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Trade: EOS/USDT/240/VWAP/SWMA/7065

Strategy
EOS/USDT/240/VWAP/SWMA/7065
Pair
EOS_USDT
Interval
4h
Score
331693
Daily Profit
0.174190
Profit Factor
1.339358
Profitability
41.724942
Streak
163.694653
Best Strategy
Training Data Length
2377.670000
Evaluation Time
2025-10-01 07:40
Expiration Time
2025-08-05 10:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414166.7268 310592.4706 103574.2562 341679.8788 134521.8239 207158.0549
Total P&L (%) 414.1667 310.5925 103.5743 341.6799 134.5218 207.1581
Avg Daily Profit (%) 0.1742 0.1306 0.0436 0.0625 0.0359 0.0472
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87992 -86292 -60061 -533062 -473543 -398670
Profit Factor 1.3394 1.4642 1.1878 1.0732 1.0511 1.1017
Total Trades 429 215 214 429 215 214
Winning Trades 179 88 91 179 88 91
Losing Trades 250 127 123 250 127 123
Profitability (%) 41.7249 40.9302 42.5234 41.7249 40.9302 42.5234
Ratio Avg Win / Avg Loss 1.8706 2.1131 1.6056 1.4989 1.517 1.4891
Largest Winning Trade 122015 122015 45396 371294 371294 202073
Largest Losing Trade -30268 -30268 -20447 -184724 -184724 -128309
Avg Bars in Trades 32 33 32 32 33 32
Avg Bars in Winners 45 45 45 45 45 45
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 14059 7198 6861 14059 7198 6861
Profit Streak 163.6947 186.528 163.6947 163.6947 186.528 163.6947
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331693 -18035 -149272 -249117 -309761 -240316
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14266,
    "evaluation_days": 2377.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543464000000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759293618052,
    "expiration_time": 1754380512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 51
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "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": [
        [
            414166.7267913208,
            310592.4705936105,
            103574.2561977103,
            341679.8788011986,
            134521.8239018953,
            207158.0548993037
        ],
        [
            414.166727,
            310.592471,
            103.574256,
            341.679879,
            134.521824,
            207.158055
        ],
        [
            0.17419,
            0.130629,
            0.043561,
            0.062493,
            0.035856,
            0.047208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87992,
            -86292,
            -60061,
            -533062,
            -473543,
            -398670
        ],
        [
            1.339358,
            1.464217,
            1.187848,
            1.073195,
            1.051139,
            1.10167
        ],
        [
            429,
            215,
            214,
            429,
            215,
            214
        ],
        [
            179,
            88,
            91,
            179,
            88,
            91
        ],
        [
            250,
            127,
            123,
            250,
            127,
            123
        ],
        [
            41.724942,
            40.930233,
            42.523364,
            41.724942,
            40.930233,
            42.523364
        ],
        [
            1.870612,
            2.113131,
            1.605552,
            1.498876,
            1.516984,
            1.489071
        ],
        [
            122015,
            122015,
            45396,
            371294,
            371294,
            202073
        ],
        [
            -30268,
            -30268,
            -20447,
            -184724,
            -184724,
            -128309
        ],
        [
            32,
            33,
            32,
            32,
            33,
            32
        ],
        [
            45,
            45,
            45,
            45,
            45,
            45
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            14059,
            7198,
            6861,
            14059,
            7198,
            6861
        ],
        [
            163.694653,
            186.527987,
            163.694653,
            163.694653,
            186.527987,
            163.694653
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331693,
            -18035,
            -149272,
            -249117,
            -309761,
            -240316
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14266,
    "evaluation_days": 2377.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543464000000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759293618052,
    "expiration_time": 1754380512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 51
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "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)