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Trade: WAVES/USDT/480/VWAP/HLC3/2124

Strategy
WAVES/USDT/480/VWAP/HLC3/2124
Pair
WAVES_USDT
Interval
8h
Score
302041
Daily Profit
0.196790
Profit Factor
1.240179
Profitability
41.704036
Streak
484.014880
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 19:21
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389054.5782 386248.9116 2805.6666 -90194.5298 -50132.7662 -40061.7636
Total P&L (%) 389.0546 386.2489 2.8057 -90.1945 -50.1328 -40.0618
Avg Daily Profit (%) 0.1968 0.1954 0.0014 -0.1174 -0.0352 -0.0259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -388104 -136588 -405766 -98934 -57122 -44932
Profit Factor 1.2402 1.5508 1.0031 0.5354 0.4718 0.5962
Total Trades 446 223 223 446 223 223
Winning Trades 186 82 104 186 82 104
Losing Trades 260 141 119 260 141 119
Profitability (%) 41.704 36.7713 46.6368 41.704 36.7713 46.6368
Ratio Avg Win / Avg Loss 1.7336 2.6667 1.1477 0.7484 0.8113 0.6822
Largest Winning Trade 103213 103213 45421 10370 5543 10370
Largest Losing Trade -91626 -30349 -91626 -14768 -11846 -14768
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 15 16 14 15 16 14
Avg Bars in Losers 11 11 12 11 11 12
Bars Traded 5925 2967 2958 5925 2967 2958
Profit Streak 484.0149 0 505.0149 484.0149 0 505.0149
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302041 217948 -573318 -580810 -585033 -580236
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759854085664,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            389054.578231523,
            386248.9116040496,
            2805.6666274734,
            -90194.5298183354,
            -50132.7662296811,
            -40061.7635886542
        ],
        [
            389.054578,
            386.248912,
            2.805667,
            -90.19453,
            -50.132766,
            -40.061764
        ],
        [
            0.19679,
            0.195371,
            0.001419,
            -0.117393,
            -0.035189,
            -0.025887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -388104,
            -136588,
            -405766,
            -98934,
            -57122,
            -44932
        ],
        [
            1.240179,
            1.550828,
            1.003054,
            0.535383,
            0.471811,
            0.596201
        ],
        [
            446,
            223,
            223,
            446,
            223,
            223
        ],
        [
            186,
            82,
            104,
            186,
            82,
            104
        ],
        [
            260,
            141,
            119,
            260,
            141,
            119
        ],
        [
            41.704036,
            36.7713,
            46.636771,
            41.704036,
            36.7713,
            46.636771
        ],
        [
            1.733583,
            2.666668,
            1.147725,
            0.748385,
            0.811285,
            0.682192
        ],
        [
            103213,
            103213,
            45421,
            10370,
            5543,
            10370
        ],
        [
            -91626,
            -30349,
            -91626,
            -14768,
            -11846,
            -14768
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            5925,
            2967,
            2958,
            5925,
            2967,
            2958
        ],
        [
            484.01488,
            0,
            505.01488,
            484.01488,
            0,
            505.01488
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302041,
            217948,
            -573318,
            -580810,
            -585033,
            -580236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759854085664,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)