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

Trade: EOS/USDT/15/VWAP/PWMA/9712

Strategy
EOS/USDT/15/VWAP/PWMA/9712
Pair
EOS_USDT
Interval
15m
Score
385043
Daily Profit
0.467719
Profit Factor
1.250723
Profitability
67.204301
Streak
131.186722
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 14:13
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 64970.8311 44041.5684 20929.2627 47911.7226 51374.5871 -3462.8645
Total P&L (%) 64.9708 44.0416 20.9293 47.9117 51.3746 -3.4629
Avg Daily Profit (%) 0.4677 0.3171 0.1507 0.2822 0.2989 -0.0254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38909 -22282 -38138 -57928 -22713 -56329
Profit Factor 1.2507 1.3695 1.1496 1.1606 1.4085 0.9799
Total Trades 186 93 93 186 93 93
Winning Trades 125 59 66 125 59 66
Losing Trades 61 34 27 61 34 27
Profitability (%) 67.2043 63.4409 70.9677 67.2043 63.4409 70.9677
Ratio Avg Win / Avg Loss 0.6104 0.7892 0.4703 0.5664 0.8117 0.4009
Largest Winning Trade 12368 12368 7812 16503 16503 9561
Largest Losing Trade -28261 -13665 -28261 -33904 -13673 -33904
Avg Bars in Trades 70 69 71 70 69 71
Avg Bars in Winners 53 52 54 53 52 54
Avg Bars in Losers 104 97 112 104 97 112
Bars Traded 13051 6428 6623 13051 6428 6623
Profit Streak 131.1867 131.1867 132.3742 131.1867 131.1867 132.3742
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385043 250225 -54425 -35749 275581 -578452

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": 1736375400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758885232806,
    "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": 166,
            "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": [
        [
            64970.8311437611,
            44041.5684450119,
            20929.2626987491,
            47911.722600528,
            51374.5870629596,
            -3462.8644624315
        ],
        [
            64.970831,
            44.041568,
            20.929263,
            47.911723,
            51.374587,
            -3.462864
        ],
        [
            0.467719,
            0.317051,
            0.150668,
            0.282195,
            0.298903,
            -0.025367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38909,
            -22282,
            -38138,
            -57928,
            -22713,
            -56329
        ],
        [
            1.250723,
            1.3695,
            1.149557,
            1.160577,
            1.408471,
            0.979937
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            125,
            59,
            66,
            125,
            59,
            66
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            67.204301,
            63.44086,
            70.967742,
            67.204301,
            63.44086,
            70.967742
        ],
        [
            0.610353,
            0.789203,
            0.470273,
            0.566362,
            0.811661,
            0.400883
        ],
        [
            12368,
            12368,
            7812,
            16503,
            16503,
            9561
        ],
        [
            -28261,
            -13665,
            -28261,
            -33904,
            -13673,
            -33904
        ],
        [
            70,
            69,
            71,
            70,
            69,
            71
        ],
        [
            53,
            52,
            54,
            53,
            52,
            54
        ],
        [
            104,
            97,
            112,
            104,
            97,
            112
        ],
        [
            13051,
            6428,
            6623,
            13051,
            6428,
            6623
        ],
        [
            131.186722,
            131.186722,
            132.374222,
            131.186722,
            131.186722,
            132.374222
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385043,
            250225,
            -54425,
            -35749,
            275581,
            -578452
        ]
    ]
}
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": 1736375400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758885232806,
    "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": 166,
            "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)