [
            71,
            67,
            74,
            71,
            67,
            74
        ],
        [
            213,
            117,
            309,
            213,
            117,
            309
        ],
        [
            12956,
            4788,
            8168,
            12956,
            4788,
            8168
        ],
        [
            130.361917,
            130.361917,
            132.205667,
            130.361917,
            130.361917,
            132.205667
        ],
        [
            10,
            5,
            6,
            10,
            5,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383905,
            -168025,
            -190682,
            278589,
            -169339,
            -463918
        ]
    ]
}
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": 1736395200000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758963369643,
    "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": "kcl",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)