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Trade: EOS/USDT/15/VWAP/MIDPRICE/8189

Strategy
EOS/USDT/15/VWAP/MIDPRICE/8189
Pair
EOS_USDT
Interval
15m
Score
515875
Daily Profit
0.725342
Profit Factor
1.502278
Profitability
66.883117
Streak
134.581756
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-03 03:57
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 100757.2543 59857.7051 40899.5492 119258.6489 98972.8562 20285.7927
Total P&L (%) 100.7573 59.8577 40.8995 119.2586 98.9729 20.2858
Avg Daily Profit (%) 0.7253 0.4309 0.2944 0.5668 0.4965 0.1331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32917 -15966 -31193 -73699 -17390 -69906
Profit Factor 1.5023 1.751 1.3383 1.4014 1.9703 1.104
Total Trades 154 77 77 154 77 77
Winning Trades 103 50 53 103 50 53
Losing Trades 51 27 24 51 27 24
Profitability (%) 66.8831 64.9351 68.8312 66.8831 64.9351 68.8312
Ratio Avg Win / Avg Loss 0.7438 0.9455 0.606 0.6939 1.064 0.4999
Largest Winning Trade 12395 8759 12395 17819 14155 17819
Largest Losing Trade -26519 -12624 -26519 -58499 -14052 -58499
Avg Bars in Trades 84 86 82 84 86 82
Avg Bars in Winners 66 66 65 66 66 65
Avg Bars in Losers 122 124 120 122 124 120
Bars Traded 13054 6685 6368 13054 6685 6368
Profit Streak 134.5818 134.6443 134.5818 134.5818 134.6443 134.5818
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515875 -31105 -35514 444886 -27778 -170390
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": 1736396100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759453063692,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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": [
        [
            100757.2543010107,
            59857.7050809789,
            40899.5492200319,
            119258.6488661337,
            98972.8561564879,
            20285.7927096457
        ],
        [
            100.757254,
            59.857705,
            40.899549,
            119.258649,
            98.972856,
            20.285793
        ],
        [
            0.725342,
            0.43091,
            0.294432,
            0.566773,
            0.496512,
            0.133052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32917,
            -15966,
            -31193,
            -73699,
            -17390,
            -69906
        ],
        [
            1.502278,
            1.751012,
            1.338298,
            1.401371,
            1.970327,
            1.103961
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            66.883117,
            64.935065,
            68.831169,
            66.883117,
            64.935065,
            68.831169
        ],
        [
            0.743846,
            0.945547,
            0.606022,
            0.693883,
            1.063976,
            0.499907
        ],
        [
            12395,
            8759,
            12395,
            17819,
            14155,
            17819
        ],
        [
            -26519,
            -12624,
            -26519,
            -58499,
            -14052,
            -58499
        ],
        [
            84,
            86,
            82,
            84,
            86,
            82
        ],
        [
            66,
            66,
            65,
            66,
            66,
            65
        ],
        [
            122,
            124,
            120,
            122,
            124,
            120
        ],
        [
            13054,
            6685,
            6368,
            13054,
            6685,
            6368
        ],
        [
            134.581756,
            134.644256,
            134.581756,
            134.581756,
            134.644256,
            134.581756
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515875,
            -31105,
            -35514,
            444886,
            -27778,
            -170390
        ]
    ]
}
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": 1736396100000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759453063692,
    "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": "midprice",
        "factors": {
            "length": 189,
            "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)