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Trade: EOS/USDT/15/VWMA/WMA/6530

Strategy
EOS/USDT/15/VWMA/WMA/6530
Pair
EOS_USDT
Interval
15m
Score
479738
Daily Profit
0.643205
Profit Factor
1.442989
Profitability
70.714286
Streak
126.275907
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-26 11:37
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 89347.5569 55409.9468 33937.6101 82662.378 70939.4299 11722.9482
Total P&L (%) 89.3476 55.4099 33.9376 82.6624 70.9394 11.7229
Avg Daily Profit (%) 0.6432 0.3989 0.2443 0.4347 0.3867 0.0798
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39648 -24801 -41415 -54318 -21423 -58648
Profit Factor 1.443 1.6648 1.2868 1.3368 1.7968 1.0749
Total Trades 140 70 70 140 70 70
Winning Trades 99 49 50 99 49 50
Losing Trades 41 21 20 41 21 20
Profitability (%) 70.7143 70 71.4286 70.7143 70 71.4286
Ratio Avg Win / Avg Loss 0.5976 0.7135 0.5147 0.5536 0.7701 0.43
Largest Winning Trade 9805 9805 9496 9734 9734 9291
Largest Losing Trade -39648 -14549 -39648 -54318 -13251 -54318
Avg Bars in Trades 92 90 94 92 90 94
Avg Bars in Winners 67 63 71 67 63 71
Avg Bars in Losers 152 153 151 152 153 151
Bars Traded 12975 6342 6633 12975 6342 6633
Profit Streak 126.2759 128.5259 126.2759 126.2759 128.5259 126.2759
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479738 -83293 -89042 392198 -82170 -430915

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": 1736388900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758875838396,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "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": [
        [
            89347.5569275014,
            55409.9468151811,
            33937.6101123202,
            82662.3780300253,
            70939.4298629252,
            11722.9481671001
        ],
        [
            89.347557,
            55.409947,
            33.93761,
            82.662378,
            70.93943,
            11.722948
        ],
        [
            0.643205,
            0.398891,
            0.244314,
            0.434654,
            0.386707,
            0.079833
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39648,
            -24801,
            -41415,
            -54318,
            -21423,
            -58648
        ],
        [
            1.442989,
            1.664787,
            1.286775,
            1.336758,
            1.796795,
            1.074939
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            70.714286,
            70,
            71.428571,
            70.714286,
            70,
            71.428571
        ],
        [
            0.597602,
            0.71348,
            0.51471,
            0.553607,
            0.770055,
            0.429975
        ],
        [
            9805,
            9805,
            9496,
            9734,
            9734,
            9291
        ],
        [
            -39648,
            -14549,
            -39648,
            -54318,
            -13251,
            -54318
        ],
        [
            92,
            90,
            94,
            92,
            90,
            94
        ],
        [
            67,
            63,
            71,
            67,
            63,
            71
        ],
        [
            152,
            153,
            151,
            152,
            153,
            151
        ],
        [
            12975,
            6342,
            6633,
            12975,
            6342,
            6633
        ],
        [
            126.275907,
            128.525907,
            126.275907,
            126.275907,
            128.525907,
            126.275907
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479738,
            -83293,
            -89042,
            392198,
            -82170,
            -430915
        ]
    ]
}
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": 1736388900000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758875838396,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "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)