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Trade: EOS/USDT/15/VWAP/SWMA/4600

Strategy
EOS/USDT/15/VWAP/SWMA/4600
Pair
EOS_USDT
Interval
15m
Score
523626
Daily Profit
0.638461
Profit Factor
1.533519
Profitability
74.166667
Streak
129.024019
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 22:34
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 88688.6839 52958.0641 35730.6198 92747.2678 67229.3149 25517.9528
Total P&L (%) 88.6887 52.9581 35.7306 92.7473 67.2293 25.518
Avg Daily Profit (%) 0.6385 0.3812 0.2572 0.4735 0.3709 0.1638
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49066 -23040 -41142 -62857 -30814 -54462
Profit Factor 1.5335 1.8305 1.3487 1.4437 1.8726 1.1933
Total Trades 120 60 60 120 60 60
Winning Trades 89 42 47 89 42 47
Losing Trades 31 18 13 31 18 13
Profitability (%) 74.1667 70 78.3333 74.1667 70 78.3333
Ratio Avg Win / Avg Loss 0.5341 0.7845 0.373 0.5028 0.8025 0.3301
Largest Winning Trade 11657 8256 11657 14700 14700 11414
Largest Losing Trade -34687 -12624 -34687 -42474 -15436 -42474
Avg Bars in Trades 108 104 111 108 104 111
Avg Bars in Winners 70 62 77 70 62 77
Avg Bars in Losers 216 202 235 216 202 235
Bars Traded 12978 6276 6702 12978 6276 6702
Profit Streak 129.024 129.024 138.2324 129.024 129.024 138.2324
Trades During Streak 4 2 10 4 2 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523626 -158680 -161490 453106 -157736 -171461

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": 1736417700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758915275276,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 213,
            "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": [
        [
            88688.6839123624,
            52958.0640665277,
            35730.6198458347,
            92747.2677803086,
            67229.3149327374,
            25517.9528475714
        ],
        [
            88.688684,
            52.958064,
            35.73062,
            92.747268,
            67.229315,
            25.517953
        ],
        [
            0.638461,
            0.38124,
            0.257221,
            0.473517,
            0.370851,
            0.16375
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49066,
            -23040,
            -41142,
            -62857,
            -30814,
            -54462
        ],
        [
            1.533519,
            1.830503,
            1.348703,
            1.443662,
            1.872587,
            1.193313
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            74.166667,
            70,
            78.333333,
            74.166667,
            70,
            78.333333
        ],
        [
            0.534147,
            0.784501,
            0.373046,
            0.502848,
            0.802537,
            0.330065
        ],
        [
            11657,
            8256,
            11657,
            14700,
            14700,
            11414
        ],
        [
            -34687,
            -12624,
            -34687,
            -42474,
            -15436,
            -42474
        ],
        [
            108,
            104,
            111,
            108,
            104,
            111
        ],
        [
            70,
            62,
            77,
            70,
            62,
            77
        ],
        [
            216,
            202,
            235,
            216,
            202,
            235
        ],
        [
            12978,
            6276,
            6702,
            12978,
            6276,
            6702
        ],
        [
            129.024019,
            129.024019,
            138.232353,
            129.024019,
            129.024019,
            138.232353
        ],
        [
            4,
            2,
            10,
            4,
            2,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523626,
            -158680,
            -161490,
            453106,
            -157736,
            -171461
        ]
    ]
}
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": 1736417700000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758915275276,
    "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": "swma",
        "factors": {
            "length": 213,
            "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)