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Trade: WAVES/USDT/360/VWMA/LINREG/8727

Strategy
WAVES/USDT/360/VWMA/LINREG/8727
Pair
WAVES_USDT
Interval
6h
Score
345932
Daily Profit
0.249895
Profit Factor
1.563888
Profitability
44.654088
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 07:42
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 493980.6461 437794.9747 56185.6715 -89328.9626 832995.1204 -922324.0829
Total P&L (%) 493.9806 437.795 56.1857 -89.329 832.9951 -922.3241
Avg Daily Profit (%) 0.2499 0.2215 0.0284 -0.1131 0.113 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137328 -145768 -158092 -1191334 -387859 -1053830
Profit Factor 1.5639 2.2109 1.1092 0.9689 1.9801 0.5435
Total Trades 159 80 79 159 80 79
Winning Trades 71 32 39 71 32 39
Losing Trades 88 48 40 88 48 40
Profitability (%) 44.6541 40 49.3671 44.6541 40 49.3671
Ratio Avg Win / Avg Loss 1.9383 3.3164 1.1376 1.2009 2.9702 0.5575
Largest Winning Trade 200144 200144 67981 377806 360604 377806
Largest Losing Trade -98817 -49189 -98817 -701653 -209773 -701653
Avg Bars in Trades 48 34 63 48 34 63
Avg Bars in Winners 70 52 85 70 52 85
Avg Bars in Losers 30 22 40 30 22 40
Bars Traded 7726 2736 4990 7726 2736 4990
Profit Streak 0 0 549.1959 0 0 549.1959
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345932 -11335 -282100 -580357 -61256 -606647

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": 1549432800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758861722909,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "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": [
        [
            493980.6461486013,
            437794.9746797269,
            56185.6714688744,
            -89328.9625624568,
            832995.1203513244,
            -922324.0829137814
        ],
        [
            493.980646,
            437.794975,
            56.185671,
            -89.328963,
            832.99512,
            -922.324083
        ],
        [
            0.249895,
            0.221472,
            0.028423,
            -0.113134,
            0.113039,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137328,
            -145768,
            -158092,
            -1191334,
            -387859,
            -1053830
        ],
        [
            1.563888,
            2.210938,
            1.109206,
            0.968879,
            1.980128,
            0.543524
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            88,
            48,
            40,
            88,
            48,
            40
        ],
        [
            44.654088,
            40,
            49.367089,
            44.654088,
            40,
            49.367089
        ],
        [
            1.93834,
            3.316407,
            1.137647,
            1.200865,
            2.970192,
            0.557461
        ],
        [
            200144,
            200144,
            67981,
            377806,
            360604,
            377806
        ],
        [
            -98817,
            -49189,
            -98817,
            -701653,
            -209773,
            -701653
        ],
        [
            48,
            34,
            63,
            48,
            34,
            63
        ],
        [
            70,
            52,
            85,
            70,
            52,
            85
        ],
        [
            30,
            22,
            40,
            30,
            22,
            40
        ],
        [
            7726,
            2736,
            4990,
            7726,
            2736,
            4990
        ],
        [
            0,
            0,
            549.195867,
            0,
            0,
            549.195867
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345932,
            -11335,
            -282100,
            -580357,
            -61256,
            -606647
        ]
    ]
}
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": 1549432800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758861722909,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "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)