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Trade: WAVES/USDT/360/VWAP/KCU/8991

Strategy
WAVES/USDT/360/VWAP/KCU/8991
Pair
WAVES_USDT
Interval
6h
Score
348906
Daily Profit
0.195278
Profit Factor
1.431324
Profitability
49.799197
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 11:39
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386016.7257 311672.7216 74344.0041 114525.9249 -30395.7152 144921.6401
Total P&L (%) 386.0167 311.6727 74.344 114.5259 -30.3957 144.9216
Avg Daily Profit (%) 0.1953 0.1577 0.0376 0.0386 -0.0183 0.0453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166210 -105706 -197549 -163927 -193315 -80786
Profit Factor 1.4313 1.6732 1.1721 1.1285 0.946 1.4416
Total Trades 249 125 124 249 125 124
Winning Trades 124 58 66 124 58 66
Losing Trades 125 67 58 125 67 58
Profitability (%) 49.7992 46.4 53.2258 49.7992 46.4 53.2258
Ratio Avg Win / Avg Loss 1.4429 1.9328 1.03 1.1376 1.0928 1.2668
Largest Winning Trade 141231 141231 50073 94959 94959 42544
Largest Losing Trade -57202 -41017 -57202 -139832 -139832 -46541
Avg Bars in Trades 30 38 23 30 38 23
Avg Bars in Winners 39 52 27 39 52 27
Avg Bars in Losers 22 25 18 22 25 18
Bars Traded 7683 4760 2923 7683 4760 2923
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348906 317030 -173395 -219311 -580733 -130953

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551960000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789565711,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            386016.7257192504,
            311672.7216390107,
            74344.0040802397,
            114525.9248975462,
            -30395.715220905,
            144921.6401184512
        ],
        [
            386.016726,
            311.672722,
            74.344004,
            114.525925,
            -30.395715,
            144.92164
        ],
        [
            0.195278,
            0.157669,
            0.037609,
            0.038619,
            -0.018329,
            0.045325
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166210,
            -105706,
            -197549,
            -163927,
            -193315,
            -80786
        ],
        [
            1.431324,
            1.673156,
            1.172111,
            1.128459,
            0.946042,
            1.44155
        ],
        [
            249,
            125,
            124,
            249,
            125,
            124
        ],
        [
            124,
            58,
            66,
            124,
            58,
            66
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            49.799197,
            46.4,
            53.225806,
            49.799197,
            46.4,
            53.225806
        ],
        [
            1.442867,
            1.932784,
            1.030037,
            1.13756,
            1.092842,
            1.266817
        ],
        [
            141231,
            141231,
            50073,
            94959,
            94959,
            42544
        ],
        [
            -57202,
            -41017,
            -57202,
            -139832,
            -139832,
            -46541
        ],
        [
            30,
            38,
            23,
            30,
            38,
            23
        ],
        [
            39,
            52,
            27,
            39,
            52,
            27
        ],
        [
            22,
            25,
            18,
            22,
            25,
            18
        ],
        [
            7683,
            4760,
            2923,
            7683,
            4760,
            2923
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348906,
            317030,
            -173395,
            -219311,
            -580733,
            -130953
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551960000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789565711,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)