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Trade: WAVES/USDT/360/VWMA/DCU/2111

Strategy
WAVES/USDT/360/VWMA/DCU/2111
Pair
WAVES_USDT
Interval
6h
Score
483496
Daily Profit
0.274777
Profit Factor
3.362673
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:40
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 636207.9406 543165.2162 93042.7244 669428.0047 -661830.3374 1331258.3422
Total P&L (%) 636.2079 543.1652 93.0427 669.428 -661.8303 1331.2583
Avg Daily Profit (%) 0.3218 0.2748 0.0471 0.1033 0 0.1347
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101012 -116160 -65573 -1723023 -2020465 -604016
Profit Factor 2.492 3.3627 1.4735 1.1773 0.7368 2.0557
Total Trades 71 35 36 71 35 36
Winning Trades 36 16 20 36 16 20
Losing Trades 35 19 16 35 19 16
Profitability (%) 50.7042 45.7143 55.5556 50.7042 45.7143 55.5556
Ratio Avg Win / Avg Loss 2.4228 3.9932 1.1788 1.1446 0.875 1.6446
Largest Winning Trade 428863 428863 50165 754131 516640 754131
Largest Losing Trade -38260 -38260 -29539 -682417 -682417 -404315
Avg Bars in Trades 104 146 63 104 146 63
Avg Bars in Winners 150 242 77 150 242 77
Avg Bars in Losers 57 65 46 57 65 46
Bars Traded 7415 5123 2292 7415 5123 2292
Profit Streak 518.8196 0 580.0696 518.8196 0 580.0696
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76773 483496 -127602 -170796 -582454 -7562

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": 1552975200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894017411,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 65,
            "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": [
        [
            636207.940592964,
            543165.2162414035,
            93042.7243515605,
            669428.0047089515,
            -661830.3374472203,
            1331258.3421561713
        ],
        [
            636.207941,
            543.165216,
            93.042724,
            669.428005,
            -661.830337,
            1331.258342
        ],
        [
            0.321845,
            0.274777,
            0.047069,
            0.103277,
            0,
            0.134713
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101012,
            -116160,
            -65573,
            -1723023,
            -2020465,
            -604016
        ],
        [
            2.492011,
            3.362673,
            1.473463,
            1.177291,
            0.736837,
            2.055747
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            50.704225,
            45.714286,
            55.555556,
            50.704225,
            45.714286,
            55.555556
        ],
        [
            2.422789,
            3.993174,
            1.178771,
            1.144588,
            0.874994,
            1.644598
        ],
        [
            428863,
            428863,
            50165,
            754131,
            516640,
            754131
        ],
        [
            -38260,
            -38260,
            -29539,
            -682417,
            -682417,
            -404315
        ],
        [
            104,
            146,
            63,
            104,
            146,
            63
        ],
        [
            150,
            242,
            77,
            150,
            242,
            77
        ],
        [
            57,
            65,
            46,
            57,
            65,
            46
        ],
        [
            7415,
            5123,
            2292,
            7415,
            5123,
            2292
        ],
        [
            518.819646,
            0,
            580.069646,
            518.819646,
            0,
            580.069646
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76773,
            483496,
            -127602,
            -170796,
            -582454,
            -7562
        ]
    ]
}
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": 1552975200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894017411,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 65,
            "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)