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Trade: EOS/USDT/15/VWAP/PWMA/5787

Strategy
EOS/USDT/15/VWAP/PWMA/5787
Pair
EOS_USDT
Interval
15m
Score
395188
Daily Profit
0.527297
Profit Factor
1.375706
Profitability
66.428571
Streak
134.929444
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-04 14:18
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 73246.8895 49032.6029 24214.2866 55843.5268 54408.2773 1435.2495
Total P&L (%) 73.2469 49.0326 24.2143 55.8435 54.4083 1.4352
Avg Daily Profit (%) 0.5273 0.353 0.1743 0.3199 0.3132 0.0103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52124 -25650 -53787 -63196 -23083 -65029
Profit Factor 1.3757 1.6792 1.1972 1.2487 1.7112 1.0097
Total Trades 140 70 70 140 70 70
Winning Trades 93 46 47 93 46 47
Losing Trades 47 24 23 47 24 23
Profitability (%) 66.4286 65.7143 67.1429 66.4286 65.7143 67.1429
Ratio Avg Win / Avg Loss 0.6952 0.8761 0.5859 0.6311 0.8928 0.4941
Largest Winning Trade 11847 11847 11536 11886 11886 10609
Largest Losing Trade -39045 -13334 -39045 -43759 -15371 -43759
Avg Bars in Trades 92 90 95 92 90 95
Avg Bars in Winners 68 65 71 68 65 71
Avg Bars in Losers 141 137 145 141 137 145
Bars Traded 13015 6316 6699 13015 6316 6699
Profit Streak 134.9294 134.9294 136.1169 134.9294 134.9294 136.1169
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395188 -85442 -95080 269468 -85340 -649602
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": 1736433900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759576703949,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 231,
            "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": [
        [
            73246.8895422038,
            49032.6029258735,
            24214.2866163302,
            55843.5267665419,
            54408.2772872986,
            1435.2494792433
        ],
        [
            73.24689,
            49.032603,
            24.214287,
            55.843527,
            54.408277,
            1.435249
        ],
        [
            0.527297,
            0.352981,
            0.174316,
            0.319913,
            0.313232,
            0.010259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52124,
            -25650,
            -53787,
            -63196,
            -23083,
            -65029
        ],
        [
            1.375706,
            1.679212,
            1.197237,
            1.248731,
            1.711206,
            1.009697
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            66.428571,
            65.714286,
            67.142857,
            66.428571,
            65.714286,
            67.142857
        ],
        [
            0.695249,
            0.876111,
            0.585882,
            0.631079,
            0.892803,
            0.494107
        ],
        [
            11847,
            11847,
            11536,
            11886,
            11886,
            10609
        ],
        [
            -39045,
            -13334,
            -39045,
            -43759,
            -15371,
            -43759
        ],
        [
            92,
            90,
            95,
            92,
            90,
            95
        ],
        [
            68,
            65,
            71,
            68,
            65,
            71
        ],
        [
            141,
            137,
            145,
            141,
            137,
            145
        ],
        [
            13015,
            6316,
            6699,
            13015,
            6316,
            6699
        ],
        [
            134.929444,
            134.929444,
            136.116944,
            134.929444,
            134.929444,
            136.116944
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395188,
            -85442,
            -95080,
            269468,
            -85340,
            -649602
        ]
    ]
}
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": 1736433900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759576703949,
    "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": "pwma",
        "factors": {
            "length": 231,
            "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)