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Trade: WAVES/USDT/60/VWMA/LINREG/8419

Strategy
WAVES/USDT/60/VWMA/LINREG/8419
Pair
WAVES_USDT
Interval
1h
Score
320468
Daily Profit
0.384317
Profit Factor
1.601311
Profitability
41.600000
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-01 08:28
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221781.5633 134592.7678 87188.7956 303722.5619 112707.8666 191014.6954
Total P&L (%) 221.7816 134.5928 87.1888 303.7226 112.7079 191.0147
Avg Daily Profit (%) 0.3843 0.2332 0.1511 0.2421 0.1309 0.1853
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67637 -46034 -48922 -145950 -220087 -92321
Profit Factor 1.6013 1.677 1.5128 1.3314 1.2129 1.4933
Total Trades 125 63 62 125 63 62
Winning Trades 52 22 30 52 22 30
Losing Trades 73 41 32 73 41 32
Profitability (%) 41.6 34.9206 48.3871 41.6 34.9206 48.3871
Ratio Avg Win / Avg Loss 2.248 3.1254 1.6136 1.869 2.2604 1.5929
Largest Winning Trade 73116 73116 24633 172589 172589 90153
Largest Losing Trade -23979 -21141 -23979 -108236 -108236 -48542
Avg Bars in Trades 106 93 120 106 93 120
Avg Bars in Winners 155 155 155 155 155 155
Avg Bars in Losers 72 60 86 72 60 86
Bars Traded 13369 5918 7451 13369 5918 7451
Profit Streak 0 0 502.9783 0 0 502.9783
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320468 -142130 -144163 217524 -170858 -143990
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759296522628,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 133,
            "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": [
        [
            221781.5633356653,
            134592.7677824009,
            87188.7955532643,
            303722.5619299971,
            112707.8665759141,
            191014.6953540831
        ],
        [
            221.781563,
            134.592768,
            87.188796,
            303.722562,
            112.707867,
            191.014695
        ],
        [
            0.384317,
            0.233231,
            0.151086,
            0.242124,
            0.130873,
            0.185276
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67637,
            -46034,
            -48922,
            -145950,
            -220087,
            -92321
        ],
        [
            1.601311,
            1.677046,
            1.512768,
            1.331358,
            1.212898,
            1.493322
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            41.6,
            34.920635,
            48.387097,
            41.6,
            34.920635,
            48.387097
        ],
        [
            2.247995,
            3.125403,
            1.613619,
            1.869022,
            2.260401,
            1.592876
        ],
        [
            73116,
            73116,
            24633,
            172589,
            172589,
            90153
        ],
        [
            -23979,
            -21141,
            -23979,
            -108236,
            -108236,
            -48542
        ],
        [
            106,
            93,
            120,
            106,
            93,
            120
        ],
        [
            155,
            155,
            155,
            155,
            155,
            155
        ],
        [
            72,
            60,
            86,
            72,
            60,
            86
        ],
        [
            13369,
            5918,
            7451,
            13369,
            5918,
            7451
        ],
        [
            0,
            0,
            502.978271,
            0,
            0,
            502.978271
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320468,
            -142130,
            -144163,
            217524,
            -170858,
            -143990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759296522628,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 133,
            "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)