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Trade: WAVES/USDT/360/VWMA/FWMA/6861

Strategy
WAVES/USDT/360/VWMA/FWMA/6861
Pair
WAVES_USDT
Interval
6h
Score
508097
Daily Profit
0.194015
Profit Factor
3.375754
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-03 21:51
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 529484.2812 383519.7999 145964.4813 2155289.0645 684526.7593 1470762.3052
Total P&L (%) 529.4843 383.5198 145.9645 2155.2891 684.5268 1470.7623
Avg Daily Profit (%) 0.2679 0.194 0.0738 0.1578 0.1043 0.1394
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85048 -49491 -148696 -411976 -436468 -269160
Profit Factor 2.2839 3.3758 1.5816 2.2595 1.8624 2.603
Total Trades 96 48 48 96 48 48
Winning Trades 50 24 26 50 24 26
Losing Trades 46 24 22 46 24 22
Profitability (%) 52.0833 50 54.1667 52.0833 50 54.1667
Ratio Avg Win / Avg Loss 2.1011 3.3758 1.3382 2.0787 1.8624 2.2025
Largest Winning Trade 122178 122178 70372 600342 325922 600342
Largest Losing Trade -27708 -26539 -27708 -212336 -176956 -212336
Avg Bars in Trades 80 70 90 80 70 90
Avg Bars in Winners 115 99 129 115 99 129
Avg Bars in Losers 42 40 44 42 40 44
Bars Traded 7706 3364 4342 7706 3364 4342
Profit Streak 0 0 498.536 0 0 498.536
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485698 508097 -90958 450127 -49751 2233
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": 1550944800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759517512585,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 133
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 106,
            "offset": 10
        }
    }
}
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": [
        [
            529484.281187718,
            383519.7999255968,
            145964.4812621211,
            2155289.0645481814,
            684526.7593249534,
            1470762.305223228
        ],
        [
            529.484281,
            383.5198,
            145.964481,
            2155.289065,
            684.526759,
            1470.762305
        ],
        [
            0.267856,
            0.194015,
            0.073841,
            0.15775,
            0.104261,
            0.139424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85048,
            -49491,
            -148696,
            -411976,
            -436468,
            -269160
        ],
        [
            2.283855,
            3.375754,
            1.581562,
            2.259486,
            1.862401,
            2.603012
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            52.083333,
            50,
            54.166667,
            52.083333,
            50,
            54.166667
        ],
        [
            2.101146,
            3.375754,
            1.338245,
            2.078727,
            1.862401,
            2.202549
        ],
        [
            122178,
            122178,
            70372,
            600342,
            325922,
            600342
        ],
        [
            -27708,
            -26539,
            -27708,
            -212336,
            -176956,
            -212336
        ],
        [
            80,
            70,
            90,
            80,
            70,
            90
        ],
        [
            115,
            99,
            129,
            115,
            99,
            129
        ],
        [
            42,
            40,
            44,
            42,
            40,
            44
        ],
        [
            7706,
            3364,
            4342,
            7706,
            3364,
            4342
        ],
        [
            0,
            0,
            498.536025,
            0,
            0,
            498.536025
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485698,
            508097,
            -90958,
            450127,
            -49751,
            2233
        ]
    ]
}
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": 1550944800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759517512585,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 133
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 106,
            "offset": 10
        }
    }
}

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)