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Trade: EOS/USDT/15/VWAP/SWMA/4913

Strategy
EOS/USDT/15/VWAP/SWMA/4913
Pair
EOS_USDT
Interval
15m
Score
574759
Daily Profit
0.750903
Profit Factor
1.668774
Profitability
73.684211
Streak
138.264473
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-06 05:20
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 104307.8855 60871.9248 43435.9607 127344.2112 89810.4181 37533.7932
Total P&L (%) 104.3079 60.8719 43.436 127.3442 89.8104 37.5338
Avg Daily Profit (%) 0.7509 0.4382 0.3127 0.593 0.4624 0.2297
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43806 -20288 -41113 -65311 -31212 -62988
Profit Factor 1.6688 2.0616 1.4404 1.5781 2.1921 1.2589
Total Trades 114 57 57 114 57 57
Winning Trades 84 39 45 84 39 45
Losing Trades 30 18 12 30 18 12
Profitability (%) 73.6842 68.4211 78.9474 73.6842 68.4211 78.9474
Ratio Avg Win / Avg Loss 0.596 0.9515 0.3841 0.5636 1.0117 0.3357
Largest Winning Trade 11744 8256 11744 17339 17339 13567
Largest Losing Trade -34331 -12624 -34331 -49198 -16969 -49198
Avg Bars in Trades 113 110 117 113 110 117
Avg Bars in Winners 75 71 79 75 71 79
Avg Bars in Losers 220 195 258 220 195 258
Bars Traded 12977 6304 6673 12977 6304 6673
Profit Streak 138.2645 138.2645 147.4936 138.2645 138.2645 147.4936
Trades During Streak 4 2 9 4 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 574759 -168298 -170605 516569 -165564 -172948
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": 1736421300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759717250515,
    "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": 217,
            "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": [
        [
            104307.8855197824,
            60871.9248138652,
            43435.9607059172,
            127344.211245493,
            89810.4180746846,
            37533.7931708086
        ],
        [
            104.307886,
            60.871925,
            43.435961,
            127.344211,
            89.810418,
            37.533793
        ],
        [
            0.750903,
            0.438211,
            0.312691,
            0.592994,
            0.462412,
            0.229692
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43806,
            -20288,
            -41113,
            -65311,
            -31212,
            -62988
        ],
        [
            1.668774,
            2.061559,
            1.440407,
            1.578067,
            2.192119,
            1.258931
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            73.684211,
            68.421053,
            78.947368,
            73.684211,
            68.421053,
            78.947368
        ],
        [
            0.595991,
            0.951489,
            0.384109,
            0.563595,
            1.011747,
            0.335715
        ],
        [
            11744,
            8256,
            11744,
            17339,
            17339,
            13567
        ],
        [
            -34331,
            -12624,
            -34331,
            -49198,
            -16969,
            -49198
        ],
        [
            113,
            110,
            117,
            113,
            110,
            117
        ],
        [
            75,
            71,
            79,
            75,
            71,
            79
        ],
        [
            220,
            195,
            258,
            220,
            195,
            258
        ],
        [
            12977,
            6304,
            6673,
            12977,
            6304,
            6673
        ],
        [
            138.264473,
            138.264473,
            147.49364,
            138.264474,
            138.264474,
            147.49364
        ],
        [
            4,
            2,
            9,
            4,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            574759,
            -168298,
            -170605,
            516569,
            -165564,
            -172948
        ]
    ]
}
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": 1736421300000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759717250515,
    "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": 217,
            "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)